Related papers: Constructing a solution to the characteristic equa…
The dynamics of low-dimensional Brownian particles coupled to time-dependent driven anisotropic heavy particles (mesogens) in a uniform bath (solvent) have been described through the use of a variant of the stochastic Langevin equation. The…
When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…
For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
The motion of a quantum particle hopping on a simple cubic lattice under the influence of thermal noise and of a static random potential is expected to be diffusive, i.e., the particle is expected to exhibit `quantum Brownian motion', no…
Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…
The Brownian motion of a particle with higher-derivative dynamics (HDD) coupling with a bath consisting of harmonic oscillators is investigated. The Langevin equation and corresponding Fokker-Planck equation for the Brownian motion of the…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
In the last years, a few experiments in the fields of biological and soft matter physics in colloidal suspensions have reported normal diffusion with a Laplacian probability distribution in the particles displacements (i.e., Brownian yet…
We present an insightful ``derivation'' of the Langevin equation and the fluctuation dissipation theorem in the specific context of a heavier particle moving through an ideal gas of much lighter particles. The Newton's Law of motion…
We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…
For the first time, the energy diffusion approximation is confronted at the percent level with the exact numerical modeling of thermal decay of a metastable state. The latter is performed using the quasistationary decay rates resulting from…
Stochastic Langevin molecular dynamics for nuclei is derived from the Ehrenfest Hamiltonian system (also called quantum classical molecular dynamics) in a Kac-Zwanzig setting, with the initial data for the electrons stochastically perturbed…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
Explicit density expansions of non-equilibrium probability distribution functions for molecular Brownian particle in ideal gas are obtained in original form what visually implies (is exact solution to) the previously established dynamical…
We study stochastic thermodynamics of a Brownian particle which is subjected to a temperature gradient and is confined by an external potential. We first formulate an over-damped Ito-Langevin theory in terms of local temperature, friction…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
We present a first-principles thermodynamic approach to provide an alternative to the Langevin equation by identifying the deterministic (no stochastic component) microforce F_{k,BP} acting on a nonequilibrium Brownian particle (BP) in its…
The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…
We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time--reversal…