Related papers: Equilibrium with coordinate dependent diffusion: C…
Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…
Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…
We analyse the impact of temperature on the diffusion coefficient of an inertial Brownian particle moving in a symmetric periodic potential and driven by a symmetric time-periodic force. Recent studies have revealed the low friction regime…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
Fick's law for coordinate dependent diffusivity is derived. Corresponding diffusion current in the presence of coordinate dependent diffusivity is consistent with the form as given by Kramers-Moyal expansion. We have obtained the…
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…
For the concrete model of Brownian particles dynamics in non-uniform environment, the time interval estimation is constructed, on which phenomenological Fick laws for diffusion phenomenon description can be used. The knowledge of these…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…
The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…
The theory of constructing instantaneous equilibrium (ieq) transition under arbitrary time-dependent temperature and potential variation for a Brownian particle is developed. It is shown that it is essential to consider the underdamped…
We propose a Langevin equation for systems in an environment with nonuniform temperature. At odds with an older proposal, ours admits a locally Maxwellian steady state, local equipartition holds and for detailed-balanced (reversible)…
Using a time-averaging technique we obtain exactly the probability distribution for position and velocity of a Brownian particle under the influence of two heat baths at different temperatures. These baths are expressed by a white noise…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…
A diffusion process of a Brownian particle in a medium of temperature $T$ is re-considered. We assume that temperature of the medium fluctuates around its mean value. The velocity probability distribution is obtained. It is shown that the…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
The state-dependent diffusion, which concerns the Brownian motion of a particle in inhomogeneous media has been described phenomenologically in a number of ways. Based on a system-reservoir nonlinear coupling model we present a microscopic…
We derive a general quantum formula giving the mean-square displacement of a diffusing particle as a function of time. Near {\bf 0 K} we find a universal logarithmic behavior (valid for times longer than the relaxation time), and deviations…
We analyze the dynamics of a Brownian gas in contact with a heat bath in which large temperature fluctuations occur. There are two distinct time scales present, one describes the decay of the fluctuations in the temperature and the other…