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In this work we present a general derivation of the non-Fickian behavior for the self-diffusion of identically interacting particle systems with excluded mutual passage. We show that the conditional probability distribution of finding a…

统计力学 · 物理学 2009-11-07 Markus Kollmann

The fluctuation-dissipation theorem describes the intimate connection between the Brownian diffusion of thermal particles and their drag coefficients. In the simple case of spherical particles, it takes the form of the Stokes-Einstein…

Optical tweezers setup is often used to probe the motion of individual tracer particle, which promotes the study of relaxation dynamics of a generic process confined in a harmonic potential. We uncover the dependence of ensemble- and…

统计力学 · 物理学 2020-04-15 Xudong Wang , Yao Chen , Weihua Deng

This paper rediscovers a classical homogenization result for a prototypical linear elliptic boundary value problem with periodically oscillating diffusion coefficient. Unlike classical analytical approaches such as asymptotic analysis,…

数值分析 · 数学 2018-11-16 Daniel Peterseim , Dora Varga , Barbara Verfürth

We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…

软凝聚态物质 · 物理学 2021-05-12 Davide Breoni , Hartmut Löwen , Ralf Blossey

We derive a dynamical bound on the propagation of correlations in local random quantum circuits - lattice spin systems where piecewise quantum operations - in space and time - occur with classical probabilities. Correlations are quantified…

量子物理 · 物理学 2017-05-15 Siddhartha Santra , Radhakrishnan Balu

Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…

We analyze the classical problem of the stochastic dynamics of a particle confined in a periodic potential, through the so called Il'in and Khasminskii model, with a novel semi-analytical approach. Our approach gives access to the transient…

统计力学 · 物理学 2018-01-19 Antonio Piscitelli , Massimo Pica Ciamarra

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

概率论 · 数学 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

We propose a Langevin equation to describe the quantum Brownian motion of bounded particles based on a distinctive formulation concerning both the fluctuation and dissipation forces. The fluctuation force is similar to that employed in the…

统计力学 · 物理学 2020-04-22 Mário J. de Oliveira

We consider a linear Boltzmann equation that arises in a model for quantum friction. It describes a particle that is slowed down by the emission of bosons. We study the stochastic process generated by this Boltzmann equation and we show…

数学物理 · 物理学 2024-04-25 Roland Bauerschmidt , Wojciech de Roeck , Jürg Fröhlich

We present an experimental realization of a biased optical periodic potential in the low friction limit. The noise-induced bistability between locked (torsional) and running (spinning) states in the rotational motion of a nanodumbbell is…

We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…

统计力学 · 物理学 2009-11-10 Pierre-Henri Chavanis

In this paper, we consider a microscopic semilinear elliptic equation posed in periodically perforated domains and associated with the Fourier-type condition on internal micro-surfaces. The first contribution of this work is the…

偏微分方程分析 · 数学 2020-03-04 Vo Anh Khoa , Thieu Thi Kim Thoa , Ekeoma Rowland Ijioma

We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

概率论 · 数学 2026-05-28 Paul Nikolaev

We consider the problem of an overdamped Brownian particle moving in multiscale potential with N + 1 characteristic length scales: the macroscale and N separated microscales. We show that the coarse-grained dynamics is given by an…

统计力学 · 物理学 2016-09-14 A. B. Duncan , S. Kalliadasis , G. A. Pavliotis , M. Pradas

We study the statistics of random functionals $\mathcal{Z}=\int_{0}^{\mathcal{T}}[x(t)]^{\gamma-2}dt$, where $x(t)$ is the trajectory of a one-dimensional Brownian motion with diffusion constant $D$ under the effect of a logarithmic…

统计力学 · 物理学 2023-11-01 Mattia Radice

We investigate the influence of a self-propelling, out-of-equilibrium active particle on generalized elastic systems, including flexible and semiflexible polymers, fluid membranes, and fluctuating interfaces, while accounting for…

软凝聚态物质 · 物理学 2024-01-25 Alessandro Taloni

We consider the homogenization of parabolic equations with large spatially-dependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit of vanishing correlation length of the random potential. We…

数学物理 · 物理学 2008-09-08 Guillaume Bal

In this work we studied the diffusive behavior of active brownian particles under lateral parabolic confinement. The results showed that we go from subdiffusion to ballistic motion as we vary the angular noise strength and confinement…

软凝聚态物质 · 物理学 2016-07-14 H. E. Ribeiro , F. Q. Potiguar
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