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The dynamical evolution of a Brownian particle in an inhomogeneous medium with spatially varying friction and temperature field is important to understand conceptually. It requires to address the basic problem of relative stability of…
Computational fluctuating hydrodynamics aims at understanding the impact of thermal fluctuations on fluid motions at small scales through numerical exploration. These fluctuations are modeled as stochastic flux terms and incorporated into…
We investigate the time evolution of a model system of interacting particles, moving in a $d$-dimensional torus. The microscopic dynamics are first order in time with velocities set equal to the negative gradient of a potential energy term…
We derive the fluctuation dynamics of a probe in weak coupling with a "living" medium, modeled as particles undergoing an active Ornstein-Uhlenbeck dynamics. Nondissipative corrections to the fluctuation-dissipation relation are written out…
We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…
The purpose of this paper is to establish a well-posedness theory for conservative stochastic partial differential equations on the whole space. This class of stochastic PDEs arises in fluctuating hydrodynamics, and includes the…
We present a systematic expansion of Kramers equation in the high friction limit. The latter is expanded within an operator continued fraction scheme. The relevant operators include both temporal and spatial derivatives and a covariant…
Self-propelled particles with hydrodynamic interactions (microswimmers) have previously been shown to produce long-range ordering phenomena. Many theoretical explanations for these collective phenomena are connected to instabilities in the…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the…
We conduct a numerical study of the dynamic behavior of a dense hard sphere fluid by deriving and integrating a set of Langevin equations. The statics of the system is described by a free energy functional of the Ramakrishnan-Yussouff form.…
We develop a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic…
We apply a hybrid Molecular Dynamics and mesoscopic simulation technique to study the steady-state sedimentation of hard sphere particles for Peclet numbers (Pe) ranging from 0.08 to 12. Hydrodynamic back-flow causes a reduction of the…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
We investigate the monitored quantum dynamics of Gaussian mixed states and derive the universal Fokker-Planck equations that govern the stochastic time evolution of entire density-matrix spectra, obtaining their exact solutions. From these…
The continuum equations of fluid mechanics are rederived with the intention of keeping certain mechanical and thermodynamic concepts separate. A new "mechanical" mass density is created to be used in computing inertial quantities, whereas…
We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…
Some nonequilibrium systems exhibit anomalous suppression of the large-scale density fluctuations, so-called hyperuniformity. Recently, hyperuniformity was found numerically in a simple model of chiral active fluids [Q.-L. Lei et al., Sci.…
Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force…
We present a dynamical description of slow relaxation processes based on the extension of Onsager's fluctuation theory to systems in local quasi-equilibrium. A non-Markovian Fokker-Planck equation for the conditional probability density is…