Related papers: A stochastic particle system approximating the BGK…
In the air surrounding us, how does a particle diffuse? Thanks to Einstein and other pioneers,it has been well known that generally the particle will undergo the Brownian motion, and in the last century this insight has been corroborated by…
The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…
This article is devoted to the long-time dynamics of point-vortex type systems near thermal equilibrium and to the possible emergence of collisional relaxation. More precisely, we consider a tagged particle coupled to a large number of…
A jump-diffusion process along with a particle scheme is devised as an accurate and efficient particle solution to the Boltzmann equation. The proposed process (hereafter Gamma-Boltzmann model) is devised to match the evolution of all…
Simulations are made of a probe particle diffusing through a complex fluid. Probe particle motions are described by the Mori-Zwanzig equation and Mori's orthogonal hierarchy of random forces scheme, subject to the approximation that the…
Direct Monte Carlo simulations of the Enskog-Boltzmann equation for a spatially uniform system of smooth inelastic spheres are performed. In order to reach a steady state, the particles are assumed to be under the action of an external…
The randomization effect of the two-way (particle-flow) interaction has been studied and quantified using the notion of distributed chaos and the results of numerical simulations and laboratory measurements. It is shown, in particular, that…
In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…
We consider a stochastic version of the point vortex system, in which the fluid velocity advects single vortices intermittently for small random times. Such system converges to the deterministic point vortex dynamics as the rate at which…
We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…
When a chaotic, ergodic Hamiltonian system with $N$ degrees of freedom is subject to sufficiently rapid periodic driving, its energy evolves diffusively. We derive a Fokker-Planck equation that governs the evolution of the system's…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
The transport of matter by turbulent flows plays an important role, in particular in a geophysical context. Here, we study the relative movement of groups of two (pairs) and four (tetrahedra) Lagrangian particles using direct numerical…
We present an ab initio stochastic method for calculating thermal properties of a trapped, 1D Bose-gas covering the whole range from weak to strong interactions. Discretization of the problem results in a Bose-Hubbard-like Hamiltonian,…
We investigate dynamically and statistically diffusive motion in a Klein-Gordon particle chain in the presence of disorder. In particular, we examine a low energy (subdiffusive) and a higher energy (self-trapping) case and verify that…
We study a stationary state of a single self-propelled, athermal particle in linear and quadratic external potentials. The self-propulsion is modeled as a fluctuating force evolving according to the Ornstein-Uhlenbeck process, independently…
We consider a system of particles subjected to a uniform external force E and undergoing random collisions with "virtual" fixed obstacles, as in the Drude model of conductivity. The system is maintained in a nonequilibrium stationary state…
The problem of wave disturbance propagation in rarefied gas in gravity field is explored. The system of hydrodynamic-type equations for a stratified gas in gravity field is derived from BGK equation by method of piecewise continuous…
A dynamical system is considered such that, in this system, particles move on a toroidal lattice of the dimension $N_1\times N_2$ according to a version of the rule of particle movement in Biham--Middleton--Levine traffic model. Particles…
We present the stochastic thermodynamics analysis of an open quantum system weakly coupled to multiple reservoirs and driven by a rapidly oscillating external field. The analysis is built on a modified stochastic master equation in the…