Active Brownian particles with velocity-alignment and active fluctuations

We consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the heading of an individual active particle. In the simplest case studied here, they are assumed as independent stochastic forces parallel (speed noise) and perpendicular (angular noise) to the velocity of the particle. On the other hand, passive fluctuations are defined by a noise vector independent of the direction of motion of a particle, and may account for example for thermal fluctuations. We derive a macroscopic description of the active Brownian particle gas with velocity-alignment interaction. Hereby, we start from the individual based description in terms of stochastic differential equations (Langevin equations) and derive equations of motion for the coarse grained kinetic variables (density, velocity and temperature) via a moment expansion of the corresponding probability density function. We focus here in particular on the different impact of active and passive fluctuations on the onset of collective motion and show how active fluctuations in the active Brownian dynamics can change the phase-transition behaviour of the system. In particular, we show that active angular fluctuation lead to an earlier breakdown of collective motion and to emergence of a new bistable regime in the mean-field case.Comment: 5 figures, 22 pages, submitted to New Journal of Physic

A Stochastic Immersed Boundary Method for Fluid-Structure Dynamics at Microscopic Length Scales

In this work it is shown how the immersed boundary method of (Peskin2002) for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with stiffness in the system of equations by handling systematically the statistical contributions of the fastest dynamics of the fluid and immersed structures over long time steps. An important feature of the numerical method is that time steps can be taken in which the degrees of freedom of the fluid are completely underresolved, partially resolved, or fully resolved while retaining a good level of accuracy. Error estimates in each of these regimes are given for the method. A number of theoretical and numerical checks are furthermore performed to assess its physical fidelity. For a conservative force, the method is found to simulate particles with the correct Boltzmann equilibrium statistics. It is shown in three dimensions that the diffusion of immersed particles simulated with the method has the correct scaling in the physical parameters. The method is also shown to reproduce a well-known hydrodynamic effect of a Brownian particle in which the velocity autocorrelation function exhibits an algebraic tau^(-3/2) decay for long times. A few preliminary results are presented for more complex systems which demonstrate some potential application areas of the method.Comment: 52 pages, 11 figures, published in journal of computational physic

Levy--Brownian motion on finite intervals: Mean first passage time analysis

We present the analysis of the first passage time problem on a finite interval for the generalized Wiener process that is driven by L\'evy stable noises. The complexity of the first passage time statistics (mean first passage time, cumulative first passage time distribution) is elucidated together with a discussion of the proper setup of corresponding boundary conditions that correctly yield the statistics of first passages for these non-Gaussian noises. The validity of the method is tested numerically and compared against analytical formulae when the stability index $\alpha$ approaches 2, recovering in this limit the standard results for the Fokker-Planck dynamics driven by Gaussian white noise.Comment: 9 pages, 13 figure