Related papers: Diffusion in Stationary Flow from Mesoscopic Non-e…
A Brownian pump in nonlinear diffusive media is investigated in the presence of an unbiased external force. The pumping system is embedded in a finite region and bounded by two particle reservoirs. In the adiabatic limit, we obtain the…
We study the diffusivity of a small particle immersed in a square box filled with a non-ideal multicomponent fluid in the presence of thermal fluctuations. Our approach is based on the numerical integration of fluctuating lattice Boltzmann…
We study the stationary states of an over-damped active Brownian particle (ABP) in a harmonic trap in two dimensions, via mathematical calculations and numerical simulations. In addition to translational diffusion, the ABP self-propels with…
The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…
A Hamiltonian-based model of many harmonically interacting massive particles that are subject to linear friction and coupled to heat baths at different temperatures is used to study the dynamic approach to equilibrium and non-equilibrium…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…
In this paper we study the nonequilibrium evolution of a quantum Brownian oscillator, modeling the internal degree of freedom of a harmonic atom or an Unruh-DeWitt detector, coupled to a nonequilibrium, nonstationary quantum field and…
In this paper, we present a model based on a local thermodynamic equilibrium, weakly ionized plasma-mixture model used for medical and technical applications in etching processes. We consider a simplified model based on the Maxwell-Stefan…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…
We develop a formally exact technique for obtaining steady-state distributions of non-interacting active Brownian particles in a variety of systems. Our technique draws on results from the theory of two-way diffusion equations to solve the…
We study the asymptotic behavior of Fokker-Planck equations with spatially inhomogeneous nonlinear diffusion, based on the energy dissipation law. First, we consider the Fokker-Planck equation with porous-medium-type nonlinear diffusion…
We study stochastic thermodynamics of over-damped Brownian motion in a flowing fluid. Unlike some previous works, we treat the effects of the flow field as a non-conservational driving force acting on the Brownian particle. This allows us…
We compute the entropy production engendered in the environment from a single Brownian particle which moves in a mean flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
We use the Fokker-Planck equation and its moment equations to study the collective behavior of interacting particles in unsteady one-dimensional flows. Particles interact according to a long-range attractive and a short-range repulsive…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…