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We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…

Probability · Mathematics 2026-05-28 Songbo Wang

Stochastic dynamics play a central role in strongly coupled phenomena. We present and review a theory independent approach in holography to study such phenomena. We firstly argue that the heavy quark diffusion occurs in realistic strongly…

High Energy Physics - Theory · Physics 2018-05-24 Dimitrios Giataganas

We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…

Condensed Matter · Physics 2007-05-23 Gunter Schuetz , Sven Sandow

Understanding particle motion in narrow channels is essential to guide progress in numerous applications, from filtration to vascular transport. Thermal or active fluctuations of channel walls for fluid-filled channels can slow down or…

Soft Condensed Matter · Physics 2023-12-29 Yating Wang , David S. Dean , Sophie Marbach , Ruben Zakine

In a viscoelastic environment, the diffusion of a particle becomes non-Markovian due to the memory effect. An open question is to quantitatively explain how self-propulsion particles with directional memory diffuse in such a medium. Based…

Soft Condensed Matter · Physics 2023-07-26 HyeongTark Han , Sungmin Joo , Takahiro Sakaue , Jae-Hyung Jeon

Brownian motion in a granular gas in a homogeneous cooling state is studied theoretically and by means of molecular dynamics. We use the simplest first-principle model for the impact-velocity dependent restitution coefficient, as it follows…

Statistical Mechanics · Physics 2015-06-11 Anna Bodrova , Awadhesh Kumar Dubey , Sanjay Puri , Nikolai Brilliantov

We study the spread of a quantum-mechanical wavepacket in a noisy environment, modeled using a tight-binding Hamiltonian. Despite the coherent dynamics, the fluctuating environment may give rise to diffusive behavior. When correlations…

Statistical Mechanics · Physics 2019-07-29 Nisarga Paul , Ariel Amir

Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…

Plasma Physics · Physics 2007-05-23 Anatoly Zagorodny , Volodymyr Zasenko , Jan Weiland

Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…

Statistical Mechanics · Physics 2019-01-23 Yao Chen , Xudong Wang , Weihua Deng

We study a planar two-temperature diffusion of a Brownian particle in a parabolic potential. The diffusion process is defined in terms of two Langevin equations with two different effective temperatures in the X and the Y directions. In the…

Statistical Mechanics · Physics 2015-06-15 Victor Dotsenko , Anna Maciolek , Oleg Vasilyev , Gleb Oshanin

Anomalous diffusion phenomena have been observed in many complex physical and biological systems. One significant advance recently is the physical extension of particle's motion in static medium to uniformly (and even nonuniformly)…

Statistical Mechanics · Physics 2023-03-28 Xudong Wang , Yao Chen , Wanli Wang

The Langevin equation is a common tool to model diffusion at a single-particle level. In non-homogeneous environments, such as aqueous two-phase systems or biological condensates with different diffusion coefficients in different phases,…

We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…

Soft Condensed Matter · Physics 2016-09-12 Anoosheh Yazdi , Matthias Sperl

We study the behavior of a moving wall in contact with a particle gas and subjected to an external force. We compare the fluctuations of the system observed in the microcanonical and canonical ensembles, at varying the number of particles.…

Statistical Mechanics · Physics 2014-04-03 L. Cerino , G. Gradenigo , A. Sarracino , D. Villamaina , A. Vulpiani

Expanding medium is very common in many different fields, such as biology and cosmology. It brings a nonnegligible influence on particle's diffusion, which is quite different from the effect of an external force field. The dynamic mechanism…

Statistical Mechanics · Physics 2023-02-22 Xudong Wang , Yao Chen

In a growing number of strongly disordered and dense systems, the dynamics of a particle pulled by an external force field exhibits super-diffusion. In the context of glass forming systems, super cooled glasses and contamination spreading…

Statistical Mechanics · Physics 2019-12-18 Wanli Wang , Alessandro Vezzani , Raffaella Burioni , Eli Barkai

We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…

Statistical Mechanics · Physics 2026-04-14 Dongho Lee , Jae-Hyung Jeon , Pascal Viot , Gleb Oshanin

We study the contribution of advection by thermal velocity fluctuations to the effective diffusion coefficient in a mixture of two identical fluids. The steady-state diffusive flux in a finite system subject to a concentration gradient is…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 A. Donev , A. de la Fuente , J. B. Bell , A. L. Garcia

We study the transport properties of a system of active particles moving at constant speed in an heterogeneous two-dimensional space. The spatial heterogeneity is modeled by a random distribution of obstacles, which the active particles…

Biological Physics · Physics 2013-10-23 Oleksandr Chepizhko , Fernando Peruani

We review the latest advances in the analytical modelling of single file diffusion. We focus first on the derivation of the fractional Langevin equation that describes the motion of a tagged file particle. We then propose an alternative…

Statistical Mechanics · Physics 2015-02-17 Alessandro Taloni , Fabio Marchesoni
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