Related papers: Breaking the chain
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
We consider massless string scattering amplitudes in a limit where the number of external particles becomes very large, while the energy of each particle remains small. Using the growth of the volume of the relevant moduli space, and by…
For a set $A\subset C[0,\infty)$, we give new results on the growth of the number of particles in a dyadic branching Brownian motion whose paths fall within A. We show that it is possible to work without rescaling the paths. We give large…
When a falling ball chain strikes a surface, a tension is created that pulls the chain downward. This causes a downward acceleration that is larger than free-fall, which has been observed by recent experiments. Here a theoretical…
An asymmetric Brownian particle subjected to an external time-dependent force may acquire a net drift velocity, and thus operate as a motor or ratchet, even if the external force is represented by an unbiased time-periodic function or by a…
The Brownian motion of microscopic particles is driven by the collisions with the molecules of the surrounding fluid. The noise associated with these collisions is not white, but coloured due, e.g., to the presence of hydrodynamic memory.…
The propagation of an interacting particle pair in a disordered chain is characterized by a set of localization lengths which we define. The localization lengths are computed by a new decimation algorithm and provide a more comprehensive…
We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…
We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…
Let K be a compact subset of ${\mathbb R}^n$. We choose at random with uniform law a point at distance $\epsilon$ of K and start a Brownian motion (BM) from this point. We study the probability that this BM hits K for the first time at a…
We show that particles can split only when their group velocity exceeds their phase velocity. In this sense the splitting process is the quantum analog of the modulational instability in anomalous dispersive media. In the case of a neutrino…
The transport of interacting Brownian particles in a periodic asymmetric (ratchet) substrate is studied numerically. In a zero-temperature regime, the system behaves as a reversible step motor, undergoing multiple sign reversals of the…
We consider a system of annihilating particles where particles start from the points of a Poisson process on either the full-line or positive half-line and move at constant i.i.d. speeds until collision. When two particles collide, they…
We consider an infinite system of particles on the positive real line, initiated from a Poisson point process, which move according to Brownian motion up until the hitting time of a barrier. The barrier increases when it is hit, allowing…
Two granular gases separated by an adiabatic piston and initially in the same macroscopic state are considered. It is found that a phase transition with an spontaneous symmetry breaking occurs. When the mass of the piston is increased…
Let the nodes of a Poisson point process move independently in $\R^d$ according to Brownian motions. We study the isolation time for a target particle that is placed at the origin, namely how long it takes until there is no node of the…
We study the dynamics of the separation (gap) between a pair of interacting run and tumble particles (RTPs) moving in one dimension in the presence of additional thermal noise. On a ring geometry the distribution of the gap approaches a…
We solve an optimal stopping problem where the underlying diffusion is Brownian motion on $\bf R$ with a positive drift changing at zero. It is assumed that the drift $\mu_1$ on the negative side is smaller than the drift $\mu_2$ on the…
Aiming to understand the distribution of fitness levels of individuals in a large population undergoing selection, we study the particle configurations of branching Brownian motion where each particle independently moves as Brownian motion…
Consider a two-type reducible branching Brownian motion in which particles' diffusion coefficients and branching rates are influenced by their types. Here reducible means that type 1 particles can produce particles of type 1 and type 2, but…