相关论文: Numerical Simulation of the Perrin - like Experime…
Donsker Theorem is perhaps the most famous invariance principle result for Markov processes. It states that when properly normalized, a random walk behaves asymptotically like a Brownian motion. This approach can be extended to general…
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
We study the dynamics of an overdamped Brownian particle in a thermal bath that contains a dilute solution of active particles. The particle moves in a harmonic potential and experiences Poisson shot-noise kicks with specified amplitude…
Brownian motion occurs in a variety of fluids, from rare gases to liquids. The Langevin equation, describing friction and agitation forces in statistical balance, is one of the most successful ways to treat the phenomenon. In rare gases, it…
Spherical Janus particles are one of the most prominent examples for active Brownian objects. Here, we study the diffusiophoretic motion of such microswimmers in experiment and in theory. Three stages are found: simple Brownian motion at…
A new and very general technique for simulating solid-fluid suspensions is described; its most important feature is that the computational cost scales linearly with the number of particles. The method combines Newtonian dynamics of the…
Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…
We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum…
Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…
We study diffusion-controlled growth of a spherical droplet with a moving boundary using a physics-informed neural network (PINN) formulation. The governing diffusion equation is coupled to the interfacial mass balance, with the droplet…
We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…
We examine the dispersion of Brownian particles in a symmetric two dimensional channel, this classical problem has been widely studied in the literature using the so called Fick-Jacobs' approximation and its various improvements. Most…
The first of $N$ identical independently distributed (i.i.d.) Brownian trajectories that arrives to a small target, sets the time scale of activation, which in general is much faster than the arrival to the target of only a single…
The Smoluchowski approach to diffusion-controlled reactions is generalized to interacting substrate particles by including the osmotic pressure and hydrodynamic interactions of the nonideal particles in the Smoluchoswki equation within a…
Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…
In diffusion processes of solid materials, such as in the classical thermal shock problem and the recent lithium ion battery, the maximum diffusion induced stress (DIS) is a very important quantity. However a widely accepted, accurate and…
We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…
Considering the example of interacting Brownian particles we present a linear response derivation of the boundary condition for the corresponding hydrodynamic description (the diffusion equation). This requires us to identify a non-analytic…