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We derive diffusive macroscopic equations for the particle and energy density of a system whose time evolution is described by a kinetic equation for the one particle position and velocity function f(r,v,t) that consists of a part that…

Statistical Mechanics · Physics 2018-11-14 Pedro L. Garrido , Joel L. Lebowitz

We analytically investigate the diffusive motion inferred from experimental observations of active particles driven by quantum vortices on the surface of superfluid helium. We first study the dynamical behavior of an active particle subject…

Statistical Mechanics · Physics 2026-04-21 Yun Jeong Kang , Sung Kyu Seo , Kyungsik Kim

Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…

Statistical Mechanics · Physics 2015-03-13 Vasily E. Tarasov

The one-dimensional coagulation-diffusion process describes the strongly fluctuating dynamics of particles, freely hopping between the nearest-neighbour sites of a chain such that one of them disappears with probability 1 if two particles…

Statistical Mechanics · Physics 2016-02-23 Xavier Durang , Jean-Yves Fortin , Malte Henkel

We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…

Statistical Mechanics · Physics 2025-07-15 Denis Boyer , Satya N. Majumdar

Diffusion is an ubiquitous phenomenon. It is a widespread belief that as long as the area under a current autocorrelation function converges in time, the corresponding spatiotemporal density dynamics should be diffusive. This may be viewed…

Statistical Mechanics · Physics 2025-07-04 Scott D. Linz , Jiaozi Wang , Robin Steinigeweg , Jochen Gemmer

A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…

Statistical Mechanics · Physics 2009-11-13 Veit Schwammle , Evaldo M. F. Curado , Fernando D. Nobre

We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…

Condensed Matter · Physics 2007-05-23 Gunter Schuetz , Sven Sandow

As well known, the generalized Langevin equation with a memory kernel decreasing at large times as an inverse power law of time describes the motion of an anomalously diffusing particle. Here, we focus attention on some new aspects of the…

Statistical Mechanics · Physics 2011-05-27 Noëlle Pottier

Microscopic theory of Brownian motion of a particle of mass $M$ in a bath of molecules of mass $m\ll M$ is considered beyond lowest order in the mass ratio $m/M$. The corresponding Langevin equation contains nonlinear corrections to the…

Statistical Mechanics · Physics 2010-01-22 A. V. Plyukhin

The ensemble properties and time-averaged observables of a memory-induced diffusive-superdiffusive transition are studied. The model consists in a random walker whose transitions in a given direction depend on a weighted linear combination…

Statistical Mechanics · Physics 2017-05-11 Adrian A. Budini

Cooperative jump motions are studied for mutually interacting particles in a one-dimensional periodic potential. The diffusion constant for the cooperative motion in systems including a small number of particles is numerically calculated…

Statistical Mechanics · Physics 2015-05-14 Hidetsugu Sakaguchi

Depending on their mechanism of self-propulsion, active particles can exhibit a time-dependent, often periodic, propulsion velocity. The precise propulsion velocity profile determines their mean square displacement and their effective…

Soft Condensed Matter · Physics 2024-05-06 Arnau Jurado Romero , Carles Calero , Rossend Rey

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter…

Statistical Mechanics · Physics 2018-01-23 Jakub Ślęzak , Ralf Metzler , Marcin Magdziarz

This article discusses the numerical result predicted by the quantum Langevin equation of the generalized diffusion function of a Brownian particle immersed in an Ohmic quantum bath of harmonic oscillators. The time dependence of the…

Quantum Physics · Physics 2019-12-03 Pedro J. Colmenares

We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Anantha Ramakrishna , N. Kumar

The influence of crowding on the diffusion of tagged particles in a dense medium is investigated in the framework of a mean-field model, derived in the continuum limit from a microscopic stochastic process with exclusion. The probability…

Statistical Mechanics · Physics 2015-06-19 Marta Galanti , Duccio Fanelli , Amos Maritan , Francesco Piazza

The diffusion of finite-size hard-core interacting particles in two- or three-dimensional confined domains is considered in the limit that the confinement dimensions become comparable to the particle's dimensions. The result is a nonlinear…

Mathematical Physics · Physics 2017-03-23 Maria Bruna , S. Jonathan Chapman

A self-consistent and universal description of friction and diffusion for Brownian particles (grains) in different systems, as a gas with Boltzmann collisions, dusty plasma with ion absorption by grains, and for active particles (e.g.,…

Statistical Mechanics · Physics 2009-11-10 S. A. Trigger , G. J. F. van Heijst , P. P. J. M. Schram

In this work, the primary goal is to establish rigorous connection between the Fokker-Planck equation of neural networks with its microscopic model: the diffusion-jump stochastic process that captures the mean field behavior of collections…

Analysis of PDEs · Mathematics 2021-11-01 Jian-guo Liu , Ziheng Wang , Yuan Zhang , Zhennan Zhou