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Transport phenomena in spatially periodic systems far from thermal equilibrium are considered. The main emphasize is put on directed transport in so-called Brownian motors (ratchets), i.e. a dissipative dynamics in the presence of thermal…
It is well known that the weak limit of a suitably scaled continuous-time random walk (CTRW) is the Brownian motion. We investigate the convergence of certain patterned random matrices whose entries are independent CTRWs and their…
At fast timescales, the self-similarity of random Brownian motion is expected to break down and be replaced by ballistic motion. So far, an experimental verification of this prediction has been out of reach due to a lack of instrumentation…
The conformational and dynamical properties of active Brownian polymers embedded in a fluid depend on the nature of the driving mechanism, e.g., self-propulsion or external actuation of the monomers. Implementations of self-propelled and…
A system of one-dimensional Brownian motions (BMs) conditioned never to collide with each other is realized as (i) Dyson's BM model, which is a process of eigenvalues of hermitian matrix-valued diffusion process in the Gaussian unitary…
Evolution equations for the orientation distribution of axisymmetric particles in periodic flows are derived in the regime of small but non-zero Brownian rotations. The equations are based on a multiple time scale approach that allows fast…
A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian…
We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…
We propose a simulation method for Brownian dynamics of hard rods in one dimension for arbitrary continuous external force fields. It is an event-driven procedure based on the fragmentation and mergers of clusters formed by particles in…
Recently, many interesting features of the hydrodynamically coupled motions of the Brownian particles in a viscous fluid have been reported which are impossible for the uncoupled motions of the similar particles. However, it is expected…
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…
Active Brownian particles (ABPs) function as self-driving agents that display non-equilibrium behavior through their pairwise interactions which lead to phase separation and vortex patterns in both soft matter and living systems. A…
In the Ermak-McCammon algorithm for Brownian Dynamics, the hydrodynamic interactions (HI) between N spherical particles are described by a 3N x 3N diffusion tensor. This tensor has to be factorized at each timestep with a runtime of O(N^3),…
A sequence of large invertible matrices given by a small random perturbation around a fixed diagonal and positive matrix induces a random dynamics on a high-dimensional sphere. For a certain class of rotationally invariant random…
We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…
The conventional Brownian motion in harmonic systems has provided a deep understanding of a great diversity of dissipative phenomena. We address a rather fundamental microscopic description for the (linear) dissipative dynamics of…
We present an efficient method to perform overdamped Brownian dynamics simulations in external force fields and for particle interactions that include a hardcore part. The method applies to particle motion in one dimension, where it is…
Making use of a simple unitary transformation we change the hamiltonian of a particle coupled to an one dimensional gas of bosons or fermions to a new form from which the many body degrees of freedom can be easily traced out. The effective…
We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…
We introduce and study a family of random processes with a discrete time related to products of random matrices. Such processes are formed by singular values of random matrix products, and the number of factors in a random matrix product…