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Related papers: Exact and asymtotic formulas for overdamped Browni…

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A formally exact relation is derived which connects thermodynamically non-equilibrium evolution of gas density distribution after its arbitrary strong spatially non-uniform perturbation and evolution of many-particle correlations between…

Statistical Mechanics · Physics 2007-06-01 Yuriy E. Kuzovlev

We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…

Probability · Mathematics 2013-06-06 David J. W. Simpson , Rachel Kuske

We revisit the model of a quantum Brownian oscillator linearly coupled to an environment of quantum oscillators at finite temperature. By introducing a compact and particularly well-suited formulation, we give a rather quick and direct…

Quantum Physics · Physics 2011-05-17 C. H. Fleming , Albert Roura , B. L. Hu

We consider the collective motion of finite-sized, overdamped Brownian particles (e.g., motor proteins) in a periodic potential. Simulations of our model have revealed a number of novel cooperative transport phenomena, including (i) the…

Statistical Mechanics · Physics 2009-10-31 Imre Derenyi , Tamas Vicsek

There is currently much interest in the development of improved trajectory-based methods for the simulation of nonadiabatic processes in complex systems. An important goal for such methods is the accurate calculation of the rate constant…

Chemical Physics · Physics 2014-09-04 Jeremy O. Richardson , Michael Thoss

In the present paper, an expansion of the transition density of Hyperbolic Brownian motion with drift is given, which is potentially useful for pricing and hedging of options under stochastic volatility models. We work on a condition on the…

Computational Finance · Quantitative Finance 2017-05-03 Yuuki Ida , Yuri Imamura

We report a theoretical study of an overdamped Brownian particle dynamics in the presence of both a spatially modulated one-dimensional periodic potential and a periodic alternating force (AF). As the periodic potential has a low symmetry…

Statistical Mechanics · Physics 2013-05-29 M. V. Fistul

We aim to clarify confusions in the literature as to whether or not dynamical density functional theories for the one-body density of a classical Brownian fluid should contain a stochastic noise term. We point out that a stochastic as well…

Statistical Mechanics · Physics 2007-05-23 Andrew J. Archer , Markus Rauscher

We develop a generalized hyperdynamics method, which is able to simulate slow dynamics in atomistic general (both energy and entropy-dominated) systems. We show that a few functionals of the pair correlation function, involving two-body…

Statistical Mechanics · Physics 2009-11-11 Xin Zhou , Yi Jiang , Kurt Kremer , Hans Ziock , Steen Rasmussen

A Wigner-Klein-Kramers equation is proposed, which merges relativistic, quantum and thermo dynamics. The relativistic effect on quantum Brownian motion is studied via the Breit-Fermi Hamiltonian applied into a dissipative Madelung…

Quantum Physics · Physics 2013-03-12 Roumen Tsekov

We study the driven Brownian motion of hard rods in a one-dimensional cosine potential with an amplitude large compared to the thermal energy. In a closed system, we find surprising features of the steady-state current in dependence of the…

Statistical Mechanics · Physics 2018-10-24 Dominik Lips , Artem Ryabov , Philipp Maass

We analyze the dynamics of a Brownian gas in contact with a heat bath in which large temperature fluctuations occur. There are two distinct time scales present, one describes the decay of the fluctuations in the temperature and the other…

Statistical Mechanics · Physics 2009-11-11 I. Santamaria-Holek , R. F. Rodriguez

Brownian dynamics is a popular fine-grained method for simulating systems of interacting particles, such as chemical reactions. Though the method is simple to simulate, it is generally assumed that the dynamics is impossible to solve…

Statistical Mechanics · Physics 2016-05-19 Stephen Smith , Ramon Grima

We present a numerical scheme for simulating the dynamics of Brownian particles suspended in a fluid. The motion of the particles is tracked by the Langevin equation, whereas the host fluid flow is analyzed by using the lattice Boltzmann…

Mesoscale and Nanoscale Physics · Physics 2019-10-30 Hiroaki Yoshida , Tomoyuki Kinjo , Hitoshi Washizu

Brownian Dynamics simulations are an important tool for modeling the dynamics of soft matter. However, accurate and rapid computations of the hydrodynamic interactions between suspended, microscopic components in a soft material is a…

Fluid Dynamics · Physics 2018-03-14 Andrew M. Fiore , James W. Swan

We write equations of motion for density variables that are equivalent to Newtons equations. We then propose a set of trial equations parameterised by two unknown functions to describe the exact equations. These are chosen to best fit the…

Soft Condensed Matter · Physics 2009-11-07 E. Zaccarelli , G. Foffi , P. De Gregorio , F. Sciortino , P. Tartaglia , K. A. Dawson

We study impact of inertia on directed transport of a Brownian particle under non-equilibrium conditions: the particle moves in a one-dimensional periodic and symmetric potential, is driven by both an unbiased time-periodic force and a…

Statistical Mechanics · Physics 2021-03-25 Aleksandra Słapik , Jerzy Łuczka , Jakub Spiechowicz

We investigate a two-dimensional system of interacting Active Brownian Particles. Using the Martin-Siggia-Rose-Janssen-de Dominicis formalism, we built up the generating functional for correlation functions. We study in detail the…

Statistical Mechanics · Physics 2024-04-26 Nathan O. Silvano , Daniel G. Barci

An equation for the reduced density matrix which describes a free particle, that is interacting with a linearly dissipative medium, is derived using the total Hamiltonian, and without resorting to any artificial model. A Master equation is…

Statistical Mechanics · Physics 2007-05-23 W. H. Richardson

By introducing the notion of a dynamic overlap concentration scale, we identify universal and previously unreported features of the mechanical properties of active colloids. These features are codified by recognizing that the characteristic…

Soft Condensed Matter · Physics 2021-11-10 Stewart A. Mallory , Ahmad K. Omar , John F. Brady
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