Related papers: Multiple time-scale approach for a system of Brown…
Brownian dynamics algorithms integrate numerically Langevin equations and allow to probe long time scales in simulations. A common requirement for such algorithms is that interactions in the system should vary little during an integration…
We consider a charged Brownian gas under the influence of external and non uniform electric, magnetic and mechanical fields, immersed in a non uniform bath temperature. With the collision time as an expansion parameter, we study the…
We develop a kinetic theory of Brownian particles with long and short range interactions. We consider both overdamped and inertial models. In the overdamped limit, the evolution of the spatial density is governed by the generalized mean…
The dynamical evolution of a Brownian particle in an inhomogeneous medium with spatially varying friction and temperature field is important to understand conceptually. It requires to address the basic problem of relative stability of…
Standard algorithms for the numerical integration of the Langevin equation require that interactions are slowly varying during to the integration timestep. This in not the case for hard-body systems, where there is no clearcut between the…
We consider a system of classical Brownian particles interacting via a smooth long-range potential in the mean-field regime, and we analyze the propagation of chaos in form of sharp, uniform-in-time estimates on many-particle correlation…
Smoluchowski's equation is a macroscopic description of a many particle system with coagulation and shattering interactions. We give a microscopic model of the system from which we derive this equation rigorously. Provided the existence of…
Using the scheme of mesoscopic nonequilibrium thermodynamics, we construct the one- and two- particle Fokker-Planck equations for a system of interacting Brownian particles. By means of these equations we derive the corresponding balance…
The Klein-Kramers equation, governing the Brownian motion of a classical particle in quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large…
An active Brownian particle is a minimal model for a self-propelled colloid in a dissipative environment. Experiments and simulations show that, in the presence of boundaries and obstacles, active Brownian particle systems approach…
Coarse-grained Langevin-type effective field equations are derived for classical systems of particles. These equations include the effects of thermal fluctuation and dissipation which may arise from coupling to an external bath, as in the…
We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…
The path-integral representation of Smoluchowski equation is exploited to explore the stochastic dynamics of a tagged Brownian particle within an interacting system where hydrodynamic effects are neglected. In particular, this formalism is…
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…
A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…
We compute the entropy production engendered in the environment from a single Brownian particle which moves in a mean flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding…
We study a spatial Markovian particle system with pairwise coagulation, a spatial version of the Marcus--Lushnikov process: according to a coagulation kernel $K$, particle pairs merge into a single particle, and their masses are united. We…
The influence of the environment in the thermal equilibrium properties of a bipartite continuous variable quantum system is studied. The problem is treated within a system-plus-reservoir approach. The considered model reproduces the…
We solve the initial value problem for the linearized mean field Kramers equation describing Brownian particles with long-range interactions in the $N\rightarrow +\infty$ limit. We show that the dielectric function can be expressed in terms…
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…