Related papers: Diffusion limit for many particles in a periodic s…
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 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 velocity of a passive particle in a one-dimensional wave field is shown to converge in law to a Wiener process, in the limit of a dense wave spectrum with independent complex amplitudes, where the random phases distribution is invariant…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
The weak noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity frequently hidden in deterministic systems to give rise of completely new phenomena…
We introduce order-based diffusion processes as the solutions to multidimensional stochastic differential equations, with drift coefficient depending only on the ordering of the coordinates of the process and diffusion matrix proportional…
We consider two interacting particles on the circle. The particles are subject to stochastic forcing, which is modeled by white noise. In addition, one of the particles is subject to friction, which models energy dissipation due to the…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…
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…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
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 introduce a one-dimensional stochastic system where particles perform independent diffusions and interact through pairwise coagulation events, which occur at a nontrivial rate upon collision. Under appropriate conditions on the diffusion…
Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…
We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…
Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…
An $N$-particle system with stochastic interactions is considered. Interactions are driven by a Brownian noise term and total energy conservation is imposed. The evolution of the system, in velocity space, is a diffusion on a…
Stochastic transport due to a velocity field modeled by the superposition of small-scale divergence free vector fields activated by Fractional Gaussian Noises (FGN) is numerically investigated. We present two non-trivial contributions: the…