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As an extension of isotropic Gaussian random fields and Q-Wiener processes on d-dimensional spheres, isotropic Q-fractional Brownian motion is introduced and sample H\"older regularity in space-time is shown depending on the regularity of…

Probability · Mathematics 2025-05-23 Annika Lang , Björn Müller

This paper presents a novel formula for the transition density of the Brownian motion on a sphere of any dimension and discusses an algorithm for the simulation of the increments of the spherical Brownian motion based on this formula. The…

Statistical Mechanics · Physics 2025-04-01 Aleksandar Mijatović , Veno Mramor , Gerónimo Uribe Bravo

We present a numerical scheme for simulating the dynamics of Brownian particles suspended in a fluid. The motion of the particles is tracked by the Langevin equation, whereas the host fluid flow is analyzed by using the lattice Boltzmann…

Mesoscale and Nanoscale Physics · Physics 2019-10-30 Hiroaki Yoshida , Tomoyuki Kinjo , Hitoshi Washizu

Within the context of the Brownian ratchet model, a molecular rotary system was studied that can perform unidirectional rotations induced by linearly polarized ac fields, and produce positive work under loads. The model is based on the…

Statistical Mechanics · Physics 2017-06-07 Hiroki Tutu , Takehiko Horita , Katsuya Ouchi

Brownian dynamics of a self-propelled particle in linear shear flow is studied analytically by solving the Langevin equation and in simulation. The particle has a constant propagation speed along a fluctuating orientation and is…

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

The Magnetorotational Instability (MRI) has long been considered a plausibly ubiquitous mechanism to destabilize otherwise stable Keplerian flows to support radially outward transport of angular momentum. Such an efficient transport process…

Instrumentation and Methods for Astrophysics · Physics 2018-12-13 Derek M. H. Hung , Eric G. Blackman , Kyle J. Caspary , Erik P. Gilson , Hantao Ji

Time-lapse microscopy imaging provides direct access to the dynamics of soft and living systems. At mesoscopic scales, such microscopy experiments reveal intrinsic fluctuations, which may have both thermal and non-equilibrium origins. These…

Biological Physics · Physics 2020-12-02 F. S. Gnesotto , G. Gradziuk , P. Ronceray , C. P. Broedersz

The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…

Statistical Mechanics · Physics 2016-12-21 Francisco J. Sevilla

The mean radial component of relative velocity (MRV) between pairs of inertial particles is studied, where the particles are advected by turbulent flow and undergo collision-and-coagulation. A previously proposed phenomenological model of…

Fluid Dynamics · Physics 2024-03-25 Xiaohui Meng , Ewe-Wei Saw

In microrheology, the local rheological properties such as viscoelasticity of a complex fluid are inferred from the free or forced motion of embedded colloidal probe particles. Theoretical machinery developed for forced-probe microrheology…

Soft Condensed Matter · Physics 2022-08-22 Zhiwei Peng , John F. Brady

The nonlinear dynamics of a microbeam-rigid body gyroscope are investigated by using a continuation method. To study the nonlinear dynamics of the system, the Lagrangian of the system is discretized and the reduced-order model is obtained.…

Classical Physics · Physics 2014-08-13 Seyed Amir Mousavi Lajimi

Active particles which are self-propelled by converting energy into mechanical motion represent an expanding research realm in physics and chemistry. For micron-sized particles moving in a liquid ("microswimmers"), most of the basic…

Soft Condensed Matter · Physics 2020-02-19 Hartmut Löwen

Molecular Dynamics - Green's Functions Reaction Dynamics (MD-GFRD) is a multiscale simulation method for particle dynamics or particle-based reaction-diffusion dynamics that is suited for systems involving low particle densities. Particles…

Chemical Physics · Physics 2017-12-06 Luigi Sbailò , Frank Noé

Molecular dynamics (MD) simulations of ions (K$^+$, Na$^+$, Ca$^{2+}$ and Cl$^-$) in aqueous solutions are investigated. Water is described using the SPC/E model. A stochastic coarse-grained description for ion behaviour is presented and…

Computational Physics · Physics 2016-04-27 Radek Erban

We study the motion of a solid particle immersed in a Newtonian fluid and confined between two parallel elastic membranes possessing shear and bending rigidity. The hydrodynamic mobility depends on the frequency of the particle motion due…

Fluid Dynamics · Physics 2016-08-03 Abdallah Daddi-Moussa-Ider , Achim Guckenberger , Stephan Gekle

We develop a systematic framework for the model reduction of multivariate geometric Brownian motions (GBMs), a fundamental class of stochastic processes with broad applications in mathematical finance, population biology, and statistical…

Mathematical Physics · Physics 2026-02-11 C. Chen , M. Colangeli , M. H. Duong , M. Serva

In this work, we analyse space-time reduced basis methods for the efficient numerical simulation of hemodynamics in arteries. The classical formulation of the reduced basis (RB) method features dimensionality reduction in space, while…

Numerical Analysis · Mathematics 2025-06-03 Riccardo Tenderini , Nicholas Mueller , Simone Deparis

Magnetic Resonance Imaging (MRI) experiments have been performed in conjunction with Direct Numerical Simulations (DNS) to study neutrally buoyant particle-laden pipe flows. The flows are characterized by the suspension liquid Reynolds…

The last few years have witnessed an explosion of new numerical methods for filament hydrodynamics. Aside from their ubiquity in biology, physics, and engineering, filaments present unique challenges from an applied-mathematical point of…

Numerical Analysis · Mathematics 2024-11-21 Ondrej Maxian , Aleksandar Donev

Granular flows are ubiquitous in nature and industrial applications, yet a complete continuum theory remains a long-standing challenge. The leading empirical approach, {\mu}(I) rheology, lacks microscopic foundations and becomes multivalued…

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