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Observing finite regions of a bigger system is a common experience, from microscopy to molecular simulations. In the latter especially, there is ongoing interest in predicting thermodynamic properties from tracking fluctuations in finite…
The resolution of Brownian motion in simulations of micro-particle suspensions can be crucial to reproducing the correct dynamics of individual particles, as well as providing an accurate characterisation of suspension properties. Including…
Relative fluctuations of observables in discrete stochastic systems are bounded at all times by the mean dynamical activity in the system, quantified by the mean number of jumps. This constitutes a kinetic uncertainty relation that is…
We study the statistical properties of many Brownian particles under the We study the statistical properties of many Brownian particles under the influence of both a spatially homogeneous driving force and a periodic potential with period…
We investigate the dynamics of elastic microstructures within a fluid that are subjected to thermal fluctuations. We perform analysis to obtain systematically simplified descriptions of the mechanics in the limiting regimes when (i) the…
Based on a class of moderately interacting particle systems, we establish a quantitative approximation for density-dependent McKean-Vlasov SDEs and the corresponding nonlinear, nonlocal PDEs. The SDE is driven by both Brownian motion and…
Motions of fluctuating Brownian particles in an incompressible viscous fluid have been studied by coupled simulations of Brownian particles and host fluid. We calculated the velocity autocorrelation functions of Brownian particles and…
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…
We extend recent results on the exact hydrodynamics of a system of diffusive active particles displaying a motility-induced phase separation to account for typical fluctuations of the dynamical fields. By calculating correlation functions…
We use molecular dynamics simulations of the SPC-E model of liquid water to derive probability distributions for water density fluctuations in probe volumes of different shapes and sizes, both in the bulk as well as near hydrophobic and…
Multi-particle collision dynamics is an appealing numerical technique aiming at simulating fluids at the mesoscopic scale. It considers molecular details in a coarse-grained fashion and reproduces hydrodynamic phenomena. Here, the…
We have developed a theory for inhomogeneous systems that allows for incorporation of effects of mesoscopic fluctuations. A hierarchy of equations relating the correlation and direct correlation functions for the local excess $\phi({\bf…
A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…
We develop a statistical model of microscopic stochastic deviation from classical mechanics based on a stochastic processes with a transition probability that is assumed to be given by an exponential distribution of infinitesimal stationary…
The work approaches the study of the fluctuations for the thermodynamic systems in the presence of the fields. The approach is of phenomenological nature and developed in a Gaussian approximation. The study is exemplified on the cases of a…
We study the decrease of fluctuations of diagonal matrix elements of observables and of Husimi densities of quantum mechanical wave functions around their mean value upon approaching the semi-classical regime ($\hbar \rightarrow 0$). The…
We study the scaling limit behavior of a family of conservative SPDEs as the fluctuating Ising-Kac-Kawasaki dynamics. Precisely, we show that there exists a sequence of the one-dimensional rescaled fluctuating Ising-Kac-Kawasaki equation…
We develop numerical schemes for solving the isothermal compressible and incompressible equations of fluctuating hydrodynamics on a grid with staggered momenta. We develop a second-order accurate spatial discretization of the diffusive,…
Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…
Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin…