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The generalized Langevin equation is a model for the motion of coarse-grained particles where dissipative forces are represented by a memory term. The numerical realization of such a model requires the implementation of a stochastic…

Soft Condensed Matter · Physics 2021-05-26 Niklas Bockius , Jeanine Shea , Gerhard Jung , Friederike Schmid , Martin Hanke

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter…

Statistical Mechanics · Physics 2018-01-23 Jakub Ślęzak , Ralf Metzler , Marcin Magdziarz

We experimentally investigate the recoil dynamics of a colloidal probe particle after shearing it with constant velocity through a viscoelastic fluid. The recoil displays two distinct timescales which are in excellent agreement with a…

Microscopic particles suspended in liquids are the prime example of an overdamped system because viscous forces dominate over inertial effects. Apart from their use as model systems, they receive considerable attention as sensitive probes…

Soft Condensed Matter · Physics 2020-02-10 Johannes Berner , Boris Müller , Juan Ruben Gomez-Solano , Matthias Krüger , Clemens Bechinger

We review equilibrium properties for the dynamics of a single particle evolving in a visco--elastic medium under the effect of hydrodynamic backflow which includes added mass and Basset force. Arbitrary equilibrium forces acting upon the…

Statistical Mechanics · Physics 2015-01-23 Étienne Fodor , Denis S. Grebenkov , Paolo Visco , Frédéric van Wijland

We propose to describe the dynamics of phase transitions in terms of a non-stationary Generalized Langevin Equation for the order parameter. By construction, this equation is non-local in time, i.e.~it involves memory effects whose…

Statistical Mechanics · Physics 2021-02-10 Hugues Meyer , Fabian Glatzel , Wilkin Wöhler , Tanja SChilling

In this Topical Review we consider stochastic processes under resetting, which have attracted a lot of attention in recent years. We begin with the simple example of a diffusive particle whose position is reset randomly in time with a…

Statistical Mechanics · Physics 2020-06-24 Martin R. Evans , Satya N. Majumdar , Gregory Schehr

When the density of the fluid surrounding suspended Brownian particles is appreciable, in addition to the forces appearing in the traditional Ornstein and Uhlenbeck theory of Brownian motion, additional forces emerge as the displaced fluid…

Soft Condensed Matter · Physics 2021-08-19 Nicos Makris

This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…

Statistical Mechanics · Physics 2025-08-19 Marco Biroli

We consider the statics and dynamics of a single particle trapped in a one-dimensional harmonic potential, and subjected to a driving noise with memory, that is represented by a resetting stochastic process. The finite memory of this…

Statistical Mechanics · Physics 2024-01-18 Mathis Gueneau , Satya N. Majumdar , Gregory Schehr

Recently, trapped-particle experiments have probed the instantaneous velocity of Brownian motion revealing that, at early times, hydrodynamic history forces dominate Stokes damping. In these experiments, nonuniform particle motion is well…

Chemical Physics · Physics 2026-04-13 Sean Seyler , Steve Pressé

The study of diffusion with preferential returns to places visited in the past has attracted an increased attention in recent years. In these highly non-Markov processes, a standard diffusive particle intermittently resets at a given rate…

Statistical Mechanics · Physics 2024-05-08 Denis Boyer , Satya N. Majumdar

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…

Statistical Mechanics · Physics 2017-08-15 Édgar Roldán , Shamik Gupta

We investigate stochastic resetting in coupled systems involving two degrees of freedom, where only one variable is reset. The resetting variable, which we think of as hidden, indirectly affects the remaining observable variable through…

Statistical Mechanics · Physics 2024-04-03 Kristian Stølevik Olsen , Hartmut Löwen

Analysis of non-Markovian systems and memory induced phenomena poses an everlasting challenge for physics. As a paradigmatic example we consider a classical Brownian particle of mass $M$ subjected to an external force and exposed to…

Statistical Mechanics · Physics 2024-05-21 Mateusz Wiśniewski , Jerzy Łuczka , Jakub Spiechowicz

In gravel-bed rivers, bedload transport exhibits considerable variability in time and space. Recently, stochastic bedload transport theories have been developed to address the mechanisms and effects of bedload transport fluctuations.…

Fluid Dynamics · Physics 2016-12-21 J. Heyman , P. Bohorquez , C. Ancey

Fundamental understanding of complex dynamics in many-particle systems on the atomistic level is of utmost importance. Often the systems of interest are of macroscopic size but can be partitioned into few important degrees of freedom which…

Chemical Physics · Physics 2015-07-09 Fabian Gottwald , Sven Karsten , Sergei D. Ivanov , Oliver Kühn

We investigate an intermittent stochastic process, in which the diffusive motion with time-dependent diffusion coefficient $D(t)\sim t^{\alpha-1}$, $\alpha>0$ (scaled Brownian motion), is stochastically reset to its initial position and…

Statistical Mechanics · Physics 2019-07-24 Anna S. Bodrova , Aleksei V. Chechkin , Igor M. Sokolov

We consider motion of an overdamped Brownian particle subject to stochastic resetting in one dimension. In contrast to the usual setting where the particle is instantaneously reset to a preferred location (say, the origin), here we consider…

Statistical Mechanics · Physics 2021-05-26 Deepak Gupta , Arnab Pal , Anupam Kundu

The generalized Langevin equation (GLE) is a universal model for particle velocity in a viscoelastic medium. In this paper, we consider the GLE family with fractional memory kernels. We show that, in the critical regime where the memory…

Probability · Mathematics 2021-03-10 Gustavo Didier , Hung D. Nguyen