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We study the two-dimensional overdamped motion of an active particle whose orientational dynamics is subject to fractional Brownian noise, whereas its position is affected by self-propulsion and Brownian fluctuations. From a Langevin-like…

Statistical Mechanics · Physics 2020-07-21 Juan Ruben Gomez-Solano , Francisco J. Sevilla

According to a traditional point of view Boltzmann entropy is intimately related to linear Fokker-Planck equations (Smoluchowski, Klein-Kramers, and Rayleigh equations) that describe a well-known nonequilibrium phenomenon: (normal) Brownian…

General Physics · Physics 2017-01-11 A. O. Bolivar

Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…

Statistical Mechanics · Physics 2023-03-13 Elodie Millan , Maxime Lavaud , Yacine Amarouchene , Thomas Salez

In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its…

Numerical Analysis · Mathematics 2016-06-17 Emiliano Cristiani

Treating the motion of a dust particle suspended in a liquid as a random walk, Einstein in 1905 derived an equation describing the diffusion of the particle's probability distribution in configuration space. Fokker and Planck extended this…

Astrophysics · Physics 2009-11-11 Edmund Bertschinger

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

Probability · Mathematics 2025-07-23 Christian Bender , Yana A. Butko , Mirko D'Ovidio , Gianni Pagnini

We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

Quantum Physics · Physics 2019-06-05 Charlie Nation , Diego Porras

Brownian vortexes are stochastic machines that use static non-conservative force fields to bias random thermal fluctuations into steadily circulating currents. The archetype for this class of systems is a colloidal sphere in an optical…

Soft Condensed Matter · Physics 2015-04-20 Henrique W. Moyses , Ross O. Bauer , Alexander Y. Grosberg , David G. Grier

We revisit the problem of the overdamped (large friction) limit of the Brownian dynamics in an inhomogeneous medium characterized by a position-dependent friction coefficient and a multiplicative noise (local temperature) in one space…

Statistical Mechanics · Physics 2015-06-24 Xavier Durang , Chulan Kwon , Hyunggyu Park

In the frames of classical mechanics the generalized Langevin equation is derived for an arbitrary mechanical subsystem coupled to the harmonic bath of a solid. A time-acting temperature operator is introduced for the quantum Klein-Kramers…

Quantum Physics · Physics 2021-05-17 Roumen Tsekov

We introduce a stochastic model of two-dimensional Brownian vortices associated with the canonical ensemble. The point vortices evolve through their usual mutual advection but they experience in addition a random velocity and a systematic…

Statistical Mechanics · Physics 2009-11-13 P. H. Chavanis

We develop a kinetic theory of Brownian particles with long and short range interactions. We consider both overdamped and inertial models. In the overdamped limit, the evolution of the spatial density is governed by the generalized mean…

Statistical Mechanics · Physics 2015-05-19 Pierre-Henri Chavanis

Taking an open quantum systems approach, we derive a collective equation of motion for the dynamics of a matter-wave bright soliton moving through a thermal cloud of a distinct atomic species. The reservoir interaction involves energy…

Quantum Gases · Physics 2016-06-08 R. G. McDonald , A. S. Bradley

Active Brownian motion commonly assumes spherical overdamped particles. However, self-propelled particles are often neither symmetric nor overdamped yet underlie random fluctuations from their surroundings. Active Brownian motion has…

Soft Condensed Matter · Physics 2022-10-03 Jonas Mayer Martins , Raphael Wittkowski

We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…

Dynamical Systems · Mathematics 2012-03-20 Georg Schöchtel

We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…

Soft Condensed Matter · Physics 2019-09-04 Hidde Derk Vuijk , Joseph Michael Brader , Abhinav Sharma

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…

Statistical Mechanics · Physics 2022-05-02 Amir Shee , Debasish Chaudhuri

A theory for (1+3)-dimensional relativistic Brownian motion under the influence of external force fields is put forward. Starting out from a set of relativistically covariant, but multiplicative Langevin equations we describe the…

Statistical Mechanics · Physics 2009-11-11 Jörn Dunkel , Peter Hänggi

The Hamiltonian equation of motion is studied for a vortex occuring in 2-dimensional Heisenberg ferromagnet of anisotropic type by starting with the effective action for the spin field formulated by the Bloch (or spin) coherent state. The…

Condensed Matter · Physics 2009-10-28 Hiroshi Kuratsuji , Hiroyuki Yabu

We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…

Condensed Matter · Physics 2009-10-31 Doron Cohen