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We analyze circumstances under which the microscopic dynamics of particles which are driven by a forced, gradient-type flow can be consistently interpreted as a Markovian diffusion process. Special attention is paid to discriminating…

Condensed Matter · Physics 2007-05-23 P. Garbaczewski

We explore the effects of dynamical evolution in dense clusters on the companion mass ratio distribution (CMRD) of binary stars. Binary systems are destroyed by interactions with other stars in the cluster, lowering the total binary…

Astrophysics of Galaxies · Physics 2015-06-15 Richard J. Parker , Maddalena M. Reggiani

The theory for manifestation of stochastic appearance of embryos in the global decay of metastable phase has been constructed. The regime of droplets growth is supposed to be both free molecular one and diffusion one. The deviation for a…

Statistical Mechanics · Physics 2007-05-23 Victor Kurasov

We study the effect of turbulence on a sedimenting layer of particles by means of direct numerical simulations. A Lagrangian model in which particles are considered as tracers with an additional downward settling velocity is integrated…

Fluid Dynamics · Physics 2020-07-08 Alessandro Sozza , Gabor Drotos , Emilio Hernández-García , Cristóbal López

We study the asymptotic behavior of branching diffusion processes in periodic media. For a super-critical branching process, we distinguish two types of behavior for the normalized number of particles in a bounded domain, depending on the…

Probability · Mathematics 2020-03-05 Pratima Hebbar , Leonid Koralov , James Nolen

We present analytical results for the biased diffusion of particles moving under a constant force in a randomly layered medium. The influence of this medium on the particle dynamics is modeled by a piecewise constant random force. The…

Statistical Mechanics · Physics 2010-02-10 S. I. Denisov , H. Kantz

It has been well established that particulate systems show the jamming transition and critical scaling behaviors associated with it. However, our knowledge is limited to (nearly) monodisperse systems. Recently, a binary mixture of jammed…

Soft Condensed Matter · Physics 2021-05-12 Yusuke Hara , Hideyuki Mizuno , Atsushi Ikeda

An ab-initio numerical study of the density-dependent, evolutionary stable dispersal strategy is presented. The simulations are based on a simple discretei generation island model with four processes: reproduction, dispersal, competition…

Populations and Evolution · Quantitative Biology 2013-01-09 Shlomit Weisman , Nadav M. Shnerb , David A. Kessler

Non-Gaussian shapes, despite a linear form of the mean-squared displacement, have been observed for the displacement distribution in a large range of diffusive systems. Stochastic models for such "Brownian yet non-Gaussian" diffusion will…

Statistical Mechanics · Physics 2022-04-05 R. Metzler , A. V. Chechkin

We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta , Mustansir Barma

A one dimensional stochastic exclusion process with two species of particles, $+$ and $-$, is studied where density of each species can fluctuate but the total particle density is conserved. From the exact stationary state weights we show…

Statistical Mechanics · Physics 2017-01-10 Urna Basu

The Bivariate Dynamic Contagion Processes (BDCP) are a broad class of bivariate point processes characterized by the intensities as a general class of piecewise deterministic Markov processes. The BDCP describes a rich dynamic structure…

Mathematical Finance · Quantitative Finance 2014-05-23 Angelos Dassios , Xin Dong

We study the stationary nonequilibrium states of N point particles moving under the influence of an electric field E among fixed obstacles (discs) in a two dimensional torus. The total kinetic energy of the system is kept constant through a…

Chaotic Dynamics · Physics 2007-05-23 F. Bonetto , D. Daems , J. L. Lebowitz , V. Ricci

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

We first established the dynamic equations to describe the noisy circling motion of a single particle and the corresponding probability conservation equation in both two dimensions and three dimensions, and then developed the evolution…

Statistical Mechanics · Physics 2012-06-07 Tieyan Si

We introduce a single generative mechanism with which it is able to describe diverse non-stationary diffusions. A non-stationary Markovian replication process for steps is considered, for which we analytically derive time-evolution of the…

Statistical Mechanics · Physics 2017-10-25 Yichul Choi , Hyun-Joo Kim

We study the diffusion of $N$ particles in one dimension interacting via a drift proportional to their rank. In the attractive case (self-gravitating gas) a mapping to the Lieb Liniger quantum model allows to obtain stationary time…

Statistical Mechanics · Physics 2021-08-24 Pierre Le Doussal

A coupled system of nonlinear mixed-type equations modeling early stages of angiogenesis is analyzed in a bounded domain. The system consists of stochastic differential equations describing the movement of the positions of the tip and stalk…

Analysis of PDEs · Mathematics 2022-06-24 Markus Fellner , Ansgar Jüngel

We study a two-lane model of two-species of particles that perform biased diffusion. Extensive numerical simulations show that when bias q is strong enough oppositely drifting particles form some clusters that block each other. Coarsening…

Statistical Mechanics · Physics 2015-05-13 Adam Lipowski , Dorota Lipowska

The dynamical rules in auxiliary stochastic process that generates the biased ensemble of rare events are non-local. For the systems with one type of particle, it is shown that there are special cases for which the generators of effective…

Statistical Mechanics · Physics 2019-06-28 Mohammad Ghadermazi