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A geometric Brownian motion with delay is the solution of a stochastic differential equation where the drift and diffusion coefficient depend linearly on the past of the solution, i.e. a linear stochastic functional differential equation.…

Probability · Mathematics 2007-05-23 J. A. D. Appleby , M. Riedle

We have revisited the Brownian motion on the basis of the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo on 1966. The importance of our approach is to model the…

Mathematical Physics · Physics 2008-06-06 Francesco Mainardi , Paolo Pironi

We use computer simulations to test a simple idea for mapping between long-time self diffusivities obtained from molecular and Brownian dynamics. The strategy we explore is motivated by the behavior of fluids comprising particles that…

Soft Condensed Matter · Physics 2011-10-25 Mark J. Pond , Jeffrey R. Errington , Thomas M. Truskett

Molecular motors are essential to the living, they generate additional fluctuations that boost transport and assist assembly. Self-propelled colloids, that consume energy to move, hold similar potential for the man-made assembly of…

Soft Condensed Matter · Physics 2019-09-18 Sophie Ramananarivo , Etienne Ducrot , Jeremie Palacci

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

A mode-coupling theory for the motion of a strongly forced probe particle in a dense colloidal suspension is presented. Starting point is the Smoluchowski equation for $N$ bath and a single probe particle. The probe performs Brownian motion…

Soft Condensed Matter · Physics 2015-06-11 Igor Gazuz , Matthias Fuchs

Self-propelled active matter can exhibit vastly different behavior than systems with purely Brownian motion. In Eur. Phys. J. E 40, 23 (2017), Zeitz, Wolf, and Stark compared an active matter particle with a Brownian particle moving in a…

Soft Condensed Matter · Physics 2026-03-06 C. Reichhardt , C. J. O. Reichhardt

We measured the overall motion of Brownian particles suspended in water by a self-mixing thin-slice solid-state laser with extreme optical sensitivity. From the demodulated signal of laser intensity fluctuations through self-mixing…

Friction is central to the motion of active (self-propelled) objects such as bacteria, animals, and robots. While in a viscous fluid friction is described by Stokes's law, objects in contact with other solid bodies are often governed by…

Soft Condensed Matter · Physics 2024-11-12 Alexander P. Antonov , Lorenzo Caprini , Anton Ldov , Christian Scholz , Hartmut Löwen

Stiff forces, which bind objects together or otherwise confine motion, are found widely in soft-matter systems - colloids with short range attractions, ligand-receptor contacts, particles in optical traps, fibres that resist stretching,…

Soft Condensed Matter · Physics 2026-01-15 Sophie Marbach , Adam Carter , Miranda Holmes-Cerfon

Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…

Statistical Mechanics · Physics 2015-02-13 Bodan Cichocki , Maria L. Ekiel-Jezewska , Eligiusz Wajnryb

Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…

Materials Science · Physics 2009-09-29 Peter. Kotelenez , Marshall J. Leitman , J. Adin Mann

Differently from passive Brownian particles, active particles, also known as self-propelled Brownian particles or microswimmers and nanoswimmers, are capable of taking up energy from their environment and converting it into directed motion.…

In systems possessing spatial or dynamical symmetry breaking, Brownian motion combined with symmetric external input signals, deterministic or random, alike, can assist directed motion of particles at the submicron scales. In such cases,…

Statistical Mechanics · Physics 2009-06-05 Peter Hanggi , Fabio Marchesoni

We study the motion of an active Brownian particle (ABP) using overdamped Langevin dynamics on a two-dimensional substrate with periodic array of obstacles and in a quasi-one-dimensional corrugated channel comprised of periodically arrayed…

Soft Condensed Matter · Physics 2019-05-28 Sudipta Pattanayak , Rakesh Das , Manoranjan Kumar , Shradha Mishra

We investigate the self-propulsion of an inertial active particle confined in a two-dimensional harmonic trap. The particle is suspended in a non-Newtonian or viscoelastic suspension with a friction kernel that decays exponentially with a…

Soft Condensed Matter · Physics 2024-02-09 F Adersh , M Muhsin , M Sahoo

Enhanced diffusion is an emergent property of many experimental microswimmer systems that usually arises from a combination of ballistic motion with random reorientations. A subset of these systems, autophoretic droplet swimmers that move…

Soft Condensed Matter · Physics 2022-11-17 Katherine Daftari , Katherine A. Newhall

Using a minimal-coupling-scheme we investigate the quantum Brownian motion of a particle in an anisotropic-dissipative-medium under the influence of an arbitrary potential in both relativistic and non-relativistic regimes. A general quantum…

Quantum Physics · Physics 2015-06-17 Ehsan Amooghorban , Fardin Kheirandish

Brownian motion is essential for describing diffusion in systems ranging from simple to complex liquids. Unlike simple liquids, which consist of only a solvent, complex liquids, such as colloidal suspensions or the cytoplasm of a cell, are…

Soft Condensed Matter · Physics 2025-02-27 Jeffrey C. Everts , Robert Hołyst , Karol Makuch

As an indicator of cooperative motion in a system of Brownian particles that models two-dimensional colloidal liquids, displacement correlation tensor is calculated analytically and compared with numerical results. The key idea for the…

Statistical Mechanics · Physics 2016-08-22 T. Ooshida , S. Goto , T. Matsumoto , M. Otsuki