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We present a detailed analysis of the fluctuation dissipation theorem (FDT) close to the glass transition in colloidal suspensions under steady shear using mode coupling approximations. Starting point is the many-particle Smoluchowski…

Soft Condensed Matter · Physics 2010-01-27 Matthias Krüger , Matthias Fuchs

We theoretically investigate the effect of random fluctuations on the motion of elongated microswimmers near hydrodynamic transport barriers in externally-driven fluid flows. Focusing on the two-dimensional hyperbolic flow, we consider the…

Fluid Dynamics · Physics 2022-02-03 Simon A. Berman , Kevin A. Mitchell

We study the noise induced transport of an overdamped Brownian particle in frictional ratchet systems in the presence of external Gaussian white noise fluctuations. The analytical expressions for current and diffusion coefficient are…

Statistical Mechanics · Physics 2007-05-23 Raishma Krishnan , Debasis Dan , A. M. Jayannavar

A stochastic approach for charge transport in diodes is developed in consistency with the laws of electricity, thermodynamics, and microreversibility. In this approach, the electron and hole densities are ruled by diffusion-reaction…

Statistical Mechanics · Physics 2018-06-06 Jiayin Gu , Pierre Gaspard

Using the relation of a set of nonlinear Langevin equations with reaction-diffusion processes, we note the existence of a maximal strength of the noise for the stochastic traveling wave solutions of these equations. Its determination is…

High Energy Physics - Phenomenology · Physics 2008-11-26 Robi Peschanski

We consider the wave propagation for a reaction-diffusion equation on the real line, with a random drift and Fisher-Kolmogorov-Petrovskii-Piscounov (FKPP) type nonlinear reaction. We show that when the average drift is positive, the…

Analysis of PDEs · Mathematics 2026-01-27 Dihang Guan , Hui He , Wenqing Hu , Jiaojiao Yang

We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense. We develop a comprehensive solution theory that…

Probability · Mathematics 2025-01-29 Lucio Galeati , Máté Gerencsér

Recently it has been shown that when an equation that allows so-called pulled fronts in the mean-field limit is modelled with a stochastic model with a finite number $N$ of particles per correlation volume, the convergence to the speed…

Statistical Mechanics · Physics 2009-11-07 Debabrata Panja , Wim van Saarloos

The influence of quantized electromagnetic fields on a nonrelativistic charged particle moving near a conducting plate is studied. We give a field-theoretic derivation of the nonlinear, non-Markovian Langevin equation of the particle by the…

High Energy Physics - Theory · Physics 2008-11-26 Jen-Tsung Hsiang , Tai-Hung Wu , Da-Shin Lee

We consider a microswimmer that moves in two dimensions at a constant speed and changes the direction of its motion due to a torque consisting of a constant and a fluctuating component. The latter will be modeled by a symmetric…

Statistical Mechanics · Physics 2017-11-22 Joerg Noetel , Igor M. Sokolov , Lutz Schimansky-Geier

We study central limit theorems for a totally asymmetric, one-dimensional interacting random system. The models we work with are the Aldous-Diaconis-Hammersley process and the related stick model. The A-D-H process represents a particle…

Probability · Mathematics 2009-11-07 Timo Seppalainen

Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…

Probability · Mathematics 2007-05-23 Denis S. Grebenkov

We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…

Statistical Mechanics · Physics 2024-07-24 Lucianno Defaveri , Eli Barkai , David A. Kessler

We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…

Probability · Mathematics 2024-02-27 Nils Berglund , Rita Nader

In this paper we study the asymptotic behavior of stochastic approximation schemes with set-valued drift function and non-additive iterate-dependent Markov noise. We show that a linearly interpolated trajectory of such a recursion is an…

Systems and Control · Computer Science 2016-07-19 Vinayaka Yaji , Shalabh Bhatnagar

Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…

Statistical Mechanics · Physics 2022-11-23 Ofir Tal-Friedman , Yael Roichman , Shlomi Reuveni

Hydrodynamic phonon transport was recently predicted as an important regime for phonon transport in graphitic materials. Many of past studies on hydrodynamic phonon transport have focused on the cases where the hydrodynamic regime…

Mesoscale and Nanoscale Physics · Physics 2019-02-18 Xun Li , Sangyeop Lee

We consider a $d$-dimensional stochastic differential equation (SDE) of the form $d U_t = b(U_t) dt + \sigma\,d Z_t$, let $X_t$ be the solution if the driving noise $Z_t$ is a $d$-dimensional rotationally symmetric $\alpha$-stable process…

Probability · Mathematics 2025-11-25 Changsong Deng , Xiang Li , Rene L. Schilling , Lihu Xu

Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…

Probability · Mathematics 2020-07-28 Florian Bechtold , Fabio Coppini

Simultaneous diffusive and inertial motion of Brownian particles in laminar Couette flow is investigated via Lagrangian and Eulerian descriptions to determine the effect of particle inertia on diffusive transport in the long-time. The…

Statistical Mechanics · Physics 2010-08-13 Yannis Drossinos , Michael W. Reeks