Related papers: Adaptive Brownian Dynamics
We consider the motion of an active Brownian particle with speed fluctuations in d-dimensions in the presence of both translational and orientational diffusion. We use an Ornstein-Uhlenbeck process for active speed generation. Using a…
Physics simulations like computational fluid dynamics (CFD) are a computational bottleneck in computer-aided design (CAD) optimization processes. To overcome this bottleneck, one requires either an optimization framework that is highly…
The direct-forcing immersed boundary method (DF-IBM) algorithm previously developed by the authors is extended by coupling the Navier-Stokes equations with the Newton-Euler equations for rigid body dynamics within the DF-IBM framework. This…
Time-lapse microscopy imaging provides direct access to the dynamics of soft and living systems. At mesoscopic scales, such microscopy experiments reveal intrinsic fluctuations, which may have both thermal and non-equilibrium origins. These…
Dynamics simulations of constrained particles can greatly aid in understanding the temporal and spatial evolution of biological processes such as lateral transport along membranes and self-assembly of viruses. Most theoretical efforts in…
We develop two-dimensional Brownian dynamics simulations to examine the motion of disks under thermal fluctuations and Hookean forces. Our simulations are designed to be experimental-like, since the experimental conditions define the…
This paper establishes a discretization scheme for a large class of stochastic differential equations driven by a time-changed Brownian motion with drift, where the time change is given by a general inverse subordinator. The scheme involves…
We describe in detail how to implement a coarse-grained hybrid Molecular Dynamics and Stochastic Rotation Dynamics simulation technique that captures the combined effects of Brownian and hydrodynamic forces in colloidal suspensions. The…
Our subject of study is strong approximation of stochastic differential equations (SDEs) with respect to the supremum error criterion, and we seek approximations that are strongly asymptotically optimal in specific classes of…
In this paper, we present a discrete-type approximation scheme to solve continuous-time optimal stopping problems based on fully non-Markovian continuous processes adapted to the Brownian motion filtration. The approximations satisfy…
Brownian escape is key to a wealth of physico-chemical processes, including polymer folding, and information storage. The frequency of thermally activated energy barrier crossings is assumed to generally decrease exponentially with…
In the context of stochastic thermodynamics, a minimal model for non equilibrium steady states has been recently proposed: the Brownian Gyrator (BG). It describes the stochastic overdamped motion of a particle in a two dimensional harmonic…
We present a modified Brownian motion model for random matrices where the eigenvalues (or levels) of a random matrix evolve in "time" in such a way that they never cross each other's path. Also, owing to the exact integrability of the level…
This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…
Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…
We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined…
We study the approximation of expectations $\operatorname{E}(f(X))$ for solutions $X$ of stochastic differential equations and functionals $f$ on the path space by means of Monte Carlo algorithms that only use random bits instead of random…
Exemplar-guided image translation, synthesizing photo-realistic images that conform to both structural control and style exemplars, is attracting attention due to its ability to enhance user control over style manipulation. Previous…
The complete physical understanding of the optimization of the thermodynamic work still is an important open problem in stochastic thermodynamics. We address this issue using the Hamiltonian approach of linear response theory in finite time…
This article addresses the weak convergence of numerical methods for Brownian dynamics. Typical analyses of numerical methods for stochastic differential equations focus on properties such as the weak order which estimates the asymptotic…