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Resolving the mean-squared displacement (MSD) and velocity autocorrelation function (VACF) of interacting Brownian particles remains a central challenge in simulations of soft-matter systems, especially at low densities where…

Soft Condensed Matter · Physics 2026-03-11 Anton Lüders , Suvendu Mandal , Thomas Franosch

Brownian dynamics of colloidal particles on complex surfaces has found important applications in diverse physical, chemical and biological processes. However, current Brownian dynamics simulation algorithms mostly work for relatively simple…

Soft Condensed Matter · Physics 2019-11-26 Yuguang Yang , Bo Li

High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…

Machine Learning · Statistics 2021-07-21 Liang Ding , Rui Tuo , Xiaowei Zhang

We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…

Statistical Mechanics · Physics 2022-01-28 Davide Breoni , Ralf Blossey , Hartmut Löwen

Accurately measuring the translations of objects between images is essential in many fields, including biology, medicine, chemistry, and physics. One important application is tracking one or more particles by measuring their apparent…

This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…

Statistical Mechanics · Physics 2012-04-24 Eric Plaza

In this article we present methods for measuring hindered Brownian motion in the confinement of complex 3D geometries using digital video microscopy. Here we discuss essential features of automated 3D particle tracking as well as diffusion…

Fluid Dynamics · Physics 2014-08-20 Simon L Dettmer , Ulrich F Keyser , Stefano Pagliara

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

We propose a macroscopic realization of planar Brownian motion by vertically vibrated disks. We perform a systematic statistical analysis of many random trajectories of individual disks. The distribution of increments is shown to be almost…

Statistical Mechanics · Physics 2018-12-19 Yann Lanoiselée , Guillaume Briand , Olivier Dauchot , Denis S. Grebenkov

Transport properties of a hard-sphere colloidal fluid are investigated by Brownian dynamics simulations. We implement a novel algorithm for the time-dependent velocity-autocorrelation function (VACF) essentially eliminating the noise of the…

Soft Condensed Matter · Physics 2020-04-23 Suvendu Mandal , Lukas Schrack , Hartmut Löwen , Matthias Sperl , Thomas Franosch

Noise cancellation is one of the important signal processing functions of any communication system, as noise affects data integrity. In existing systems, traditional filters are used to cancel the noise from the received signals. These…

Signal Processing · Electrical Eng. & Systems 2018-01-31 Adnan Quadri , Mohsen Riahi Manesh , Naima Kaabouch

We present a numerical scheme for simulating the dynamics of Brownian particles suspended in a fluid. The motion of the particles is tracked by the Langevin equation, whereas the host fluid flow is analyzed by using the lattice Boltzmann…

Mesoscale and Nanoscale Physics · Physics 2019-10-30 Hiroaki Yoshida , Tomoyuki Kinjo , Hitoshi Washizu

Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…

Statistical Mechanics · Physics 2023-03-13 Elodie Millan , Maxime Lavaud , Yacine Amarouchene , Thomas Salez

In systems possessing spatial or dynamical symmetry breaking, Brownian motion combined with symmetric external input signals, deterministic or random, alike, can assist directed motion of particles at the submicron scales. In such cases,…

Statistical Mechanics · Physics 2009-06-05 Peter Hanggi , Fabio Marchesoni

A stochastic leap-frog algorithm for the numerical integration of Brownian motion stochastic differential equations with multiplicative noise is proposed and tested. The algorithm has a second-order convergence of moments in a finite time…

Computational Physics · Physics 2009-10-31 Ji Qiang , Salman Habib

This paper presents a novel formula for the transition density of the Brownian motion on a sphere of any dimension and discusses an algorithm for the simulation of the increments of the spherical Brownian motion based on this formula. The…

Statistical Mechanics · Physics 2025-04-01 Aleksandar Mijatović , Veno Mramor , Gerónimo Uribe Bravo

This paper considers the problem of estimating the time auto-correlation function for a quantity that is defined in configuration space, given a knowledge of the mean-square displacement as function of time in configuration space. The…

Condensed Matter · Physics 2007-05-23 Jeppe C. Dyre

We develop a new algorithm for the Brownian dynamics of soft matter systems that evolves time by spatially correlated Monte Carlo moves. The algorithm uses vector wavelets as its basic moves and produces hydrodynamics in the low Reynolds…

Soft Condensed Matter · Physics 2017-04-26 Oliver T Dyer , Robin C Ball

In systems possessing a spatial or dynamical symmetry breaking thermal Brownian motion combined with unbiased, non-equilibrium noise gives rise to a channelling of chance that can be used to exercise control over systems at the micro- and…

Statistical Mechanics · Physics 2009-11-10 P. Hänggi , F. Marchesoni , F. Nori

A systolic algorithm rhythmically computes and passes data through a network of processors. We investigate the performance of systolic algorithms for implementing the gravitational N-body problem on distributed-memory computers. Systolic…

Astrophysics · Physics 2009-11-07 E. N. Dorband , Marc Hemsendorf , David Merritt
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