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A Langevin equation is proposed to describe the transport of overdamped Brownian particles in a periodic rough potential and driven by an unbiased periodic force. The equation can be transformed into the Fokker-Planck equation by using the…

Statistical Mechanics · Physics 2023-04-05 Peng Wang , Yang Zhang , Peng-Juan Zhang , Jie Huo , Xu-Ming Wang

We present a novel method for estimating the circulations and positions of point vortices using trajectory data of passive particles in the presence of Gaussian noise. The method comprises two algorithms: the first one calculates the vortex…

Optimization and Control · Mathematics 2023-05-05 Gil Marques , Marco Martins Afonso , Sílvio Gama

The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…

Fluid Dynamics · Physics 2009-07-01 Boris Arcen , Anne Tanière

Recovering a stochastic process from noisy ensembles of single particle trajectories (SPTs) is resolved here using the Langevin equation as a model. The massive redundancy contained in SPTs data allows recovering local parameters of the…

Subcellular Processes · Quantitative Biology 2015-11-18 Nathanael Hoze , David Holcman

A novel model of transport is proposed to explain power law current transients and memory phenomena observed in partially ordered arrays of semiconducting nanocrystals. The model describes electron transport by a stationary Levy process of…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 D. S. Novikov , M. Drndic , L. S. Levitov , M. A. Kastner , M. V. Jarosz , M. G. Bawendi

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

The motion of weakly inertial Brownian particles, transported by steady two-dimensional fluid flows, is investigated by means of asymptotic methods. We focus on the phenomenon of noise-induced separatrix crossing, which can force particles…

Fluid Dynamics · Physics 2019-05-08 Jean-Régis Angilella

We consider transport of passive particles in steady laminar plane flows of incompressible viscous fluids. While drifting along the streamlines, the particles experience alternating accelerations and slowdowns. For an ensemble of particles,…

Fluid Dynamics · Physics 2025-10-02 Michael A. Zaks , Alexander Nepomnyashchy

Complex network approaches have been successfully applied for studying transport processes in complex systems ranging from road, railway or airline infrastructure over industrial manufacturing to fluid dynamics. Here, we utilize a generic…

Fluid Dynamics · Physics 2017-04-05 Naoya Fujiwara , Kathrin Kirchen , Jonathan F. Donges , Reik V. Donner

The problem of stochastic advection of passive particles by circulating conserved flows on networks is formulated and investigated. The particles undergo transitions between the nodes with the transition rates determined by the flows…

Statistical Mechanics · Physics 2015-06-18 Shigefumi Hata , Hiroya Nakao , Alexander S. Mikhailov

We propose a comprehensive dynamical model for cooperative motion of self-propelled particles, e.g., flocking, by combining well-known elements such as velocity-alignment interactions, spatial interactions, and angular noise into a unified…

Statistical Mechanics · Physics 2009-05-20 V. Dossetti , F. J. Sevilla , V. M. Kenkre

This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…

Chaotic Dynamics · Physics 2008-06-12 Krzysztof Gawedzki

We investigate the transport dynamics of elongated particles in cellular vortical flows that undergo spatial oscillations over time. Experimental flow visualizations reveal mixed flow fields with chaotic and elliptic regions coexisting.…

Fluid Dynamics · Physics 2025-08-14 Shiyuan Hu , Xiuyuan Yang , Nan Luo , Jun Zhang , Xingkun Man

We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…

Soft Condensed Matter · Physics 2021-05-12 Davide Breoni , Hartmut Löwen , Ralf Blossey

We present the results of a numerical investigation of charged-particle transport across a synthesized magnetic configuration composed of a constant homogeneous background field and a multiscale perturbation component simulating an effect…

Statistical Mechanics · Physics 2007-05-23 Francesco Chiaravalloti , Alexander V. Milovanov , Gaetano Zimbardo

In this work, we investigate the large-scale transport properties of a passive scalar advected by a turbulent fluid, modelled as a superposition of divergence-free vector fields, each weighted by an independent symmetric…

Mathematical Physics · Physics 2026-02-25 Paolo Cifani , Franco Flandoli , Lorenzo Marino

A simple model for the nonlinear collective transport of interacting particles in a random medium with strong disorder is introduced and analyzed. A finite threshold for the driving force divides the behavior into two regimes characterized…

Condensed Matter · Physics 2009-10-28 Joe Watson , Daniel S. Fisher

The Langevin equation is ubiquitously employed to numerically simulate plasmas, colloids and electrolytes. However, the usual assumption of white noise becomes untenable when the system is subject to an external AC electric field. This is…

Plasma Physics · Physics 2025-01-07 Daniele Gamba , Bingyu Cui , Alessio Zaccone

We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…

Statistical Mechanics · Physics 2016-02-17 Daniel G. Barci , Zochil González Arenas , Miguel Vera Moreno

Additive noise in Partial Differential equations, in particular those of fluid mechanics, has relatively natural motivations. The aim of this work is showing that suitable multiscale arguments lead rigorously, from a model of fluid with…

Probability · Mathematics 2022-05-12 Franco Flandoli , Umberto Pappalettera
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