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A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

Statistical Mechanics · Physics 2026-01-29 Soumyabrata Saha , Tridib Sadhu

Space dependent diffusion of micrometer sized particles has been directly observed using digital video microscopy. The particles were trapped between two nearly parallel walls making their confinement position dependent. Consequently, not…

Statistical Mechanics · Physics 2009-10-31 P. Lancon , G. Batrouni , L. Lobry , N. Ostrowsky

Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…

Mathematical Physics · Physics 2025-07-29 David Sabin-Miller , Daniel M. Abrams

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

Inertia does not generally affect the long-time diffusion of passive overdamped particles in fluids. Yet a model starting from the Langevin equation predicts a surprising property of particles coated with ligands, that bind reversibly to…

Soft Condensed Matter · Physics 2022-10-05 Sophie Marbach , Miranda Holmes-Cerfon

The evolution of finitely many particles obeying Langevin dynamics is described by Dean-Kawasaki equations, a class of stochastic equations featuring a non-Lipschitz multiplicative noise in divergence form. We derive a regularised…

Probability · Mathematics 2019-09-10 Federico Cornalba , Tony Shardlow , Johannes Zimmer

We obtain a non-linear generalization of the relativistic diffusion of particles with spin. We discuss diffusion equations whose non-linearity is a consequence of quantum statistics. We show that the assumptions of the relativistic…

High Energy Physics - Theory · Physics 2011-06-20 Z. Haba

Hypothesis: Diffusion in confinement is an important fundamental problem with significant implications for applications of supported liquid phases. However, resolving the spatially dependent diffusion coefficient, parallel and perpendicular…

Self-diffusion, $D$, in a system of particles that interact with a pseudo hard sphere potential is analyzed. Coupling with a solvent is represented by a Langevin thermostat, characterized by the damping time $t_d$. The hypotheses that…

Statistical Mechanics · Physics 2023-02-08 L. Marchioni , M. A. Di Muro , M. Hoyuelos

Over a century ago, Einstein formulated a precise mathematical model for describing Brownian motion. While this model adequately explains the diffusion of micron-sized particles in fluids, its limitations become apparent when applied to…

Soft Condensed Matter · Physics 2025-04-22 Harish Srinivasan , V. K. Sharma , S. Mitra

We present a numerical and partially analytical study of classical particles obeying a Langevin equation that describes diffusion on a surface modeled by a two dimensional potential. The potential may be either periodic or random. Depending…

Statistical Mechanics · Physics 2009-11-10 A. M. Lacasta , J. M. Sancho , A. H. Romero , I. M. Sokolov , K. Lindenberg

A variety of enhanced statistical and numerical methods are now routinely used to extract comprehensible and relevant thermodynamic information from the vast amount of complex, high-dimensional data obtained from intensive molecular…

Soft Condensed Matter · Physics 2020-10-14 Francois Sicard , Vladimir Koskin , Alessia Annibale , Edina Rosta

The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…

Statistical Mechanics · Physics 2022-01-05 Yao Chen , Xudong Wang

The diffusion behavior of an active Brownian particle (ABP) in polymer solutions is studied using Langevin dynamics simulations. We find that the long time diffusion coefficient $D$ can show a non-monotonic dependence on the particle size…

Soft Condensed Matter · Physics 2018-01-11 Yunfei Du , Zhonghuai Hou

Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…

Statistical Mechanics · Physics 2020-07-22 Subhajit Acharya , Biman Bagchi

A nonlinear master equation is derived, reflecting properly the entropy of open quantum systems. In contrast to linear alternatives, its equilibrium solution is exactly the canonical Gibbs density matrix. The corresponding nonlinear…

Quantum Physics · Physics 2021-02-08 Roumen Tsekov

This paper considers a large class of nonlinear integro-differential scalar equations which involve an anomalous diffusion (e.g. driven by a fractional Laplacian) and a non-local singular convolution kernel. Each of those singular equations…

Probability · Mathematics 2025-01-07 Christian Olivera , Marielle Simon

A Markov evolution of a system of point particles in $\mathbb{R}^d$ is described at micro-and mesoscopic levels. The particles reproduce themselves at distant points (dispersal) and die, independently and under the influence of each other…

Mathematical Physics · Physics 2015-06-11 Dmitri Finkelshtein , Yuri Kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

The Kob-Andersen model is a fundamental example of a kinetically constrained lattice gas, that is, an interacting particle system with Kawasaki type dynamics and kinetic constraints. In this model, a particle is allowed to jump when…

Probability · Mathematics 2020-03-06 Anatole Ertul , Assaf Shapira

We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…

Probability · Mathematics 2012-10-02 Ioannis Karatzas , Soumik Pal , Mykhaylo Shkolnikov