Related papers: Dissipation functions and Brownian oscillators
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…
Brownian Dynamics algorithms are widely used for simulating soft-matter and biochemical systems. In recent times, their application has been extended to the simulation of coarse-grained models of cellular networks in simple organisms. In…
An alternative derivation of Brownian motion is presented. Instead of supplementing the linearized Navier-Stokes equation with a fluctuating force, we directly assume a Gaussian action functional for solvent velocity fluctuations. Solvating…
By using similarity transformations approach, the exact propagator for a generalized one-dimensional Fokker-Planck equation, with linear drift force and space-time dependent diffusion coefficient, is obtained. The method is simple and…
The non-thermal nature of self-propelling colloids offers new insights into non-equilibrium physics. The central mathematical model to describe their trajectories is active Brownian motion, where a particle moves with a constant speed,…
The dynamics of fission has been formulated by generalising the asymptotic expansion of the Fokker-Planck equation in terms of the strength of the fluctuations where the diffusion coefficients depend on the stochastic variables explicitly.…
In this note, we demonstrated for the first time that one can derive an expression for the effective diffusion coefficient, equal to the Lifson-Jackson formula, using a subsequent homogenization of the 1D reaction-diffusion-advection…
Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…
Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
The classical theory of Brownian motion rests on fundamental laws of statistical mechanics, such as the equipartition theorem and the fluctuation-dissipation theorem, which are not applicable in non-isothermal situations. We derive the…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…
Dynamics of complex systems is often hierarchically organized on different time scales. To understand the physics of such hierarchy, here Brownian motion of a particle moving through a fluctuating medium with slowly varying temperature is…
The Brownian motion of a single particle is a paradigmatic model of the nonequilibrium dynamics of dissipative systems. In the system-plus-reservoir approach, one can derive the particle's equations of motion from the reversible dynamics of…
General aspects of the Fluctuation-Dissipation Relation (FDR), and Response Theory are considered. After analyzing the conceptual and historical relevance of fluctuations in statistical mechanics, we illustrate the relation between the…
We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…
The stochastic differential equations for a model of dissipative particle dynamics with both total energy and total momentum conservation in the particle-particle interactions are presented. The corresponding Fokker-Planck equation for the…
The fluctuation-dissipation theorem is a fundamental result in statistical physics that establishes a connection between the response of a system subject to a perturbation and the fluctuations associated with observables in equilibrium.…
Diverse physical systems are characterized by their response to small perturbations. Near thermodynamic equilibrium, the fluctuation-dissipation theorem provides a powerful theoretical and experimental tool to determine the nature of…