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According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…

Soft Condensed Matter · Physics 2021-08-24 J. M. Miotto , S. Pigolotti , A. V. Chechkin , S. Roldán-Vargas

In this paper, we introduce a new stochastic process of $N$ interacting particles on the line that evolve via Dyson Brownian motion (DBM) with Dyson's index $\beta > 0$ and undergo simultaneous resetting to their initial positions at a…

Statistical Mechanics · Physics 2025-07-03 Marco Biroli , Satya N. Majumdar , Gregory Schehr

We study a gas of $N$ diffusing particles on the line subject to batch resetting: at rate $r$, a uniformly random subset of $m$ particles is reset to the origin. Despite the absence of interactions, the dynamics generates a nonequilibrium…

Statistical Mechanics · Physics 2026-02-06 Gabriele de Mauro , Satya N. Majumdar , Gregory Schehr

We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta , Mustansir Barma

We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…

Probability · Mathematics 2017-12-08 Gioia Carinci , Cristian Giardina , Frank Redig

We report on novel Brownian, yet non-Gaussian diffusion, in which the mean square displacement of the particle grows linearly with time, the probability density for the particle spreading is Gaussian-like, however, the probability density…

Statistical Mechanics · Physics 2020-10-28 K. Białas , J. Łuczka , P. Hänggi , J. Spiechowicz

Recently, we introduced the active Dyson Brownian motion model (DBM), in which $N$ run-and-tumble particles interact via a logarithmic repulsive potential in the presence of a harmonic well. We found that in a broad range of parameters the…

Statistical Mechanics · Physics 2024-11-08 Leo Touzo , Pierre Le Doussal , Gregory Schehr

We consider a system of $N$ non-crossing Brownian particles in one dimension. We find the exact rate function that describes the long-time large deviation statistics of their occupation fraction in a finite interval in space. Remarkably, we…

Statistical Mechanics · Physics 2023-06-28 Soheli Mukherjee , Naftali R. Smith

Starting from the many-particle Smoluchowski equation, we derive dynamical density functional theory for Brownian particles with an arbitrary shape. Both passive and active (self-propelled) particles are considered. The resulting theory…

Soft Condensed Matter · Physics 2014-01-28 Raphael Wittkowski , Hartmut Löwen

In this paper we present a general mathematical construction that allows us to define a parametric class of $H$-sssi stochastic processes (self-similar with stationary increments), which have marginal probability density function that…

Probability · Mathematics 2007-11-06 Antonio Mura , Francesco Mainardi

We consider a one-dimensional gas of hard point particles in a finite box that are in thermal equilibrium and evolving under Hamiltonian dynamics. Tagged particle correlation functions of the middle particle are studied. For the special…

Statistical Mechanics · Physics 2015-06-11 Anjan Roy , Onuttom Narayan , Abhishek Dhar , Sanjib Sabhapandit

Over the last few decades, classical density-functional theory (DFT) and its dynamic extensions (DDFTs) have become powerful tools in the study of colloidal fluids. Recently, previous DDFTs for spherically-symmetric particles have been…

Statistical Mechanics · Physics 2016-08-02 Miguel A. Durán-Olivencia , Benjamin D. Goddard , Serafim Kalliadasis

We study the fluctuations in equilibrium for a dynamics of rods with random length. This includes the classical hard rod elastic collisions, when rod lengths are constant and equal to a positive value. We prove that in the diffusive…

Mathematical Physics · Physics 2024-11-20 Pablo A. Ferrari , Stefano Olla

Last year in [Phys. Rev. E 102, 042121 (2020)] the authors studied an overdamped dynamics of nonequilibrium noise driven Brownian particle dwelling in a spatially periodic potential and discovered a novel class of Brownian, yet non-Gaussian…

Statistical Mechanics · Physics 2021-12-22 Karol Białas , Jakub Spiechowicz

We study dynamics of a phase boundary in a one-dimensional lattice gas, which is initially put into a non-equilibrium configuration and then is let to evolve in time by particles performing nearest-neighbor random walks constrained by…

Statistical Mechanics · Physics 2007-05-23 G. Oshanin , J. De Coninck , M. Moreau , S. F. Burlatsky

We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…

Probability · Mathematics 2012-08-24 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas

One of the characteristic features of a stochastic process under resetting is that the probability density converges to a nonequilibrium stationary state (NESS). In addition, the approach to the stationary state exhibits a dynamical phase…

Statistical Mechanics · Physics 2021-09-01 Paul C Bressloff

We study the dynamical aspects of the top rank statistics of particles, performing Brownian motions on a half-line, which are ranked by their distance from the origin. For this purpose, we introduce an observable that we call the overlap…

Statistical Mechanics · Physics 2026-03-24 Zdzislaw Burda , Mario Kieburg

We study analytically the dynamics of an anisotropic particle subjected to different stochastic resetting schemes in two dimensions. The Brownian motion of shape-asymmetric particles in two dimensions results in anisotropic diffusion at…

Statistical Mechanics · Physics 2024-07-02 Subhasish Chaki , Kristian Stølevik Olsen , Hartmut Löwen

The circular Dyson Brownian motion model refers to the stochastic dynamics of the log-gas on a circle. It also specifies the eigenvalues of certain parameter-dependent ensembles of unitary random matrices. This model is considered with the…

Statistical Mechanics · Physics 2016-08-31 P. J. Forrester , T. Nagao
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