Related papers: Stochastic Inference of Surface-Induced Effects us…
Over a century ago, Einstein formulated a precise mathematical model for describing Brownian motion. While this model adequately explains the diffusion of micron-sized particles in fluids, its limitations become apparent when applied to…
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…
We introduce the stochastic process of incremental multifractional Brownian motion (IMFBM), which locally behaves like fractional Brownian motion with a given local Hurst exponent and diffusivity. When these parameters change as function of…
We study the Brownian dynamics of a solid particle on a vibrating solid surface. Phenomenologically, the interaction between the two solid surfaces is modeled by solid friction, and the Gaussian white noise models the vibration of the solid…
We present a numerical scheme for simulating the dynamics of Brownian particles suspended in a fluid. The motion of the particles is tracked by the Langevin equation, whereas the host fluid flow is analyzed by using the lattice Boltzmann…
In this paper, we propose an approach for simulating wall-bounded incompressible turbulent flows by integrating the technology of random vortex method with the core principles of large-eddy simulations (LES). In particular, we employ the…
We study analytically how noninteracting weakly active particles, for which passive Brownian diffusion cannot be neglected and activity can be treated perturbatively, distribute and behave near boundaries in various geometries. In…
We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…
The Enskog-like kinetic approach, recently introduced by us to study strongly inhomogeneous flu- ids, is reconsidered in order to improve the description of the transport coefficients. The approach is based on a separation of the…
Thermodynamics of nanoscale devices is an active area of research. Despite their noisy surrounding they often produce mechanical work (e.g. micro-heat engines), display rectified Brownian motion (e.g. molecular motors). This invokes…
In this work it is shown how the immersed boundary method of (Peskin2002) for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with…
Slender bodies capable of spontaneous motion in the absence of external actuation in an otherwise quiescent fluid are common in biological, physical and technological contexts. The interplay between the spontaneous fluid flow, Brownian…
The concept of entropy has been pivotal in the formulation of thermodynamics. For systems driven away from thermal equilibrium, a comparable role is played by entropy production and dissipation. Here we provide a comprehensive picture how…
Brownian motion is a foundational physical process characterized by a mean squared displacement that scales linearly in time in thermal equilibrium, known as diffusion. At short times, the mean squared displacement becomes ballistic,…
We present a numerical study of noncolloidal spherical and rigid particles suspended in Newtonian, shear thinning and shear thickening fluids employing an Immersed Boundary Method. We consider a linear Couette configuration to explore a…
We study the recovery of one-dimensional semipermeable barriers for a stochastic process in a planar domain. The considered process acts like Brownian motion when away from the barriers and is reflected upon contact until a sufficient but…
We introduce methods for large scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method at a cost comparable to the…
Quantum Brownian motion in the strong friction limit is studied based on the exact path integral formulation of dissipative systems. In this limit the time-nonlocal reduced dynamics can be cast into an effective equation of motion, the…
It is shown that in systems with time-dependent and/or spatially nonuniform temperature $T(t,x)$, (i) most of the transport processes is weakly non-ergodic, and (ii) the diffusion (Brownian motion, BM) is anomalous. A few examples of simple…
Magnetic domain wall (DW) motion induced by a localized Gaussian temperature profile is studied in a Permalloy nanostrip within the framework of the stochastic Landau-Lifshitz-Bloch equation. The different contributions to thermally induced…