Related papers: A Geometrical Method for the Smoluchowski Equation…
We outline a reduction scheme for a class of Brownian dynamics which leads to meaningful corrections to the Smoluchowski equation in the overdamped regime. The mobility coefficient of the reduced dynamics is obtained by exploiting the…
The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
We present algorithms for solving spatially nonlocal diffusion models on the unit sphere with spectral accuracy in space. Our algorithms are based on the diagonalizability of nonlocal diffusion operators in the basis of spherical harmonics,…
Granular materials in nature are nearly always non-spherical, but particle shape effects in granular flow remain largely elusive. This study uses discrete element method simulations to investigate how elongated particle shapes affect the…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
Particle smoothing methods are used for inference of stochastic processes based on noisy observations. Typically, the estimation of the marginal posterior distribution given all observations is cumbersome and computational intensive. In…
We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…
We consider the motion of a particle on a surface which is a small perturbation of the standard sphere. One may qualitatively describe the motion by means of a precessing great circle of the sphere. The observation is employed to derive a…
We consider the common problem setting of an elastic sphere impacting on a flexible beam. In contrast to previous studies, we analyze the modal energy distribution induced by the impact, having in mind the particular application of impact…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
We calculate the short time and the long time diffusion coefficient of a spherical tracer particle in a polymer solution in the low density limit by solving the Smoluchowski equation for a two-particle system and applying a generalized…
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…
We introduce a location statistic for distributions on non-linear geometric spaces, the diffusion mean, serving as an extension and an alternative to the Fr\'echet mean. The diffusion mean arises as the generalization of Gaussian maximum…
The pair-distribution function, which provides information about correlations in a system of interacting particles, is one of the key objects of theoretical soft matter physics. In particular, it allows for microscopic insights into the…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
The Smoluchowski equation for a free particle with a time dependent sink is solved exactly for many special cases. In this method by knowing the probability distribution at the origin P(0,t), one may derive the probability distribution at…
When a flux of Brownian particles is injected in a narrow window located on the surface of a bounded domain, these particles diffuse and can eventually escape through a cluster of narrow windows. At steady-state, we compute asymptotically…