Related papers: Equilibrium with coordinate dependent diffusion: C…
We analyze the microscopic model of quantum Brownian motion, describing a Brownian particle interacting with a bosonic bath through a coupling which is linear in the creation and annihilation operators of the bath, but may be a nonlinear…
We demonstrate that the Gibbs-Shannon entropy is applicable to non-equilibrium systems of any size and boundary conditions. The change in microscopic entropy can be attributed to the stochastic nature of dynamic processes and to the…
The Brownian motion of a quantum particle in a harmonic confining potential and coupled to a harmonic quantum thermal bath is exactly solvable. It is shown that at low enough temperatures the stationary state is non-Gibbsian due to an…
Evidence suggests that the transport rate of a passive particle at long timescales is enhanced due to interactions with the surrounding active ones in a size- and composition-dependent manner. Using a system of particles with different…
Consider a tagged particle in zero-range dynamics on the integer lattice in dimension d with rate g whose finite-range jump probabilities p possess a drift. We show, in equilibrium, that the variance of the tagged particle position at time…
When a physical system evolves in a thermal bath at a constant temperature, it arrives eventually to an equilibrium state whose properties are independent of the kinetic parameters and of the precise evolution scenario. This is generically…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
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…
Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random…
We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…
Quantum Brownian motion of a harmonic oscillator in the Markovian approximation is described by the respective Caldeira-Leggett master equation. This master equation can be brought into Lindblad form by adding a position diffusion term to…
Brownian motion is a foundational physical process characterized by a mean squared displacement that scales linearly in time in thermal equilibrium, known as diffusion. At short times, the mean squared displacement becomes ballistic,…
The Brownian motion of a hot nanoparticle is described by an effective Markov theory based on fluctuating hydrodynamics. Its predictions are scrutinized over a wide temperature range using large-scale molecular dynamics simulations of a hot…
We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…
We introduce a stochastic model of two-dimensional Brownian vortices associated with the canonical ensemble. The point vortices evolve through their usual mutual advection but they experience in addition a random velocity and a systematic…
We consider optimization of the average entropy production in inhomogeneous temperature environments within the framework of stochastic thermodynamics. For systems modeled by Langevin equations (e.g. a colloidal particle in a heat bath) it…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the…
As an extension of the theory of Dyson's Brownian motion models for the standard Gaussian random-matrix ensembles, we report a systematic study of hermitian matrix-valued processes and their eigenvalue processes associated with the chiral…
One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…