Related papers: Dynamical density functional theory for interactin…
We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…
In this paper we focus on the parameter estimation of dynamic load models with stochastic terms, in particular, load models where protection settings are uncertain, such as in aggregated air conditioning units. We show how the uncertainty…
Density functional theory is usually formulated in terms of the density in configuration space. Functionals of the momentum-space density have also been studied, and yet other densities could be considered. We offer a unified view from a…
Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…
Although the same mathematical expression is used to describe physical diffusion and stochastic diffusion, there are intrinsic similarities and differences in their nature. A comparative study shows that characteristic terms of physical and…
We construct a dynamical field theory for noninteracting Brownian particles in the presence of a quenched Gaussian random potential. The main variable for the field theory is the density fluctuation which measures the difference between the…
The rotational Brownian motion of colloidal spheres in dense suspensions reflects local hydrodynamics and friction, both key to non-linear rheological phenomena such as shear-thickening and jamming, and transport in crowded environments,…
We investigate the behaviour of a chain of interacting Brownian particles with one end fixed and the other moving away at slow speed, in the limit of small noise. The interaction between particles is through a pairwise potential with finite…
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…
A kinetic model for the elasto-plastic dynamics of a flowing jammed material is proposed, which takes the form of a non-local -- Boltzmann-like -- kinetic equation for the stress distribution function. Coarse-graining this equation yields a…
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…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
In this paper we show that under some assumptions, for a $d$-dimensional fractional Brownian motion with Hurst parameter $H>1/2$, the density of solution of stochastic differential equation driven by it has a short-time expansion similar to…
In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…
This article investigates several properties related to densities of solutions X to differential equations driven by a fractional Brownian motion with Hurst parameter H>1/4. We first determine conditions for strict positivity of the density…
The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a…
Superadiabatic dynamical density functional theory (superadiabatic-DDFT), a first-principles approach based on the inhomogeneous two-body correlation functions, is employed to investigate the response of interacting Brownian particles to…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
Dynamics of quantum systems which are perturbed by linear coupling to the reservoir stochastically can be studied in terms of quantum stochastic differential equations (for example, quantum stochastic Liouville equation and quantum Langevin…
We discuss the relation between three recent approaches of describing the dynamics and the spatial distribution of particles suspended in turbulent flows: phase-space singularities in the inertial particle dynamics (caustics), real-space…