Related papers: Exact diffusion coefficient of self-gravitating Br…
We introduce a stochastic model of two-dimensional Brownian vortices associated with the canonical ensemble. The point vortices evolve through their usual mutual advection but they experience in addition a random velocity and a systematic…
The method employed by Einstein to derive his famous relation between the diffusion coefficient and the friction coefficient of a Brownian particle is used to derive a generalized Einstein relation for the mutual diffusion coefficient of a…
We study the problem of the computation of the effective diffusion constant of a Brownian particle diffusing in a random potential which is given by a function $V(\phi)$ of a Gaussian field $\phi$. A self similar renormalization group…
A stochastic differential equation that describes the dynamics of single-domain magnetic particles at any temperature is derived using a classical formalism. The deterministic terms recover existing theory and the stochastic process takes…
We prove exponential decay of the off-diagonal correlation function in the two-dimensional homogeneous Bose gas when a^2 \rho is small and the temperature T satisfies T > 4 \pi \rho / \ln |\ln(a^2\rho). Here, a is the scattering length of…
We study the statistical mechanics of classical self-gravitating systems confined within a box of radius $R$ in general relativity. It has been found that the caloric curve $T_{\infty}(E)$ has the form of a double spiral whose shape depends…
We study extreme-value statistics of Brownian trajectories in one dimension. We define the maximum as the largest position to date and compare maxima of two particles undergoing independent Brownian motion. We focus on the probability P(t)…
We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…
The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…
The critical properties displayed by an ideal 2D Bose gas trapped in a harmonic potential are determined and characterized in an exact numerical fashion. Beyond thermodynamics, addressed in terms of the global pressure and volume which are…
We study the Brownian dynamics of a solid particle on a vibrating solid surface. Phenomenologically, the interaction between the two solid surfaces is modeled by solid friction, and the Gaussian white noise models the vibration of the solid…
We consider an ideal gas of active Brownian particles that undergo self-propelled motion and both translational and rotational diffusion under the influence of gravity. We solve analytically the corresponding Smoluchowski equation in two…
We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…
We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…
We consider the canonical ensemble of a system of point particles on the sphere interacting via a logarithmic pair potential. In this setting, we study the associated Gibbs measure and partition function, and we derive explicit formulas…
In this study, we investigate the behavior of free inertial Active Brownian Particles (ABP) in the presence of thermal noise. While finding a closed-form solution for the joint distribution of positions, orientations, and velocities using…
We study a gas of $N$ Brownian particles in the presence of a common stochastic diffusivity $D(t)=B^2(t)$, where $B(t)$ represents a one-dimensional Brownian motion at time $t$. Starting from all the particles localized at the origin, the…
The main focus of this work is on the predictions made by the dielectric formalism in regard to the relationship between single-particle and collective excitation spectra in a gas of point-like charged bosons at finite temperature $T$ below…
Transport of point-size Brownian particles under the influence of a constant and uniform force field through a three-dimensional channel with smoothly varying periodic cross-section is investigated. Here, we employ an asymptotic analysis in…
The relativistic generalization of a free Brownian motion theory is presented. The global characteristics of the relaxation are {\it explicitly} found for the velocity and momentum (stochastic) kinetics. It is shown that the thermal…