Related papers: Exact and asymtotic formulas for overdamped Browni…

We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…

We present an efficient method to perform overdamped Brownian dynamics simulations in external force fields and for particle interactions that include a hardcore part. The method applies to particle motion in one dimension, where it is…

We outline a reduction scheme for a class of Brownian dynamics which leads to meaningful corrections to the Smoluchowski equation in the overdamped regime. The mobility coefficient of the reduced dynamics is obtained by exploiting the…

For classical Brownian systems driven out of equilibrium we derive inhomogeneous two-time correlation functions from functional differentiation of the one-body density and current with respect to external fields. In order to allow for…

Quantum brownian motion is a fundamental model for a proper understanding of open quantum systems in different contexts such as chemistry, condensed matter physics, bio-physics and opto- mechamics. In this paper we propose a novel approach…

It is known that a full description of Brownian motion in the entire course of time should incorporate both kinetic and hydrodynamic effects, but a formula accounts for both effects has been established only in three dimension and only for…

Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…

We derive a dynamic Ornstein-Zernike equation for classical fluids undergoing overdamped Brownian motion and driven out of equilibrium. Inhomogeneous two-time correlation functions are obtained from functional differentiation of the…

We present the exact adiabatic theory for the dynamics of the inhomogeneous density distribution of a classical fluid. Erroneous particle number fluctuations of dynamical density functional theory are absent, both for canonical and grand…

Fluctuating hydrodynamics has been successfully combined with several computational methods to rapidly compute the correlated random velocities of Brownian particles. In the overdamped limit where both particle and fluid inertia are…

We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…

We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…

This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated…

Theoretical approaches to nonequilibrium many-body dynamics generally rest upon an adiabatic assumption, whereby the true dynamics is represented as a sequence of equilibrium states. Going beyond this simple approximation is a notoriously…

In this paper we study the asymptotic behaviour of weighted random sums when the sum process converges stably in law to a Brownian motion and the weight process has continuous trajectories, more regular than that of a Brownian motion. We…

We discuss physical and mathematical aspects of the over-damped motion of a Brownian particle in fluctuating potentials. It is shown that such a system can be described quantitatively by fluctuating rates if the potential fluctuations are…

We study single-variable approaches for describing stochastic dynamics with small inertia. The basic models we deal with describe passive Brownian particles and phase elements (phase oscillators, rotators, superconducting Josephson…

We present a theory for the steady-state dynamics of a two-dimensional system of spherically symmetric active Brownian particles. The derivation of the theory consists of two steps. First, we integrate out the self-propulsions and obtain a…

Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one dimensional periodic potential. Two different approaches to the large deviation…

Estimating dynamic correlation between a pair of time series is of importance in many applications. We present new estimators for the dynamic correlation between a pair of correlated Brownian motions and separately for dynamic correlation…