A Brownian Gas Becomes Surprisingly Correlated Under Fluctuating Diffusivity

In the quiet world of Brownian motion, a gas of tiny particles usually behaves like a crowd of independent wanderers. They bump and jitter, but each one is its own storyteller. In a new twist, researchers let the environment itself wobble in time, and suddenly the crowd starts to move as a chorus rather than soloists. The particles don’t collide, they don’t exchange messages, and yet they begin to share a hidden, dynamic bond that reshapes how we understand diffusion itself.

The study, led by Nikhil Mesquita and Sanjib Sabhapandit of the Raman Research Institute in Bangalore, with Satya Majumdar of CNRS’s LPTMS in Orsay, shows that a common, time-fluctuating diffusivity can bind non-interacting particles into dynamical correlations. The result is a mathematically exact window into how everyday randomness can generate collective behavior—even when the particles themselves don’t talk to each other. The paper, written with the care of a mathematician and the intuition of a physicist, is a reminder that complexity often hides in plain sight when the right lens is turned toward randomness.

Because the authors pair a clean physical setup with a rare mathematical structure, they can march straight from a microscopic model to concrete predictions about density, extremes, gaps, and even the full counting statistics of how many particles sit inside a chosen region. The setting is simple enough to feel familiar—N non-interacting Brownian particles on a line—but the twist is that every particle shares a single, time-fluctuating diffusivity D(t). In this case D(t) is the square of a Brownian motion, D(t) = B^2(t). When you let a gas evolve under such a shared, wandering environment, you don’t just get slower or faster diffusion—you get correlations that emerge as the system grows, a dynamical choreography born from shared randomness.

What follows is a guided tour of that choreography: how the joint positions of all particles can be written exactly, how a special CIID (conditionally independent and identically distributed) structure emerges, and why this matters beyond the elegance of the math. The work comes from two great scientific communities—the Raman Research Institute in India and the CNRS-LPTMS in France—spanning continents but speaking the same language of stochastic thinking and exact results. The lead researchers behind this leap are Nikhil Mesquita and Sanjib Sabhapandit at RRI, and Satya Majumdar at LPTMS, CNRS/Université Paris-Saclay. Their collaboration is a reminder that curiosity travels easily when the question is sharp and the model is honest about its own randomness.

The model that binds them

Imagine N Brownian particles sliding along a line, each one moving in its own infinitesimal random direction, as if the air itself were a fickle critic. If each particle carried its own independent diffusion coefficient, the story would stay simple: each particle would wander independently, and correlations would fade into the noise. But in this work, the environment itself is the shared villain-turned-hero: all particles feel the same fluctuating diffusivity D(t). The authors write the dynamics as dx_i/dt = sqrt(2 D(t)) η_i(t), where η_i(t) are independent white noises for each particle and D(t) evolves independently as the square of a one-dimensional Brownian motion, D(t) = B^2(t). The vocabulary is precise, but the intuition is the heart: the environment binds the fates of all particles in time, not by direct interaction, but by shared fate.

Starting from all particles at the origin, the gas expands in time. But unlike a simple gas spreading out uniformly, here the shared D(t) drags the whole crowd along a common tempo. The mathematical payoff is striking: for any fixed realization of the diffusivity path {D(τ)} up to time t, the positions {x_1, x_2, …, x_N} are a multivariate Gaussian vector with a common variance V(t) = 2 ∫_0^t D(τ) dτ. When you average over all possible realizations of D(t) you don’t get a product of independent marginals anymore—you get a joint probability density that still factorizes in a surprisingly structured way. The authors show that the joint distribution P(x_1, …, x_N, t) can be written as an integral over V of a simple product: a product of Gaussians with variance V, weighted by the probability h(V, t) of the diffusion