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Using the scheme of mesoscopic nonequilibrium thermodynamics, we construct the one- and two- particle Fokker-Planck equations for a system of interacting Brownian particles. By means of these equations we derive the corresponding balance…

Soft Condensed Matter · Physics 2009-11-07 M. Mayorga , L. Romero-Salazar , J. M. Rubi

We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we…

A recently introduced particle-based model for fluid dynamics with effective excluded volume interactions is analyzed in detail. The interactions are modeled by means of stochastic multiparticle collisions which are biased and depend on…

Soft Condensed Matter · Physics 2007-05-23 Thomas Ihle , Erkan Tuzel

We investigate proteins within heterogeneous cell membranes where non-equilibrium phenomena arises from spatial variations in concentration and temperature. We develop simulation methods building on non-equilibrium statistical mechanics to…

Soft Condensed Matter · Physics 2025-08-28 D. Jasuja , P. J. Atzberger

We aim at the construction of a Hidden Markov Model (HMM) of assigned complexity (number of states of the underlying Markov chain) which best approximates, in Kullback-Leibler divergence rate, a given stationary process. We establish, under…

Optimization and Control · Mathematics 2014-07-03 Lorenzo Finesso , Angela Grassi , Peter Spreij

Non-invasive flow measurement techniques, such as particle tracking velocimetry, resolve 3D velocity fields by pairing tracer particle positions in successive time steps. These trajectories are crucial for evaluating physical quantities…

Data Analysis, Statistics and Probability · Physics 2024-07-08 Kairui Hao , Atharva Hans , Pavlos Vlachos , Ilias Bilionis

We study subdiffusive ratchet transport in periodically and randomly flashing potentials. Central Brownian particle is elastically coupled to surrounding auxiliary Brownian quasi-particles which account for the influence of viscoelastic…

Statistical Mechanics · Physics 2012-06-04 Vasyl Kharchenko , Igor Goychuk

Active particles, which are self-propelled nonequilibrium systems, are modelled by overdamped Langevin equations with colored noise, emulating the self-propulsion. In this chapter, we present a review of the theoretical results for the…

Statistical Mechanics · Physics 2025-03-12 Urna Basu , Sanjib Sabhapandit , Ion Santra

Advances in nanotechnology have allowed scientists to study biological processes on an unprecedented nanoscale molecule-by-molecule basis, opening the door to addressing many important biological problems. A phenomenon observed in recent…

Applications · Statistics 2008-07-25 S. C. Kou

A discrete system constituted of particles interacting by means of a centroid-based law is numerically investigated. The elements of the system move in the plane, and the range of the interaction can be varied from a more local form…

Soft Condensed Matter · Physics 2020-04-22 A. Battista , L. Rosa , L. Greco , R. dell'Erba

Chaotic deterministic dynamics of a particle can give rise to diffusive Brownian motion. In this paper, we compute analytically the diffusion coefficient for a particular two-dimensional stochastic layer induced by the kicked Harper map.…

chao-dyn · Physics 2008-02-03 P. Leboeuf

Numerical algorithms are proposed for simulating the Brownian dynamics of charged particles in an external magnetic field, taking into account the Brownian motion of charged particles, damping effect and the effect of magnetic field…

Computational Physics · Physics 2009-05-21 L. J. Hou , Z. L. Mišković , A. Piel , P. K. Shukla

The influence of the environment in the thermal equilibrium properties of a bipartite continuous variable quantum system is studied. The problem is treated within a system-plus-reservoir approach. The considered model reproduces the…

Quantum Physics · Physics 2011-07-05 D. M. Valente , A. O. Caldeira

We analytically investigate the dynamic behavior of an an-isotropic active Brownian particle under various stochastic resetting protocols in two dimensions. The motion of shape-asymmetric active Brownian particles in two dimensions leads to…

Statistical Mechanics · Physics 2025-11-26 Anirban Ghosh , Sudipta Mandal , Subhasish Chaki

In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…

Statistical Mechanics · Physics 2026-01-27 Sang Yang , Zhixin Peng

Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…

Statistical Mechanics · Physics 2023-01-11 Jakub Spiechowicz , Ivan G. Marchenko , Peter Hänggi , Jerzy Łuczka

A thermodynamically consistent particle-based model for fluid dynamics with continuous velocities and a non-ideal equation of state is presented. Excluded volume interactions are modeled by means of biased stochastic multiparticle…

Soft Condensed Matter · Physics 2009-11-11 Thomas Ihle , Erkan Tuzel , Daniel M. Kroll

A thermal analogue of the classical brachistochrone problem, which minimizes the connection time between two equilibrium states of harmonically confined Brownian particles, has recently been solved theoretically. Here we report its…

The celebrated Sutherland-Einstein relation for systems at thermal equilibrium states that spread of trajectories of Brownian particles is an increasing function of temperature. Here, we scrutinize diffusion of underdamped Brownian motion…

Statistical Mechanics · Physics 2020-04-22 J. Spiechowicz , J. Luczka

Brownian dynamics of colloidal particles on complex surfaces has found important applications in diverse physical, chemical and biological processes. However, current Brownian dynamics simulation algorithms mostly work for relatively simple…

Soft Condensed Matter · Physics 2019-11-26 Yuguang Yang , Bo Li
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