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Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…

Statistical Mechanics · Physics 2025-03-10 Michał Balcerek , Adrian Pacheco-Pozo , Agnieszka Wyłomanska , Krzysztof Burnecki , Diego Krapf

We provide a complete characterization of the class of one-dimensional time-homogeneous diffusions consistent with a given law at an exponentially distributed time using classical results in diffusion theory. To illustrate we characterize…

Probability · Mathematics 2012-06-28 Martin Klimmek

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…

Soft Condensed Matter · Physics 2021-07-14 Efe Ilker , Michele Castellana , Jean-François Joanny

We study numerically the motion of a one dimensional array of Brownian particles in a washboard potential, driven by an external stochastic force and interacting via short range repulsive forces. In particular, we investigate the role of…

Statistical Mechanics · Physics 2009-11-11 Giulio Costantini , Fabio Cecconi , Umberto Marini-Bettolo-Marconi

We investigate the dynamics of a single tracer particle performing Brownian motion in a two-dimensional course of randomly distributed hard obstacles. At a certain critical obstacle density, the motion of the tracer becomes anomalous over…

Soft Condensed Matter · Physics 2010-11-19 Teresa Bauer , Felix Höfling , Tobias Munk , Erwin Frey , Thomas Franosch

We study subdiffusive ratchet transport in periodically and randomly flashing potentials. Central Brownian particle is elastically coupled to surrounding auxiliary Brownian quasi-particles which account for the influence of viscoelastic…

Statistical Mechanics · Physics 2012-06-04 Vasyl Kharchenko , Igor Goychuk

The transport of self-propelled particles such as bacteria and phoretic swimmers through crowded heterogeneous environments is relevant to many natural and engineering processes, from biofilm formation and contamination processes to…

Fluid Dynamics · Physics 2019-04-10 Roberto Alonso-Matilla , Brato Chakrabarti , David Saintillan

We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…

Statistical Mechanics · Physics 2010-12-14 S. L. Narasimhan , A. Baumgaertner

Non-typical transport phenomena may arise when randomly driven particles remain in an active relationship with the environment instead of being passive. If we attribute to Brownian particles an ability to induce alterations of the…

Statistical Mechanics · Physics 2009-10-31 Piotr Garbaczewski

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

In this article, results have been presented for the two-time correlation functions for a free and a harmonically confined Brownian particle in a simple shear flow. For a free Brownian particle, the motion along the direction of shear…

Soft Condensed Matter · Physics 2018-05-17 D. Chakraborty

We study numerically the influence of density and strain rate on the diffusion and mobility of a single tagged particle in a sheared colloidal suspension. We determine independently the time-dependent velocity autocorrelation functions and,…

Soft Condensed Matter · Physics 2011-07-01 Boris Lander , Udo Seifert , Thomas Speck

Despite extensive progress in characterizing the emergent behavior of active matter, the microscopic origins of self-diffusion in interacting active systems remain poorly understood. Here, we develop a framework that quantitatively links…

Soft Condensed Matter · Physics 2026-01-21 Akinlade Akintunde , Stewart A. Mallory

Two deterministic models for Brownian motion are investigated by means of numerical simulations and kinetic theory arguments. The first model consists of a heavy hard disk immersed in a rarefied gas of smaller and lighter hard disks acting…

Chaotic Dynamics · Physics 2009-11-13 Fabio Cecconi , Massimo Cencini , Angelo Vulpiani

We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…

Statistical Mechanics · Physics 2007-05-23 M. Katori , H. Tanemura

The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…

Statistical Mechanics · Physics 2023-08-31 Yingjie Liang , Wei Wang , Ralf Metzler

The diffusive transport in two-dimensional incompressible turbulent fields is investigated with the aid of high-quality direct numerical simulations. Three classes of turbulence spectra that are able to capture both short and long-range…

Fluid Dynamics · Physics 2023-03-24 D. I. Palade , L. M. Pomârjanschi , M. Ghită

Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random…

Soft Condensed Matter · Physics 2014-09-23 P. Massignan , C. Manzo , J. A. Torreno-Pina , M. F. García-Parajo , M. Lewenstein , G. J. Lapeyre

The transport phenomenon of active particles confined in 3D(three dimensional) corrugated confined channel with Gaussian noises is investigated. Large noise intensity perpendicular to the symmetry axis is good for the diffusion and current…

Soft Condensed Matter · Physics 2022-09-01 Bing Wang

We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…

Probability · Mathematics 2016-11-28 Nicolas Meunier , Clément Mouhot , Raphaël Roux