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We use computer simulations to study the onset of collective motion in systems of interacting active particles. Our model is a swarm of active Brownian particles with internal energy depot and interactions inspired by the dissipative…

Statistical Mechanics · Physics 2013-05-31 Vladimir Lobaskin , Maksym Romenskyy

We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…

Statistical Mechanics · Physics 2017-09-13 Stefano Bo , Ralf Eichhorn

We develop a formally exact technique for obtaining steady-state distributions of non-interacting active Brownian particles in a variety of systems. Our technique draws on results from the theory of two-way diffusion equations to solve the…

Soft Condensed Matter · Physics 2017-04-06 Caleb G. Wagner , Michael F. Hagan , Aparna Baskaran

We present a novel simulation technique derived from Brownian cluster dynamics used so far to study the isotropic colloidal aggregation. It now implements the classical Kern-Frenkel potential to describe patchy interactions between…

Soft Condensed Matter · Physics 2015-06-19 Achutha Prabhu , Sujin B. Babu , Jorge S. Dolado , J. -C. Gimel

We consider a Brownian particle in a harmonic trap. The location of the trap is modulated according to an Ornstein-Uhlenbeck process. We investigate the fluctuation of the work done by the modulated trap on the Brownian particle in a given…

Statistical Mechanics · Physics 2013-02-26 Arnab Pal , Sanjib Sabhapandit

We study the stationary state of a chain of harmonic oscillators driven by two active reservoirs at the two ends. These reservoirs exert correlated stochastic forces on the boundary oscillators which eventually leads to a nonequilibrium…

Statistical Mechanics · Physics 2023-01-19 Ritwick Sarkar , Ion Santra , Urna Basu

We study a model of Brownian particles which are pumped with energy by means of a non-linear friction function, for which different types are discussed. A suitable expression for a non-linear, velocity-dependent friction function is derived…

Statistical Mechanics · Physics 2016-08-31 Udo Erdmann , Werner Ebeling , Lutz Schimansky-Geier , Frank Schweitzer

We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…

Statistical Mechanics · Physics 2015-06-22 Yaming Chen , Wolfram Just

We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta , Mustansir Barma

Non-equilibrium clustering and percolation are investigated in an archetypal model of two-dimensional active matter using dynamic simulations of self-propelled Brownian repulsive particles. We concentrate on the single-phase region up to…

Statistical Mechanics · Physics 2024-09-09 David Evans , José Martín-Roca , Nathan J. Harmer , Chantal Valeriani , Mark A. Miller

We offer an alternative viewpoint on Dyson's original paper regarding the application of Brownian motion to random matrix theory (RMT). In particular we show how one may use the same approach in order to study the stochastic motion in the…

Mathematical Physics · Physics 2015-03-24 Christopher H. Joyner , Uzy Smilansky

We address the question of how interacting active systems in a non-equilibrium steady-state respond to an external perturbation. We establish an extended fluctuation-dissipation theorem for Active Brownian Particles (ABP) which highlights…

Statistical Mechanics · Physics 2026-01-14 Sara Dal Cengio , Demian Levis , Ignacio Pagonabarraga

We investigate the distribution of work performed on a Brownian particle in a time-dependent asymmetric potential well. The potential has a harmonic component with time-dependent force constant and a time-independent logarithmic barrier at…

Statistical Mechanics · Physics 2013-02-06 Artem Ryabov , Marcel Dierl , Petr Chvosta , Mario Einax , Philipp Maass

The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…

Computational Physics · Physics 2023-11-29 Wisit Mangthas , Waipot Ngamsaad

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

Probability · Mathematics 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

The interaction of charged particles, moving in a uniform magnetic field, with a plane-polarized gravitational wave is considered using the Fokker-Planck- Kolmogorov (FPK) approach. By using a stochasticity criterion, we determine the exact…

General Relativity and Quantum Cosmology · Physics 2015-06-25 A. Anastasiadis , K. Kleidis , H. Varvoglis

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

The pair-distribution function, which provides information about correlations in a system of interacting particles, is one of the key objects of theoretical soft matter physics. In particular, it allows for microscopic insights into the…

Soft Condensed Matter · Physics 2023-07-28 Stephan Bröker , Michael te Vrugt , Julian Jeggle , Joakim Stenhammar , Raphael Wittkowski

It is well known that path probabilities of Brownian motion correspond to the equilibrium configurational probabilities of flexible Gaussian polymers, while those of active Brownian motion correspond to in-extensible semiflexible polymers.…

Statistical Mechanics · Physics 2020-12-14 Amir Shee , Abhishek Dhar , Debasish Chaudhuri

This article present a continuous cascade model of volatility formulated as a stochastic differential equation. Two independent Brownian motions are introduced as random sources triggering the volatility cascade. One multiplicatively…

Statistical Finance · Quantitative Finance 2020-10-26 Jun-ichi Maskawa , Koji Kuroda