Related papers: Self diffusion in a system of interacting Langevin…
We investigate memory effects in barrier-crossing in the overdamped setting. We focus on the scenario where the hidden degrees of freedom relax on exactly the same time scale as the observable. As a prototypical model, we analyze…
The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…
Particle dynamics are investigated in plasma turbulence, using self-consistent kinetic simulations, in two dimensions. In steady state, the trajectories of single protons and proton-pairs are studied, at different values of plasma "beta"…
The dynamical properties and diffusive behavior of a collection of mutually interacting particles are numerically investigated for two types of long-range interparticle interactions: Coulomb-electrostatic and dipole-electrodynamic. It is…
We study a system of interacting particles in a periodically moving external potential, within the simplest possible description of paradigmatic symmetric exclusion process on a ring. The model describes diffusion of hardcore particles…
We introduce a stochastic equation for the microscopic motion of a tagged particle in the single file model. This equation provides a compact representation of several of the system's properties such as Fluctuation-Dissipation and Linear…
Fluids confined to quasi-one-dimensional channels exhibit a dynamic crossover from single file diffusion to normal diffusion as the channel becomes wide enough for particles to hop past each other. In the crossover regime, where hopping…
Turbulent thermals emerge in a wide variety of geophysical and industrial flows, such as atmospheric cumulus convection and pollutant dispersal in oceans and lakes. When a buoyant fluid mass rises, or sinks, heat and mass transfers occur by…
The path-integral representation of Smoluchowski equation is exploited to explore the stochastic dynamics of a tagged Brownian particle within an interacting system where hydrodynamic effects are neglected. In particular, this formalism is…
We consider the dynamics of diffusing particles in one space dimension with annihilation on collision and nucleation (creation of particles) with constant probability per unit time and length. The cases of nucleation of single particles and…
Self-diffusion and radial distribution functions are studied in a strongly confined Lennard-Jones fluid. Surprisingly, in the solid-liquid phase transition region, where the system exhibits dynamic coexistence, the self-diffusion constants…
Under low-Reynolds-number conditions, dynamics of convection and diffusion are usually considered separately because their dominant spatial and temporal scales are different, but cooperative effects of convection and diffusion can cause…
A quasi-two-dimensional system of hard spheres strongly confined between two parallel plates is considered. The attention is focussed on the macroscopic self-diffusion process observed when the system is looked from above or from below. The…
We study the dynamics of a Brownian particle in a strongly correlated quenched random potential defined as a periodically-extended (with period $L$) finite trajectory of a fractional Brownian motion with arbitrary Hurst exponent $H \in…
The Langevin equation is ubiquitously employed to numerically simulate plasmas, colloids and electrolytes. However, the usual assumption of white noise becomes untenable when the system is subject to an external AC electric field. This is…
We analyse qualitative properties of the solutions to a mean-field equation for particles interacting through a pairwise potential while diffusing by Brownian motion. Interaction and diffusion compete with each other depending on the…
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)…
Self-similar solutions of the coherent diffusion equation are derived and measured. The set of real similarity solutions is generalized by the introduction of a nonuniform phase surface, based on the elegant Gaussian modes of optical…
Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…
We propose a novel method for drift estimation of multiscale diffusion processes when a sequence of discrete observations is given. For the Langevin dynamics in a two-scale potential, our approach relies on the eigenvalues and the…