Related papers: Dynamical density functional theory for interactin…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…
We consider the overdamped motion of Brownian particles, interacting via particle exclusion, in an external potential that varies with time and space. We show that periodic potentials that maintain specific position-dependent phase…
In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…
In this note we review recent results on existence and uniqueness of solutions of infinite-dimensional stochastic differential equations describing interacting Brownian motions on $\R^d$.
It seems that a stochastic system must be a nonlinear one to observe the phenomenon, noise induced transition. But in the present paper, we have demonstrated that the phenomenon may be observed even in a linear stochastic process where both…
The weak noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity frequently hidden in deterministic systems to give rise of completely new phenomena…
Stochastic density functional theory is applied to analyze the conductivity of strong two species electrolytes at arbitrary field strengths. The corresponding stochastic equations for the density of the electrolyte species are solved by…
We study small noise large deviation asymptotics for stochastic differential equations with a multiplicative noise given as a fractional Brownian motion $B^H$ with Hurst parameter $H>\frac12$. The solutions of the stochastic differential…
Observing finite regions of a bigger system is a common experience, from microscopy to molecular simulations. In the latter especially, there is ongoing interest in predicting thermodynamic properties from tracking fluctuations in finite…
The dynamics of a many-body system coupled to an external environment represents a fundamentally important problem. To this class of open quantum systems pertains the study of energy transport and dissipation, dephasing, quantum measurement…
Biological systems are characterized by the ubiquitous roles of weak, that is, non-covalent molecular interactions, small, often very small, numbers of specific molecules per cell, and Brownian motion. These combine to produce stochastic…
We consider a stochastic flow in which individual particles follow skew Brownian motions, with each one of these processes driven by the same Brownian motion. One does not have uniqueness for the solutions of the corresponding stochastic…
A simple theoretical approach is used to investigate active colloids at the free interface and near repulsive substrates. We employ dynamical density functional theory to determine the steady-state density profiles in an effective…
The authors present a study of the non equilibrium statistical properties of a one dimensional hard-rod fluid dissipating energy via inelastic collisions and subject to the action of a Gaussian heat bath, simulating an external driving…
We study the dynamics of a colloidal fluid including inertia and hydrodynamic interactions, two effects which strongly influence the non-equilibrium properties of the system. We derive a general dynamical density functional theory (DDFT)…
We identify most probable flows for Kunita Brownian motions, i.e. stochastic flows with Eulerian noise and deterministic drifts. Such stochastic processes appear for example in fluid dynamics and shape analysis modelling coarse scale…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
The effective diffusion of Brownian particles in periodic potential has been a central topic in nonequilibrium statistical physcis. A classical result is the Lifson formula which provides the effective diffusion constant in periodic…
A new approach to Brownian motion of atomic clusters on solid surfaces is developed. The main topic discussed is the dependence of the diffusion coefficient on the fit between the surface static potential and the internal cluster…