Related papers: Macroscopic description of particle systems with n…
The state-dependent diffusion, which concerns the Brownian motion of a particle in inhomogeneous media has been described phenomenologically in a number of ways. Based on a system-reservoir nonlinear coupling model we present a microscopic…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
An interacting particle system made of diffusion processes with local interaction is considered and the macroscopic limit to a nonlinear PDE is investigated. Few rigorous results exists on this problem and in particular the explicit form of…
We propose a Langevin equation for systems in an environment with nonuniform temperature. At odds with an older proposal, ours admits a locally Maxwellian steady state, local equipartition holds and for detailed-balanced (reversible)…
The Langevin equation is a common tool to model diffusion at a single-particle level. In non-homogeneous environments, such as aqueous two-phase systems or biological condensates with different diffusion coefficients in different phases,…
In this paper we provide a physical interpretation of It\^o-process resulting in thermal equilibrium distribution of a Brownian particle experiencing coordinate dependent diffusion. Since the local quantities like diffusivity would go…
Evidence suggests that the transport rate of a passive particle at long timescales is enhanced due to interactions with the surrounding active ones in a size- and composition-dependent manner. Using a system of particles with different…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
We show that, simultaneous local scaling of coordinate and time keeping the velocity unaltered is a symmetry of an It\^o-process. Using this symmetry, any It\^o-process can be mapped to a universal additive Gaussian-noise form. We use this…
We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…
Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…
The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…
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…
In this paper, the first microscopic approach to the Brownian motion is developed in the case where the mass density of the suspending bath is of the same order of magnitude as that of the Brownian (B) particle. Starting from an extended…
We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
Considering the example of interacting Brownian particles we present a linear response derivation of the boundary condition for the corresponding hydrodynamic description (the diffusion equation). This requires us to identify a non-analytic…