Related papers: Joint probability density with radial, tangential,…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
We analytically investigate the diffusive motion inferred from experimental observations of active particles driven by quantum vortices on the surface of superfluid helium. We first study the dynamical behavior of an active particle subject…
We study the relaxation of a test particle immersed in a bath of field particles interacting via weak long-range forces. To order 1/N in the $N\to +\infty$ limit, the velocity distribution of the test particle satisfies a Fokker-Planck…
We study the diffusion of a Brownian particle quadratically coupled to a thermally fluctuating field. In the weak coupling limit, a path-integral formulation allows to compute the effective diffusion coefficient in the cases of an active…
We consider a particle living in $\mathbb{R}_+$, whose velocity is a positive recurrent diffusion with heavy-tailed invariant distribution when the particle lives in $(0,\infty)$. When it hits the boundary $x=0$, the particle restarts with…
We consider an active Brownian particle moving in a disordered two-dimensional energy or motility landscape. The averaged mean-square-displacement (MSD) of the particle is calculated analytically within a systematic short-time expansion. As…
We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…
In this paper we present a new model for modeling the diffusion and relative dispersion of particles in homogeneous isotropic turbulence. We use an Heisenberg-like Hamiltonian to incorporate spatial correlations between fluid particles,…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
Due to its parabolic character, the diffusion equation exhibits instantaneous spatial spreading, and becomes unstable when Lorentz-boosted. According to the conventional interpretation, these features reflect a fundamental incompatibility…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
We study the joint probability distribution of normal and tangential frictional forces in jammed granular media, $P_{\mu}(f_t, f_n)$, for various friction coefficient $\mu$, especially when $\mu = \infty$. A universal scaling law is found…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
The probabilistic approach to turbulence is applied to investigate density fluctuations in supersonic turbulence. We derive kinetic equations for the probability distribution function (PDF) of the logarithm of the density field, $s$, in…
We investigate the dynamics of a single chiral active particle subject to an external torque due to the presence of a gravitational field. Our computer simulations reveal an arbitrarily strong increase of the long-time diffusivity of the…
The time-dependent flux over the fission barrier of an excited nucleus under the influence of dissipation is investigated. Characteristic features of the evolution of the amplitude of the probability distribution and the velocity profile at…
The accumulation of small particles is analyzed in stationary flows through channels of variable width at small Reynolds number. The combined influence of pressure, viscous drag and thermal fluctuations is described by means of a…
A kinetic equation for the joint probability distribution for fixed values of the classical action, momentum and density has been derived. Further, the hydrodynamic equations of continuity and balance of momentum density have been…