Related papers: Breaking the chain
The $N$-branching Brownian motion with selection ($N$-BBM) is a particle system consisting of $N$ independent particles that diffuse as Brownian motions in $\mathbb{R}$, branch at rate one, and whose size is kept constant by removing the…
We present a particle separation mechanism which induces motion of particles of different sizes in opposite directions. The mechanism is based on the combined action of a driving force and an entropic rectification of the Brownian…
We study a Brownian particle passively driven by a field obeying the noisy Burgers equation. We demonstrate that the system exhibits replica symmetry breaking in the path ensemble with the initial position of the particle being fixed. The…
We study the behaviour of two Brownian particles coupled by an elastic harmonic force in a quenched disordered medium. We found that to first order in disorder strength, the relative motion weakens (with respect to the reference state of a…
Breaking of an atomic chain under stress is a collective many-particle tunneling phenomenon. We study classical dynamics in imaginary time by using conformal mapping technique, and derive an analytic formula for the probability of breaking.…
Rectification of interacting Brownian particles is investigated in a two-dimensional asymmetric channel in the presence of an external periodic driving force. The periodic driving force can break the thermodynamic equilibrium and induces…
We consider critical branching Brownian motion with absorption, in which there is initially a single particle at $x > 0$, particles move according to independent one-dimensional Brownian motions with the critical drift of $-\sqrt{2}$, and…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…
Brownian motion has played important roles in many different fields of science since its origin was first explained by Albert Einstein in 1905. Einstein's theory of Brownian motion, however, is only applicable at long time scales. At short…
We consider the following interacting particle system: There is a ``gas'' of particles, each of which performs a continuous-time simple random walk on $\mathbb{Z}^d$, with jump rate $D_A$. These particles are called $A$-particles and move…
A symmetric random walk $X$ whose jumps have diffuse law, looked at up to an independent geometric random time, splits at the minimum into two independent and identically distributed pieces. The same for the maximum. It is natural to ask,…
We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…
Consider n non-intersecting Brownian motions on $\mathbb{R}$, depending on time $t \in [0,1]$, with $m_i$ particles forced to leave from $a_i$ at time $t=0$, $1\leq i\leq q$, and $n_j$ particles forced to end up at $b_j$ at time $t=1$,…
The motion of weakly inertial Brownian particles, transported by steady two-dimensional fluid flows, is investigated by means of asymptotic methods. We focus on the phenomenon of noise-induced separatrix crossing, which can force particles…
Consider a finite system of Brownian particles on the real line. Each particle has drift and diffusion coefficients depending on its current rank relative to other particles, as in Karatzas, Pal and Shkolnikov (2012). We prove some…
We study the dynamics of three particles in a finite interval, in which two light particles are separated by a heavy ``piston'', with elastic collisions between particles but inelastic collisions between the light particles and the interval…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…
We study the macroscopic limit of a chain of atoms governed by the Newton equation. It is known from the work of Blanc, Le Bris, Lions, that this limit is the solution of a nonlinear wave equation, as long as this solution remains smooth.…