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We outline a statistical theory of turbulence based on the Lagrangian formulation of fluid motion. We derive a hierarchy of evolution equations for Lagrangian N-point probability distributions as well as a functional equation for a suitably…

Fluid Dynamics · Physics 2007-05-23 R. Friedrich

We derive a master equation for the motion of a polarizable particle weakly interacting with one or several strongly pumped cavity modes. We focus here on massive particles with complex internal structure such as large molecules and…

Quantum Physics · Physics 2010-08-04 Stefan Nimmrichter , Klemens Hammerer , Peter Asenbaum , Helmut Ritsch , Markus Arndt

A diffusion process for charge distributions in a phase space is examined. The corresponding charge moves in a force field and under an action of a random field. There are the diffusion motions for coordinates and for momenta. In our model,…

Mathematical Physics · Physics 2008-03-19 E. M. Beniaminov

Recently a new type of Kramers-Fokker-Planck Equation has been proposed [R. Friedrich et al. Phys. Rev. Lett. {\bf 96}, 230601 (2006)] describing anomalous diffusion in external potentials. In the present paper the explicit cases of a…

Statistical Mechanics · Physics 2007-05-23 S. Eule , R. Friedrich , F. Jenko

This paper further discusses the tempered fractional Brownian motion, its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian…

Statistical Mechanics · Physics 2017-09-13 Yao Chen , Xudong Wang , Weihua Deng

We present a position Langevin equation for overdamped particle motion on rough two-dimensional surfaces. A Brownian Dynamics algorithm is suggested to evolve this equation numerically, allowing for the prediction of effective (projected)…

Soft Condensed Matter · Physics 2009-11-13 Ali Naji , Frank L. H. Brown

In this paper we consider diffusion in a domain $\Omega$ containing a partially absorbing target $\calM$ with position and occupation time resetting. The occupation time $A_t$ is a Brownian functional that determines the amount of time that…

Statistical Mechanics · Physics 2022-07-13 Paul C Bressloff

We derive the fluctuation dynamics of a probe in weak coupling with a "living" medium, modeled as particles undergoing an active Ornstein-Uhlenbeck dynamics. Nondissipative corrections to the fluctuation-dissipation relation are written out…

Soft Condensed Matter · Physics 2020-11-18 Christian Maes

The Brownian motion of a particle in a one-dimensional periodic potential subjected to a uniform external force F is studied. Using the formula for the diffusion coefficient D obtained by other authors and an alternative one derived from…

Statistical Mechanics · Physics 2009-11-11 Kazuo Sasaki , Satoshi Amari

We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…

Probability · Mathematics 2019-01-01 Bálint Tóth

We present a classical, mesoscopic derivation of the Fokker-Planck equation for diffusion in an expanding medium. To this end, we take a conveniently generalized Chapman-Kolmogorov equation as the starting point. We obtain an analytical…

Statistical Mechanics · Physics 2016-09-21 S. B. Yuste , E. Abad , C. Escudero

We explore the concept of memory in scalar active matter, focusing on the collective dynamics of particles whose interactions depend on their evolutionary history rather than solely on their current configuration. We introduce the idea of…

Soft Condensed Matter · Physics 2026-03-25 Vaishnavi Gajendragad , Suropriya Saha

We consider diffusion in arbitrary spatial dimension d with the addition of a resetting process wherein the diffusive particle stochastically resets to a fixed position at a constant rate $r$. We compute the non-equilibrium stationary state…

Statistical Mechanics · Physics 2015-06-19 Martin R. Evans , Satya N. Majumdar

We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…

Statistical Mechanics · Physics 2007-05-23 Jorge A. Revelli , Carlos. E. Budde , Horacio S. Wio

We propose a (time) multiscale method for the coarse-grained analysis of self--propelled particle models of swarms comprising a mixture of `na\"{i}ve' and `informed' individuals, used to address questions related to collective motion and…

Populations and Evolution · Quantitative Biology 2012-02-28 Michael Raghib , Simon A. Levin , Ioannis G. Kevrekidis

When the density of the fluid surrounding suspended Brownian particles is appreciable, in addition to the forces appearing in the traditional Ornstein and Uhlenbeck theory of Brownian motion, additional forces emerge as the displaced fluid…

Soft Condensed Matter · Physics 2021-08-19 Nicos Makris

We have discovered analytical expressions for the probability density function (PDF) of photons that are multiply scattered in relativistic flows, under the assumption of isotropic and inelastic scattering. These expressions characterize…

We investigate the behavior of self-propelled particles in infinite space dimensions by comparing two powerful approaches in many-body dynamics: the Fokker-Planck equation and dynamical mean-field theory. The dynamics of the particles at…

Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…

Probability · Mathematics 2025-10-24 Carlos Escudero , Helder Rojas

Particles kicked by external forces to produce mobility distinct from thermal diffusion are an iconic feature of the active matter problem. Here, we map this onto a minimal model for experiment and theory covering the wide time and length…

Soft Condensed Matter · Physics 2021-01-21 Jin Tae Park , Govind Paneru , Chulan Kwon , Steve Granick , Hyuk Kyu Pak