Related papers: Constructing a solution to the characteristic equa…
Recent experiments on Brownian colloidal particles have been studied theoretically in terms of overdamped Langevin equations with multiplicative white noise using an unconventional stochastic interpretation. Complementary numerical…
The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external…
Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the…
We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an…
The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy point-like Brownian particle interacts with the lighter heat bath particles via…
Equations of motion for the microscopic number density $\hat{\rho}({\bf x},t)$ and the momentum density $\hat{\bf g}({\bf x},t)$ of a fluid have been obtained in the past from the corresponding Langevin equations representing the dynamics…
Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…
Magnetic nanoparticles are useful in many medical applications because they interact with biology on a cellular level thus allowing microenvironmental investigation. An enhanced understanding of the dynamics of magnetic particles may lead…
In this note, we consider the construction of a one-dimensional stable Langevin type process confined in the upper half-plane and submitted to reflective-diffusive boundary conditions whenever the particle position hits 0. We show that two…
We derive the time-evolution equation that describes the Brownian motion of labeled individual tracer particles in a simple model atomic liquid (i.e., a system of $N$ particles whose motion is governed by Newton's second law, and…
We consider the Langevin equation describing a stochastically perturbed by uniform noise non-viscous Burgers fluid and introduce a deterministic function that corresponds to the mean of the velocity when we keep the value of position fixed.…
It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion…
The methods of Nuclear Magnetic Resonance belong to the best developed and often used tools for studying random motion of particles in different systems, including soft biological tissues. In the long-time limit the current mathematical…
Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
The ``Brownian bees'' model describes an ensemble of $N=$~const independent branching Brownian particles. The conservation of $N$ is provided by a modified branching process. When a particle branches into two particles, the particle which…
We address the problem of a microscopic derivation of the Langevin equation for a weakly relativistic Brownian particle. A non-covariant Hamiltonian model is adopted, in which the free motion of particles is described relativistically,…
A Bohmian analysis of the so-called Schr\"{o}dinger-Langevin or Kostin nonlinear differential equation is provided to study how thermal fluctuations of the environment affects the dynamics of the wave packet from a quantum hydrodynamical…
The reaction A+B --> B is studied when the reactants diffuse in phase space, i.e. their dynamics is described by the Langevin equation. The steady-state rate constants are calculated for both the target (static A and mobile B's) and…
We briefly review the problem of Brownian motion and describe some intriguing facets. The problem is first treated in its original form as enunciated by Einstein, Langevin, and others. Then, utilizing the problem of Brownian motion as a…