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We derive the asymptotic winding law of a Brownian particle in the plane subjected to a tangential drift due to a point vortex. For winding around a point, the normalized winding angle converges to an inverse Gamma distribution. For winding…

Probability · Mathematics 2020-01-16 Huanyu Wen , Jean-Luc Thiffeault

We consider Brownian particles with the ability to take up energy from the environment, to store it in an internal depot, and to convert internal energy into kinetic energy of motion. Provided a supercritical supply of energy, these…

Statistical Mechanics · Physics 2009-10-31 Frank Schweitzer , Benno Tilch , Werner Ebeling

We derive explicit results for the asymptotic probability density and drift velocity in systems driven by dichotomous Markov noise, including the situation in which the asymptotic dynamics crosses {\em unstable} fixed points. The results…

Statistical Mechanics · Physics 2009-11-10 I. Bena , C. Van den Broeck , R. Kawai , Katja Lindenberg

The equations of motion governing small elastic oscillations of materials, induced by gravitational waves, are derived from the general framework of Carter and Quintana. In transverse-traceless gauge, no bulk forces are present, and the…

General Relativity and Quantum Cosmology · Physics 2023-04-17 Mario Hudelist , Thomas Mieling , Stefan Palenta

Particle currents flowing against an external driving are a fascinating phenomenon in both single-particle and interacting many-particle systems. Underlying physical mechanisms of such current reversals are not fully understood yet.…

Statistical Mechanics · Physics 2026-03-10 Moritz Wolf , Sören Schweers , Philipp Maass

Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected…

Probability · Mathematics 2007-06-13 Wouter Kager

A charged particle in a suitably strong magnetic field spirals along the field lines while slowly drifting transversely. This note provides a brief derivation of an effective Lagrangian formulation for the guiding-centre approximation that…

Plasma Physics · Physics 2025-04-03 Ted Jacobson

Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…

Statistical Mechanics · Physics 2016-09-08 Jae-Hyung Jeon , Ralf Metzler

I consider a self-gravitating, N-body system assuming that the N constituents follow regular orbits about the center of mass of the cluster, where a central massive object may be present. I calculate the average over a characteristic…

Astrophysics of Galaxies · Physics 2020-10-06 Zacharias Roupas

The stochastic rotational invariance of an integration by parts formula inspired by the Bismut approach to Malliavin calculus is proved in the framework of the Lie symmetry theory of stochastic differential equations. The non-trivial effect…

Probability · Mathematics 2025-06-16 Susanna Dehò , Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

Finite-size impurities suspended in incompressible flows distribute inhomogeneously, leading to a drastic enhancement of collisions. A description of the dynamics in the full position-velocity phase space is essential to understand the…

Chaotic Dynamics · Physics 2009-11-10 J. Bec , A. Celani , M. Cencini , S. Musacchio

Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…

Soft Condensed Matter · Physics 2013-05-15 Borge ten Hagen , Sven van Teeffelen , Hartmut Löwen

We simulate vertically shaken dense granular packings with horizontal periodic boundary conditions. A coordinated translating motion of the whole medium emerges when the horizontal symmetry is broken by disorder or defects in the packing…

Soft Condensed Matter · Physics 2022-05-20 Andrea Plati , Andrea Puglisi

The modelling of symmetric rigid dumbbell particles suspended in a Newtonian fluid, as a model of a rigid-rod polymeric solution, has been accomplished exclusively through the diffusion equation, which has been detailed elegantly by Bird et…

Soft Condensed Matter · Physics 2024-09-17 Nhan Phan-Thien , Dingyi Pan , Mona A. Kanso , Alan Jeffrey Giacomin

We study interacting Brownian particles on the half-line whose interaction occurs through boundary local times at the origin. The particle system is given by \[ X_i^n(t)=X^n_{0,i}+W_i^n(t)+L_i^n(t) +\frac{1}{n-1}\sum_{j\ne…

Probability · Mathematics 2026-05-05 Rami Atar

We discuss two-dimensional diffusion of a Brownian particle confined to a periodic asymmetric channel with soft walls modeled by a parabolic potential. In the channel, the particle experiences different noise intensities, or temperatures,…

A rotating continuum of particles attracted to each other by gravity may be modeled by the Euler-Poisson system. The existence of solutions is a very classical problem. Here it is proven that a curve of solutions exists, parametrized by the…

Analysis of PDEs · Mathematics 2017-03-14 Walter Strauss , Yilun Wu

This work is devoted to a systematic exposition of the dynamics of a rigid body, considered as a system with kinematic constraints. Having accepted the variational problem in accordance with this, we no longer need any additional postulates…

Classical Physics · Physics 2023-09-06 Alexei A. Deriglazov

Transport of a Brownian particle moving in a periodic potential is investigated in the presence of symmetric unbiased external force. The viscous medium is alternately in contact with the two heat reservoirs. We present the analytical…

Biological Physics · Physics 2010-03-22 Bao-quan Ai , Liqiu Wang , Lianggang Liu

The steady state motion of cylindrical droplets under the action of external body force is investigated both theoretically and via lattice Boltzmann simulation. As long as the shape-invariance of droplet is maintained, the droplet's…

Soft Condensed Matter · Physics 2011-02-11 Nasrollah Moradi , Fathollah Varnik , Ingo Steinbach
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