Related papers: Modified Stokes-Einstein Relation for Small Browni…
We consider the sedimentation of $N$ spherical particles with identical radii $R$ in a Stokes flow in $\mathbb R^3$. The particles satisfy a no-slip boundary condition and are subject to constant gravity. The dynamics of the particles is…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
Recently, it has been shown in [Hairer, M., Hutzenthaler, M., Jentzen, A., Loss of regularity for Kolmogorov equations, Ann. Probab. 43, 2 (2015), 468--527] that there exists a system of stochastic differential equations (SDE) on the time…
The indefinite integral of the homogenized Ornstein-Uhlenbeck process is a well-known model for physical Brownian motion, modelling the behaviour of an object subject to random impulses [L. S. Ornstein, G. E. Uhlenbeck: On the theory of…
There are two length-scales present simultaneously in all the principal directions for three-dimensionally expanding, finite systems. These are discussed in detail for the case of a longitudinally expanding system with a transverse flow and…
The conventional equations of Brownian motion can be derived from the first principles to order $\lambda^2=m/M$, where $m$ and $M$ are the masses of a bath molecule and a Brownian particle respectively. We discuss the extension to order…
The influence of molecular vibration on the Seebeck coefficient is studied within a simple model. Results of a scattering theory approach are compared to those of a full self-consistent non-equilibrium Green's function scheme. We show, for…
Brownian motion (BM) is pivotal in natural science for the stochastic motion of microscopic droplets. In this study, we investigate BM driven by thermal composition noise at sub-micro scales, where inter-molecular diffusion and surface…
Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force…
Small heavy particles in a fluid flow respond to the flow on a time-scale proportional to their inertia, or Stokes number St. Their behaviour is thought to be gradually modified as St increases. We show, in the steady spatially-periodic…
We investigate the relation between Bose-Einstein condensation (BEC) and superfluidity in the ground state of a one-dimensional model of interacting Bosons in a strong random potential. We prove rigorously that in a certain parameter regime…
Einstein's 1905 analysis of the Brownian Motion of a pollen grain in a water droplet as due to statistical variations in the collisions of water molecules with the grain, followed up by Perrin's experiments, provided one of the most…
We analyze in details how the anomalous drift and diffusion properties of a particle evolving in an aging medium can be interpreted in terms of an effective temperature of the medium. From an experimental point of view, independent…
This article presents various weak laws of large numbers for the so-called realised covariation of a bivariate stationary stochastic process which is not a semimartingale. More precisely, we consider two cases: Bivariate moving average…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
Molecular dynamics (MD) simulations of ions (K$^+$, Na$^+$, Ca$^{2+}$ and Cl$^-$) in aqueous solutions are investigated. Water is described using the SPC/E model. A stochastic coarse-grained description for ion behaviour is presented and…
Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results have indicated transport by…
We study Bose gases in $d$ dimensions, $d \ge 2$, with short-range repulsive pair interactions, at positive temperature, in the canonical ensemble and in the thermodynamic limit. We assume the presence of hard Poissonian obstacles and focus…
We study the quantum dynamics of a spin-orbit (SO) coupled Bose-Einstein condensate (BEC) in a double-well potential inspired by the experimental protocol recently developed by NIST group. We focus on the regime where the number of atoms is…
Starting from microscopic $N$ particle systems, we study the derivation of Doi type models for suspensions of non-spherical particles in Stokes flows. While Doi models accurately describe the effective evolution of the spatial particle…