The Fokker–Planck equation for the translational modes of an inelastic system of Brownian particles in a non-equilibrium bath of light particles is derived from first principles of statistical mechanics. The bath and internal modes relax on a time scale that is much shorter than that of the...

A liquid droplet immersed in a fluid subjected to a temperature gradient tends to move in the direction of higher temperature due to the temperature dependence of surface tension. In a suspension of many droplets the motion is determined by an interplay of hydrodynamic and thermal interactions....

We study the dynamic properties of a system of N interacting Brownian particles immersed in a two-dimensional periodic potential in relation to superionic conductors. By varying the density of the mobile ions and the strength of the pair interaction, we investigate commensurability and...

The detrended fluctuation analysis (DFA) is used to sort out temporal correlations in financial data. Its usefulness for the investigations of long-range power-law correlations in economic sequences is shown. Our findings of persistent and antipersistent sequences are suprisingly similar to...

The greatest relaxation time for an assembly of three-dimensional rigid rotators in an axially symmetric bistable potential is obtained exactly in terms of continued fractions as a sum of the zero frequency decay functions (averages of the Legendre polynomials) of the system. This is...

Investigations on diffusion in systems with memory [I.V.L. Costa, R. Morgado, M.V.B.T. Lima, F.A. Oliveira, Europhys. Lett. 63 (2003) 173] have established a hierarchical connection between mixing, ergodicity, and the fluctuation–dissipation theorem (FDT). This hierarchy means that ergodicity...

In a global network, which consists of many connected local networks, the self-organization processes are studied. The coupling between networks is taken into account in addition to the coupling between neurons. As dynamics of neural network two cases are treated: (1) the chaotic Brownian...

The characterization of the erythrocytes’ viscoelastic properties is studied from the perspective of bounded correlated random walk (Brownian motion), based on the assumption that diffractometric data involves both deterministic and stochastic components. The photometric readings are obtained...

An important class of random walks includes those in which the random increment at time step t depends on the complete history of the process. We consider a recently proposed discrete-time non-Markovian random walk process characterized by a memory parameter p. We numerically calculate the first...

An alternative method of how to characterize, at equilibrium, the diffusion process of a Brownian charged particle (heavy ion) in a fluid in presence of an electromagnetic field is presented. The theory is formulated via a Langevin equation associated with the ion's velocity vector, which is...