Physically consistent numerical solver for time-dependent Fokker-Planck equations.

We present a simple thermodynamically consistent method for solving time-dependent Fokker-Planck equations (FPE) for overdamped stochastic processes, also known as Smoluchowski equations. It yields both transition and steady-state behavior and allows for computations of moment-generating and large-deviation functions of observables defined along stochastic trajectories, such as the fluctuating particle current, heat, and work. The key strategy is to approximate the FPE by a master equation with transition rates in configuration space that obey a local detailed balance condition for arbitrary discretization. Its time-dependent solution is obtained by a direct computation of the time-ordered exponential, representing the propagator of the FPE, by summing over all possible paths in the discretized space. The method thus not only preserves positivity and normalization of the solutions but also yields a physically reasonable total entropy production, regardless of the discretization. To demonstrate the validity of the method and to exemplify its potential for applications, we compare it against Brownian-dynamics simulations of a heat engine based on an active Brownian particle trapped in a time-dependent quartic potential.

Microscopic derivation of the hydrodynamics of active-Brownian-particle suspensions.

We derive the hydrodynamic equations of motion for a fluid of active particles described by underdamped Langevin equations that reduce to the active-Brownian-particle model, in the overdamped limit. The contraction into the hydrodynamic description is performed by locally averaging the particle dynamics with the nonequilibrium many-particle probability density, whose formal expression is found in the physically relevant limit of high friction through a multiple-time-scale analysis. This approach permits us to identify the conditions under which self-propulsion can be subsumed into the fluid stress tensor and thus to define systematically and unambiguously the local pressure of the active fluid.

Interacting Brownian dynamics in a nonequilibrium particle bath.

We set up a mesoscopic theory for interacting Brownian particles embedded in a nonequilibrium environment, starting from the microscopic interacting many-body theory. Using nonequilibrium linear-response theory, we characterize the effective dynamical interactions on the mesoscopic scale and the statistics of the nonequilibrium environmental noise, arising upon integrating out the fast degrees of freedom. As hallmarks of nonequilibrium, the breakdown of the fluctuation-dissipation and action-reaction relations for Brownian degrees of freedom is exemplified with two prototypical models for the environment, namely active Brownian particles and stirred colloids.

Friction and noise for a probe in a nonequilibrium fluid.

We investigate the fluctuation dynamics of a probe around a deterministic motion induced by interactions with driven particles. The latter constitute the nonequilibrium medium in which the probe is immersed and is modeled as overdamped Langevin particle dynamics driven by nonconservative forces. The expansion that yields the friction and noise expressions for the reduced probe dynamics is based on linear response around a time-dependent nonequilibrium condition of the medium. The result contains an extension of the second fluctuation-dissipation relation between friction and noise for probe motion in a nonequilibrium fluid.