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We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…

Chaotic Dynamics · Physics 2011-10-25 Itzhak Fouxon , Eugene Mednikov

We study the dynamics of a Brownian motion with a diffusion coefficient which evolves stochastically. We first study this process in arbitrary dimensions and find the scaling form and the corresponding scaling function of the position…

Statistical Mechanics · Physics 2023-01-30 Ion Santra , Urna Basu , Sanjib Sabhapandit

The rich and diverse dynamics of particle-based systems ultimately originates from the coupling of their degrees of freedom via internal interactions. To arrive at a tractable approximation of such many-body problems, coarse-graining is…

Soft Condensed Matter · Physics 2022-03-31 Matthias Schmidt

We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…

Statistical Mechanics · Physics 2009-03-02 Takenobu Nakamura , Shin-ichi Sasa

Although density functional theory provides reliable predictions for the static properties of simple fluids under confinement, a theory of comparative accuracy for the transport coefficients has yet to emerge. Nonetheless, there is evidence…

Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force…

Chemical Physics · Physics 2015-05-20 Hyun Kyung Shin , Changho Kim , Peter Talkner , Eok Kyun Lee

A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…

Probability · Mathematics 2022-10-27 Erfan Salavati

We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…

Statistical Mechanics · Physics 2010-12-14 S. L. Narasimhan , A. Baumgaertner

The study of density-dependent stochastic population processes is important from a historical perspective as well as from the perspective of a number of existing and emerging applications today. In more recent applications of these…

Optimization and Control · Mathematics 2017-09-26 Yingdong Lu , Mark Squillante , Chai Wah Wu

We introduce a one-dimensional stochastic system where particles perform independent diffusions and interact through pairwise coagulation events, which occur at a nontrivial rate upon collision. Under appropriate conditions on the diffusion…

Probability · Mathematics 2010-09-30 Inés Armendáriz

A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model fluids with excluded volume effects. This is achieved through the use of biased stochastic multi-particle collisions which…

Soft Condensed Matter · Physics 2007-05-23 Erkan Tuzel , Thomas Ihle , Daniel M. Kroll

Recent work in dynamical systems theory has shown that many properties that are associated with irreversible processes in fluids can be understood in terms of the dynamical properties of reversible, Hamiltonian systems. That is,…

chao-dyn · Physics 2015-06-24 J. R. Dorfman

In this paper we consider stochastic differential equations with non-negativity constraints, driven by a fractional Brownian motion with Hurst parameter $H>\1/2$. We first study an ordinary integral equation where the integral is defined in…

Probability · Mathematics 2012-03-14 Marco Ferrante , Carles Rovira

We present a brief review of our recent efforts to develop a FDR-preserving field theory for the stochastic dynamic density functional model, emphasizing the essential structure of the theory.

Disordered Systems and Neural Networks · Physics 2015-05-13 Bongsoo Kim , Kyozi Kawasaki

In this paper we study upper bounds for the density of solution of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H > 1/3. We show that under some geometric conditions, in the regular case H >…

Probability · Mathematics 2011-04-21 Fabrice Baudoin , Cheng Ouyang , Samy Tindel

When immersed into a fluid of active Brownian particles, passive bodies might start to undergo linear or angular directed motion depending on their shape. Here we exploit the divergence theorem to relate the forces responsible for this…

Soft Condensed Matter · Physics 2021-04-14 Thomas Speck , Ashreya Jayaram

Stiff forces, which bind objects together or otherwise confine motion, are found widely in soft-matter systems - colloids with short range attractions, ligand-receptor contacts, particles in optical traps, fibres that resist stretching,…

Soft Condensed Matter · Physics 2026-01-15 Sophie Marbach , Adam Carter , Miranda Holmes-Cerfon

The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…

Statistical Mechanics · Physics 2015-06-05 R. Tsekov

We describe a test particle approach based on dynamical density functional theory (DDFT) for studying the correlated time evolution of the particles that constitute a fluid. Our theory provides a means of calculating the van Hove…

Soft Condensed Matter · Physics 2011-03-17 Paul Hopkins , Andrea Fortini , Andrew Archer , Matthias Schmidt

This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…

Statistical Mechanics · Physics 2022-12-20 S. Mohsen J. Khadem , Rainer Klages , Sabine H. L. Klapp