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Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…

Statistical Mechanics · Physics 2023-01-11 Jakub Spiechowicz , Ivan G. Marchenko , Peter Hänggi , Jerzy Łuczka

For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…

Statistical Mechanics · Physics 2021-03-01 V. A. Doobko , S. V. Zubarev , E. V. Karachanskaya

Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing…

Statistical Mechanics · Physics 2022-02-14 Ahmed M. Fouad , Marwa M. Fouad

The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…

Soft Condensed Matter · Physics 2009-11-13 A. W. C. Lau , T. C. Lubensky

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

We derive diffusive macroscopic equations for the particle and energy density of a system whose time evolution is described by a kinetic equation for the one particle position and velocity function f(r,v,t) that consists of a part that…

Statistical Mechanics · Physics 2018-11-14 Pedro L. Garrido , Joel L. Lebowitz

We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an…

Analysis of PDEs · Mathematics 2023-10-02 Martin Burger , Simon Schulz

Computing analytically the $n$-point density correlations in systems of interacting particles is a long-standing problem of statistical physics, with a broad range of applications, from the interpretation of scattering experiments in simple…

Statistical Mechanics · Physics 2025-07-01 Louison Le Bon , Antoine Carof , Pierre Illien

The adsorption phenomenon of neutral particles from the limiting surfaces of the sample in the Langmuir approximation is investigated. The diffusion equation regulating the redistribution of particles in the bulk is assumed to be of…

Mathematical Physics · Physics 2014-02-13 A Sapora , M Codegone , G Barbero , LR Evangelista

We present a simple derivation of the stochastic equation obeyed by the density function for a system of Langevin processes interacting via a pairwise potential. The resulting equation is considerably different from the phenomenological…

Condensed Matter · Physics 2009-10-28 David S. Dean

Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…

Statistical Mechanics · Physics 2022-01-19 Xudong Wang , Yao Chen

The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral,…

Statistical Mechanics · Physics 2015-06-16 Oded Farago , Niels Grønbech-Jensen

We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…

Statistical Mechanics · Physics 2016-08-03 Shaked Regev , Niels Grønbech-Jensen , Oded Farago

Equations of motion for the microscopic number density $\hat{\rho}({\bf x},t)$ and the momentum density $\hat{\bf g}({\bf x},t)$ of a fluid have been obtained in the past from the corresponding Langevin equations representing the dynamics…

Statistical Mechanics · Physics 2015-06-15 Shankar P. Das , Akira Yoshimori

Characterising the statistical properties of classical interacting particle systems is a long-standing question. For Brownian particles the microscopic density obeys a stochastic evolution equation, known as the Dean--Kawasaki equation.…

Statistical Mechanics · Physics 2025-09-30 Aurélien Grabsch , Davide Venturelli , Olivier Bénichou

We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…

Statistical Mechanics · Physics 2015-05-18 Duccio Fanelli , Alan J. McKane

We study the dynamics of a tracer in a dense mixture of particles connected to different thermostats. Starting from the overdamped Langevin equations that describe the evolution of the system, we derive the expression of the self-diffusion…

Soft Condensed Matter · Physics 2022-12-28 Marie Jardat , Vincent Dahirel , Pierre Illien

We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…

Statistical Mechanics · Physics 2009-11-11 Cristobal Lopez

We discuss the situations under which Brownian yet non-Gaussian (BnG) diffusion can be observed in the model of a particle's motion in a random landscape of diffusion coefficients slowly varying in space. Our conclusion is that such…

Statistical Mechanics · Physics 2020-01-15 E. B. Postnikov , A. Chechkin , I. M. Sokolov

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay
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