Related papers: Dynamically emergent correlations in a Brownian ga…
We investigate the single-file dynamics of a tagged particle in a system consisting of N hardcore interacting particles (the particles cannot pass each other) which are diffusing in a one-dimensional system where the particles have…
Biased Brownian motion of point-size particles in a three-dimensional tube with smoothly varying cross-section is investigated. In the fashion of our recent work [Martens et al., PRE 83,051135] we employ an asymptotic analysis to the…
We study the diffusion of $N$ particles in one dimension interacting via a drift proportional to their rank. In the attractive case (self-gravitating gas) a mapping to the Lieb Liniger quantum model allows to obtain stationary time…
In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…
We study the long time behaviour of a Brownian particle evolving in a dynamic random environment. Recently, [G. Cannizzaro, L. Haunschmid-Sibitz, F. Toninelli, preprint arXiv:2106.06264] proved sharp $\sqrt{log}$-super diffusive bounds for…
Particle number fluctuations $N(t)$, measured in virtual observation boxes of an image or a simulation, offer a way to quantify particle dynamics when particle tracking is impractical, such as in high-density systems. While traditionally…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…
Aiming to understand the distribution of fitness levels of individuals in a large population undergoing selection, we study the particle configurations of branching Brownian motion where each particle independently moves as Brownian motion…
In this paper, we study the statistical evolution of the large-scale structure (LSS), focusing on the joint probability distribution function (PDF) of the coarse-grained cosmic field and its role in constructing effective dynamics. As the…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
Equations of motion for the microscopic number density $\hat{\rho}({\bf x},t)$ and the momentum density $\hat{\bf g}({\bf x},t)$ of a fluid have been obtained in the past from the corresponding Langevin equations representing the dynamics…
The Dean-Kawasaki (DK) equation, which is at the basis of stochastic density functional theory (SDFT), was proposed in the mid-nineties to describe the evolution of the density of interacting Brownian particles, which can represent a large…
We present a theory for the steady-state dynamics of a two-dimensional system of spherically symmetric active Brownian particles. The derivation of the theory consists of two steps. First, we integrate out the self-propulsions and obtain a…
The two-dimensional Loewner exploration process is generalized to the case where the random force is self-similar with positively correlated increments. We model this random force by a fractional Brownian motion with Hurst exponent $H\geq…
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…
We solve a non-equilibrium statistical mechanics problem exactly, namely, the single-file dynamics of N hard-core interacting particles (the particles cannot pass each other) of size \Delta diffusing in a one dimensional system of finite…
We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of…
In the simplest model of single-file diffusion, $N$ point particles wander on a segment of the $x$ axis of length $L$, with hard core interactions, which prevent passing, and with overdamped Brownian dynamics, $\lambda\dot{x}=\eta(t)$,…
The infinite Atlas model describes the evolution of a countable collection of Brownian particles on the real line, where the lowest particle is given a drift of $\gamma \in [0,\infty)$. We study equilibrium fluctuations for the Atlas model…