Related papers: Generalized quantum Fokker-Planck, diffusion and S…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on quantized noncommutative Riemannian manifolds and show how a…
We show how the quantum analog of the Fokker-Planck equation for describing Brownian motion can be obtained as the diffusive limit of the quantum linear Boltzmann equation. The latter describes the quantum dynamics of a tracer particle in a…
Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…
Are Markovian master equations for quantum Brownian motion independent of model assumptions used in the derivation and, thus, universal? With the aim of answering this question, we use a random band-matrix model for the system-bath…
We derive the generalized Markovian description for the non-equilibrium Brownian motion of a heated particle in a simple solvent with a temperature-dependent viscosity. Our analytical results for the generalized fluctuation-dissipation and…
The theory of quantum Brownian motion describes the properties of a large class of open quantum systems. Nonetheless, its description in terms of a Born-Markov master equation, widely used in the literature, is known to violate the…
The range of validity of the semiclassical Smoluchowski equation derived recently by Coffey et al is discussed. The analysis is based on the quantum Smoluchowski equation derived by the present author before. A quantum generalization of the…
Dynamics of complex systems is often hierarchically organized on different time scales. To understand the physics of such hierarchy, here Brownian motion of a particle moving through a fluctuating medium with slowly varying temperature is…
Brownian motion in periodic potentials has been widely investigated in statistical physics and related interdisciplinary fields. In the overdamped regime, it has been well-known that the diffusion constant $D^*$ is given by the…
The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…
The Fokker-Planck equation for the probability $f(r,t)$ to find a random walker at position $r$ at time $t$ is derived for the case that the the probability to make jumps depends nonlinearly on $f(r,t)$. The result is a generalized form of…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…
We develop two-dimensional Brownian dynamics simulations to examine the motion of disks under thermal fluctuations and Hookean forces. Our simulations are designed to be experimental-like, since the experimental conditions define the…
A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…
We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the backward-Ito rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in…
We briefly review the problem of Brownian motion and describe some intriguing facets. The problem is first treated in its original form as enunciated by Einstein, Langevin, and others. Then, utilizing the problem of Brownian motion as a…
We propose a general method to identify nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) as gradient flows on the space of probability measures on $\mathbb{R}^d$ with a natural differential geometry. Our notion of gradient…