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We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…

chao-dyn · Physics 2009-10-31 Piotr Garbaczewski

The dynamical properties of classical fluids at pico-liter scale attract experimentally and theoretically much attention in the soft-matter and biophysics communities, due to the appearance of the microfluidics, also called 'lab-on-a-chip',…

Statistical Mechanics · Physics 2007-05-23 F. Penna , P. Tarazona

The motion of a particle under the influence of a dynamical disorder is described by the DLD model. One motivation is to understand the motion of an electron inside a metal; Another is to understand quantal Brownian motion. The overview is…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Doron Cohen

We consider overdamped Brownian dynamics in a periodic potential with temporally oscillating amplitude. We analyze the transport which shows effective diffusion enhanced by the oscillations and derive approximate expressions for the…

Other Condensed Matter · Physics 2015-05-18 Pawel Romanczuk , Felix Mueller , Lutz Schimansky-Geier

We consider a model of Non-Brownian self-propelled particles with anti-alignment interactions where particles try to avoid each other by attempting to turn into opposite directions. The particles undergo apparent Brownian motion, even…

Statistical Mechanics · Physics 2023-03-07 Thomas Ihle , Rüdiger Kürsten , Benjamin Lindner

We present the theoretical analysis of the steady state currents and density distributions of particles moving with Langevin dynamics, under the effects of an external potential displaced at constant rate. The Dynamic Density Functional…

Soft Condensed Matter · Physics 2009-11-10 F. Penna , P. Tarazona

In recent years, a number of dynamical density functional theories (DDFTs) have been developed for describing the dynamics of the one-body density of both colloidal and atomic fluids. In the colloidal case, the particles are assumed to have…

Soft Condensed Matter · Physics 2009-08-10 A. J. Archer

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

Probability · Mathematics 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…

Soft Condensed Matter · Physics 2022-10-28 Abdallah Daddi-Moussa-Ider , Stephan Gekle

We characterize the dynamic non-equilibrium steady state behavior of active particles using density fluctuations in the system. We analyze the effective local density around a particle in the steady state and numerically calculate its mean,…

Statistical Mechanics · Physics 2025-04-22 Jayam Joshi , Pawan Kumar Mishra , Shradha Mishra

Consider the overdamped limit for a system of interacting particles in the presence of hydrodynamic interactions. For two-body hydrodynamic interactions and one- and two-body potentials, a Smoluchowski-type evolution equation is rigorously…

Mathematical Physics · Physics 2012-08-09 Benjamin D. Goddard , Grigorios A. Pavliotis , Serafim Kalliadasis

Here we review and extend central limit theorems for highly chaotic but deterministic semi-dynamical discrete time systems. We then apply these results show how Brownian motion-like results are recovered, and how an Ornstein-Uhlenbeck…

Statistical Mechanics · Physics 2008-04-15 Michael C. Mackey , Marta Tyran-Kaminska

The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…

Statistical Mechanics · Physics 2016-04-06 G. Falasco , K. Kroy

We propose a stochastic dynamics to be associated to a deterministic motion defined by a set of first order differential equation. The transitions that defined the stochastic dynamics are unidirectional and the rates are equal to the…

Statistical Mechanics · Physics 2024-11-13 Mário J. de Oliveira

The fundamental insight into Brownian motion by Einstein is that all substances exhibit continual fluctuations due to thermal agitation balancing with the frictional resistance. However, even at thermal equilibrium, biological activity can…

Soft Condensed Matter · Physics 2014-02-19 Soya Shinkai , Yuichi Togashi

For classical many-body systems subject to Brownian dynamics we develop a superadiabatic dynamical density functional theory (DDFT) for the description of inhomogeneous fluids out-of-equilibrium. By explicitly incorporating the dynamics of…

Soft Condensed Matter · Physics 2022-12-20 S. M. Tschopp , J. M. Brader

In this paper we study the dynamics of stochastic microorganism flocculation models. Given the strong influence of environmental and seasonal fluctuations that are present in these models, we propose a stochastic model that includes…

Probability · Mathematics 2025-11-18 Alexandru Hening , Nguyen T. Hieu , Dang H. Nguyen , Nhu Nguyen

In this work, we study the dynamics of a single active Brownian particle, as well as the collective behavior of interacting active Brownian particles, in a fluctuating heterogeneous environment. We employ a variant of the diffusing…

Soft Condensed Matter · Physics 2022-01-05 S. M. J. Khadem , N. H. Siboni , S. H. L. Klapp

Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…

Materials Science · Physics 2009-09-29 Peter. Kotelenez , Marshall J. Leitman , J. Adin Mann

We consider a system of interacting particles subjected to Langevin inertial dynamics and derive the governing time-dependent equation for the one-body density. We show that, after suitable truncations of the…

Statistical Mechanics · Physics 2007-12-17 Umberto Marini Bettolo Marconi , Simone Melchionna
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