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To mimic the complex transport-like collective phenomena in a man-made or natural system, we study an open network junction model of totally asymmetric simple exclusion process with bulk particle attachment and detachment. The stationary…
The Gaussian chain model is the classical description of a polymeric chain, which provides the analytical results regarding end-to-end distance, the distribution of segments around the mass center of a chain, coarse grained interactions…
In a recent article, Krapivsky and Redner (J. Stat. Mech. 093208 (2018)) established that the distribution of the first hitting times for a diffusing particle subject to hitting an absorber is independent of the direction of the external…
We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…
We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…
Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…
By making use of the Langevin dynamics and its generating functional (GF) formulation the influence of the long-range nature of the interaction on the tendency of the glass formation is systematically investigated. In doing so two types of…
In this article, we characterize continuous stationary fields via generalized Langevin dynamics. This gives natural connections between stationary fields, stationary increment fields, self-similar fields, and generalized Langevin dynamics.…
We report on a toy model for the glassy compaction dynamics of granular systems, introduced and investigated in collaboration with Anita Mehta and Peter Stadler. A stochastic dynamics is defined on a column of grains. Grains are anisotropic…
A stochastic field theory approach is applied to a coarse-grained polymer model that will enable studies of polymer behavior under non-equilibrium conditions. This article is focused on the validation of the new model in comparison to…
Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a…
For stochastic non-equilibrium dynamics like a Langevin equation for a colloidal particle or a master equation for discrete states, entropy production along a single trajectory is studied. It involves both genuine particle entropy and…
We present a new approach to the dynamics of interacting particles with reaction and diffusion. Starting from the underlying discrete stochastic jump process we derive a general field theory describing the dynamics of the density field,…
The free energy of a multi-component scalar field theory is considered as a functional W[G,J] of the free correlation function G and an external current J. It obeys non-linear functional differential equations which are turned into…
We introduce a stochastic dynamics related to the measures that arise in harmonic analysis on the infinite-dimensional unitary group. Our dynamics is obtained as a limit of a sequence of natural Markov chains on Gelfand-Tsetlin graph. We…
We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…
When a probe particle immersed in a fluid with nonlinear interactions is subject to strong driving, the cumulants of the stochastic force acting on the probe are nonlinear functionals of the driving protocol. We present a Volterra series…
We use stochastic computer simulations to study the transport of a spherical cargo particle along a microtubule-like track on a planar substrate by several kinesin-like processive motors. Our newly developed adhesive motor dynamics…
We consider recurrent diffusive random walks on a strip. We present constructive conditions on Green functions of finite sub-domains which imply a Central Limit Theorem with polynomial error bound, a Local Limit Theorem, and mixing of…
We study the random connection model driven by a stationary Poisson process. In the first part of the paper, we derive a lace expansion with remainder term in the continuum and bound the coefficients using a new version of the BK…