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We study the statistical properties of the variation of the kinetic energy of a spherical Brownian particle that freely moves in an incompressible fluid at constant temperature. Based on the underdamped version of the generalized Langevin…
Wang et al. [PNAS 106 (2009) 15160] have found that in several systems the linear time dependence of the mean-square displacement (MSD) of diffusing colloidal particles, typical of normal diffusion, is accompanied by a non-Gaussian…
Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…
Brownian diffusion of rod-like polymers in the presence of randomly distributed spherical obstacles is studied using molecular dynamics (MD) simulations. It is observed that dependence of the reduced diffusion coefficient of these…
We investigate the hydrodynamic properties of a fluid simulated with a mesoscopic solvent model. Two distinct regimes are identified, the `particle regime' in which the dynamics is gas-like, and the `collective regime' where the dynamics is…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
A correlated random walk approach to diffusion is applied to the disordered nonoverlapping Lorentz gas. By invoking the Lu-Torquato theory for chord-length distributions in random media [J. Chem. Phys. 98, 6472 (1993)], an analytic…
With a view to statistical inference for discretely observed diffusion models, we propose simple methods of simulating diffusion bridges, approximately and exactly. Diffusion bridge simulation plays a fundamental role in likelihood and…
A model for anomalous transport of tracer particles diffusing in complex media in two dimensions is proposed. The model takes into account the characteristics of persistent motion that active bath transfer to the tracer, thus the model…
A recent experiment [Sadoon AA, Wang Y. 2018 Phys. Rev. E 98, 042411] has revealed that nucleoid associated proteins (i.e., DNA-binding proteins) exhibit highly heterogeneous diffusion processes in bacteria where not only the diffusion…
The mean square displacement per collision of a molecule immersed in a gas at equilibrium is given by its mean square displacement between two consecutive collisions (mean square free path) corrected by a prefactor in the form of a series.…
The experiments of Leptos et al. [Phys. Rev. Lett. 103, 198103 (2009)] show that the displacements of small particles affected by swimming microorganisms achieve a non-Gaussian distribution, which nevertheless scales diffusively -- the…
A microscopic model able to describe simultaneously the dynamic viscosity and the self-diffusion coefficient of fluids is presented. This model is shown to emerge from the introduction of fractional calculus in a usual model of condensed…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
Self-diffusion coefficients, $D^*$, are routinely estimated from molecular dynamics simulations by fitting a linear model to the observed mean-squared displacements (MSDs) of mobile species. MSDs derived from simulation exhibit statistical…
We study the motion of a particle sliding under the action of an external field on a stochastically fluctuating one-dimensional Edwards-Wilkinson surface. Numerical simulations using the single-step model shows that the mean-square…
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…
Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…
The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…
Simultaneous diffusive and inertial motion of Brownian particles in laminar Couette flow is investigated via Lagrangian and Eulerian descriptions to determine the effect of particle inertia on diffusive transport in the long-time. The…