Related papers: Bayesian comparison of stochastic models of disper…
In this work, we study the dynamics of a single active Brownian particle, as well as the collective behavior of interacting active Brownian particles, in a fluctuating heterogeneous environment. We employ a variant of the diffusing…
We investigate the nonequilibrium dynamics of spherical active Brownian particles in three spatial dimensions that interact via a pair potential. The investigation is based on a predictive local field theory that is derived by a rigorous…
Two deterministic models for Brownian motion are investigated by means of numerical simulations and kinetic theory arguments. The first model consists of a heavy hard disk immersed in a rarefied gas of smaller and lighter hard disks acting…
Divergence is not only an important mathematical concept in information theory, but also applied to machine learning problems such as low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection. We…
The individual motion of a colloidal particle is described by an overdamped Langevin equation. When rotational degrees of freedom are relevant, these are described by a corresponding Langevin process. Our purpose is to show that the…
Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…
Many living and complex systems exhibit second order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appears to be generated by a non-Markovian process. This poses a challenge in…
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…
The dynamics of a tracer molecule near a fluid membrane is investigated, with particular emphasis given to the interplay between the instantaneous position of the particle and membrane fluctuations. It is found that hydrodynamic…
Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…
Recent advances in data-driven modeling have shown that diffusion models can successfully generate synthetic Lagrangian trajectories in turbulent flows. Building on this progress, we extend the method to the joint generation of pairs of…
The paper deals with the description of particle deposition on walls from a turbulent flow over a large range of particle diameter, using a Langevin PDF model. The first aim of the work is to test how the present Langevin model is able to…
A Bayesian approach is developed for the inference of an eddy-diffusivity field from Lagrangian trajectory data. The motion of Lagrangian particles is modelled by a stochastic differential equation associated with the advection-diffusion…
A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…
Financial markets have long since been modeled using stochastic methods such as Brownian motion, and more recently, rough volatility models have been built using fractional Brownian motion. This fractional aspect brings memory into the…
In this paper, we proposed a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework describing the transport in random systems since particles can work as mobile…
We investigate the motility of a growing population of cells in a idealized setting: we consider a system of hard disks in which new particles are added according to prescribed growth kinetics, thereby dynamically changing the number…
Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…
Brownian dynamics of a self-propelled particle in linear shear flow is studied analytically by solving the Langevin equation and in simulation. The particle has a constant propagation speed along a fluctuating orientation and is…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…