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A generalized Fokker-Planck equation is derived to describe particle kinetics in specific situations when the probability transition function (PTF) has a long tail in momentum space. The equation is valid for an arbitrary value of the…

Statistical Mechanics · Physics 2011-08-15 A. A. Dubinova , S. A. Trigger

In this paper, we solve the joint probability density for the passive and active particles with harmonic, viscous, and perturbative forces. After deriving the Fokker-Planck equation for a passive and a run-and-tumble particles, we…

Statistical Mechanics · Physics 2024-09-10 Jae-Won Jung , Sung Kyu Seo , Kyungsik Kim

The Fokker-Planck equation for the probability $f(r,t)$ to find a random walker at position $r$ at time $t$ is derived for the case that the the probability to make jumps depends nonlinearly on $f(r,t)$. The result is a generalized form of…

Statistical Mechanics · Physics 2008-08-20 James F. Lutsko , Jean Pierre Boon

We derive a Fokker-Planck equation for joint probability density for an active particle coupled two heat reservoirs with harmonic, viscous, random forces. The approximate solution for the joint distribution density of all-to-all and three…

Statistical Mechanics · Physics 2024-10-15 Jae-Won Jung , Sung Kyu Seo , Kyungsik Kim

Memory effects in transport require, for their incorporation into reaction diffusion investigations, a generalization of traditional equations. The well-known Fisher's equation, which combines diffusion with a logistic nonlinearity, is…

Pattern Formation and Solitons · Physics 2009-11-07 Guillermo Abramson , Alan R. Bishop , V. M. Kenkre

Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold…

Soft Condensed Matter · Physics 2015-06-23 Hyun Kyung Shin , Bongsik Choi , Peter Talkner , Eok Kyun Lee

We analyze the statistical physics of self-propelled particles from a general theoretical framework that properly describes the most salient characteristic of active motion, $persistence$, in arbitrary spatial dimensions. Such a framework…

Statistical Mechanics · Physics 2021-12-14 Francisco J. Sevilla , Pavel Castro-Villarreal

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…

Statistical Mechanics · Physics 2011-12-22 Christian Weber , Paul K. Radtke , Lutz Schimansky-Geier , Peter Hänggi

We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…

Statistical Mechanics · Physics 2026-05-19 Alessandro Taloni , Gianni Pagnini , Aleksei Chechkin

Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…

Fluid Dynamics · Physics 2020-06-01 Matteo Icardi , Marco Dentz

Behavior of the mixture of particles and dimers moving with different jump rates at reconstructed surfaces is described. Collective diffusion coefficient is calculated by the variational approach. Anisotropy of the collective particle…

Statistical Mechanics · Physics 2014-05-12 Marcin Mińkowski , Magdalena A. Załuska Kotur

The underdamped, non-linear, generalized Langevin equation is widely used to model coarse-grained dynamics of soft and biological materials. By means of a projection operator formalism, we show under which approximations this equation can…

Soft Condensed Matter · Physics 2022-02-04 Fabian Glatzel , Tanja Schilling

We formulate the the problem of persistent diffusion in three dimensions from the perspective of the Frenet--Serret equations. In contrast to one and two dimensional systems, in three dimensions persistent diffusion is, in general, a third…

Soft Condensed Matter · Physics 2015-02-18 Hernán Larralde , François Leyvraz

The article provides a unitary and complete solution to the fluctuation-dissipation relations for particle hydromechanics in a generic fluid, accounting for the hydrodynamic fluid-particle interactions (including arbitrary memory kernels in…

Statistical Mechanics · Physics 2024-12-30 Massimiliano Giona , Giuseppe Procopio , Chiara Pezzotti

Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…

Nuclear Theory · Physics 2007-05-23 Noboru Takigawa , Sakir Ayik , Sachie Kimura

Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…

Statistical Mechanics · Physics 2018-03-13 L. Turban , J. -Y. Fortin

The orientational memory of particles can serve as an effective measure of diffusivity, spreading, and search efficiency in complex stochastic processes. We develop a theoretical framework to describe the decay of directional correlations…

Soft Condensed Matter · Physics 2022-09-05 Zeinab Sadjadi , M. Reza Shaebani

We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…

Statistical Mechanics · Physics 2014-11-20 T. Becker , K. Nelissen , B. Cleuren , B. Partoens , C. Van den Broeck

We present a derivation of a recently proposed theory for the time dependence of density fluctuations in stationary states of strongly interacting, athermal, self-propelled particles. The derivation consists of two steps. First, we start…

Soft Condensed Matter · Physics 2016-01-13 Grzegorz Szamel

We study the Fokker-Planck equation for an active particle with both the radial and tangential forces and the perturbative force. We find the solution of the joint probability density. In the limit of the long-time domain and for the…

Statistical Mechanics · Physics 2024-10-15 Jae-Won Jung , Sung Kyu Seo , Sungchul Kwon , Kyungsik Kim