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The stochastic dynamics of small elastic objects in fluid are central to many important and emerging technologies. It is now possible to measure and use the higher modes of motion of elastic structures when driven by Brownian motion alone.…

Fluid Dynamics · Physics 2024-12-17 J. Barbish , M. R. Paul

We present a new approach to the dynamics of interacting particles with reaction and diffusion. Starting from the underlying discrete stochastic jump process we derive a general field theory describing the dynamics of the density field,…

Statistical Mechanics · Physics 2009-11-11 Alexei Andreanov , Giulio Biroli , Jean-Philippe Bouchaud , Alexandre Lefevre

Energy absorption by driven chaotic systems, the theory of energy spreading and quantal Brownian motion are considered. In particular we discuss the theory of a classical particle that interacts with quantal chaotic degrees of freedom, and…

chao-dyn · Physics 2007-05-23 Doron Cohen

We study the effects of stochastic birth and death processes on the structural phases of systems of active and passive Brownian particles subject to volume exclusion. The total number of particles in the system is a fluctuating quantity,…

Statistical Mechanics · Physics 2022-11-23 Alejandro Almodóvar , Tobias Galla , Cristóbal López

Using both dynamical density functional theory and particle-resolved Brownian dynamics simulations, we explore the flow of two-dimensional colloidal solids and fluids driven through a linear channel with a geometric constriction. The flow…

Soft Condensed Matter · Physics 2016-05-25 Urs Zimmermann , Frank Smallenburg , Hartmut Löwen

In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…

Statistical Mechanics · Physics 2026-01-27 Sang Yang , Zhixin Peng

We generalize the Green-Kubo approach, previously applied to bulk systems of spherically symmetric active particles [J. Chem. Phys. 145, 161101 (2016)], to include spatially inhomogeneous activity. The method is applied to predict the…

Soft Condensed Matter · Physics 2017-09-20 Abhinav Sharma , Joseph Brader

We briefly go through the problem of the quantum description of Brownian motion, concentrating on recent results about the connection between dynamics of the particle and dynamic structure factor of the medium.

Quantum Physics · Physics 2015-06-26 Bassano Vacchini

Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…

Soft Condensed Matter · Physics 2017-04-26 Matthias Krüger , David S. Dean

A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing…

Probability · Mathematics 2007-12-04 Francesco Russo , Gerald Trutnau

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

We consider the transport equation driven by the fractional Brownian motion. We study the existence and the uniqueness of the weak solution and, by using the tools of the Malliavin calculus, we prove the existence of the density of the…

Probability · Mathematics 2014-08-28 Christian Olivera , Ciprian Tudor

A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also…

Statistical Mechanics · Physics 2011-04-07 Roumen Tsekov

It is shown that the wave function describing the pure state of a single-particle quantum ensemble, in addition to statistical restrictions, imposes restrictions on the particle momentum at points in the configuration space $\mathbb{R}^3$:…

Quantum Physics · Physics 2026-03-10 N. L. Chuprikov

A stochastic differential equation that describes the dynamics of single-domain magnetic particles at any temperature is derived using a classical formalism. The deterministic terms recover existing theory and the stochastic process takes…

Mesoscale and Nanoscale Physics · Physics 2015-10-28 Michail Tzoufras , Gregory J. Parker , Michael K. Grobis

Active particles driven by colored noise can be approximately mapped onto a system that obeys detailed balance. The effective interactions which can be derived for such a system allow to describe the structure and phase behavior of the…

Soft Condensed Matter · Physics 2017-11-30 René Wittmann , Umberto Marini Bettolo Marconi , Claudio Maggi , Joseph M. Brader

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

Stochasticity is a defining feature of the pairwise forces governing interactions in biological systems-from molecular motors to cell-cell adhesion-yet its consequences on large-scale dynamics remain poorly understood. Here, we show that…

Soft Condensed Matter · Physics 2025-08-27 Henry Alston , Raphael Voituriez , Thibault Bertrand

We consider a toy model for glassy dynamics of colloidal suspensions: a single Brownian particle diffusing among immobile obstacles. If Gaussian factorization of static density fluctuations is assumed, this model can be solved without…

Soft Condensed Matter · Physics 2009-11-10 Grzegorz Szamel

The cloud of cold atoms obtained from a magneto-optical trap is known to exhibit two types of instabilities in the regime of high atomic densities: stochastic instabilities and deterministic instabilities. In the present paper, the…

Atomic Physics · Physics 2009-11-10 Daniel Hennequin