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The spreading of a cloud of independent Brownian particles typically proceeds more effectively at higher temperatures, as it derives from the commonly known Sutherland-Einstein relation for systems in thermal equilibrium. Here, we report on…

Statistical Mechanics · Physics 2017-09-20 Jakub Spiechowicz , Peter Talkner , Peter Hänggi , Jerzy Łuczka

Living cells are known to generate non-Gaussian active fluctuations significantly larger than thermal fluctuations owing to various active processes. Understanding the effect of these active fluctuations on various physicochemical…

Soft Condensed Matter · Physics 2022-07-26 Govind Paneru , Jin Tae Park , Hyuk Kyu Pak

We investigate dynamically and statistically diffusive motion in a Klein-Gordon particle chain in the presence of disorder. In particular, we examine a low energy (subdiffusive) and a higher energy (self-trapping) case and verify that…

Chaotic Dynamics · Physics 2015-06-18 Ch. G. Antonopoulos , T. Bountis , Ch. Skokos , L. Drossos

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

Simultaneous diffusive and inertial motion of Brownian particles in laminar Couette flow is investigated via Lagrangian and Eulerian descriptions to determine the effect of particle inertia on diffusive transport in the long-time. The…

Statistical Mechanics · Physics 2010-08-13 Yannis Drossinos , Michael W. Reeks

Transport of point-size Brownian particles under the influence of a constant and uniform force field through a three-dimensional channel with smoothly varying periodic cross-section is investigated. Here, we employ an asymptotic analysis in…

Statistical Mechanics · Physics 2011-07-14 Steffen Martens , Gerhard Schmid , Lutz Schimansky-Geier , Peter Hänggi

We develop an information-theoretic formulation of stochastic dynamics in which the fundamental stochastic variable is the total action connecting spacetime points, rather than individual paths. By maximizing Shannon entropy over a joint…

Recent theoretical modeling offers a unified picture for the description of stochastic processes characterized by a crossover from anomalous to normal behavior. This is particularly welcome, as a growing number of experiments suggest the…

Statistical Mechanics · Physics 2019-07-16 Fulvio Baldovin , Enzo Orlandini , Flavio Seno

We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…

Probability · Mathematics 2014-02-03 A. B. Duncan

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

Dynamical Systems · Mathematics 2015-05-27 I. Melbourne , A. M. Stuart

Time evolution of the position-velocity correlation functions (PVCF) plays a key role in a new formalism of Brownian motion. A system of differential equations, which governs PVCF, is derived for magnetic Skyrmions on a 2-dimensional…

Statistical Mechanics · Physics 2019-07-17 E. Tamura , Y. Suzuki

We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…

Probability · Mathematics 2009-02-12 M. Hairer

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

We consider the driven diffusion of Brownian particles in 1D periodic potentials using the recently proposed Stochastic Path Integral Hyperdynamics (SPHD) scheme [L.Y. Chen and L.J.M. Horing, J. Chem. Phys. {\bf 126}, 224103 (2007)]. First,…

Statistical Mechanics · Physics 2009-06-04 Mahendra D. Khandkar , L. Y. Chen , S. C. Ying , T. Ala-Nissila

We study the heterogeneous dynamics of attractive colloidal particles close to the gel transition using confocal microscopy experiments combined with a theoretical statistical analysis. We focus on single particle dynamics and show that the…

Soft Condensed Matter · Physics 2009-08-25 Pinaki Chaudhuri , Yongxiang Gao , Ludovic Berthier , Maria Kilfoil , Walter Kob

We study the effect of randomly distributed diffusivities and speeds in two models for active particle dynamics with active and passive fluctuations. We demonstrate how non-Gaussian displacement distributions emerge in these models in the…

Statistical Mechanics · Physics 2023-02-01 Elisabeth Lemaitre , Igor M. Sokolov , Ralf Metzler , Aleksei V. Chechkin

The diffusive motion of overdamped Brownian particles in tilted piecewise linear pontentials is considered. It is shown that the enhancement of diffusion coefficient by an external static force is quite sensitive to the symmetry of periodic…

Soft Condensed Matter · Physics 2007-05-23 Els Heinsalu , Risto Tammelo , Teet Ord

We study the behaviour of a Brownian particle in the overdamped regime in the presence of a harmonic potential, assuming its diffusion coefficient to randomly jump between two distinct values. In particular, we characterize the probability…

Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…

Statistical Mechanics · Physics 2024-07-02 Adrian Pacheco-Pozo , Diego Krapf

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
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