Related papers: Interacting Brownian motions in infinite dimension…
Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the eigenvalue processes of the Wishart and Laguerre processes…
The celebrated Sutherland-Einstein relation for systems at thermal equilibrium states that spread of trajectories of Brownian particles is an increasing function of temperature. Here, we scrutinize diffusion of underdamped Brownian motion…
Dynamic density functionals (DDFs) are popular tools for studying the dynamical evolution of inhomogeneous polymer systems. Here, we present a systematic evaluation of a set of diffusive DDF theories by comparing their predictions with data…
We develop and implement new probabilistic strategy for proving basic results about long time behaviour for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process as…
A two-dimensional system of particles with tunable repulsive interactions is experimentally investigated. Soft ferromagnetic particles are placed on a vibrating rough plate and vertically confined, so that they perform a horizontal Brownian…
Brownian motion is modelled by a harmonic oscillator (Brownian particle) interacting with a continuous set of uncoupled harmonic oscillators. The interaction is linear in the coordinates and the momenta. The model has an analytical solution…
A common wisdom posits that transports of conserved quantities across clean nonintegrable quantum systems at high temperatures are diffusive when probed from the emergent hydrodynamic regime. We show that this empirical paradigm may alter…
In this paper, we study the Hubbard model with intersite Coulomb interaction in the ionic limit (i.e. no kinetic energy). It is shown that this model is isomorphic to the spin-1 Ising model in presence of a crystal field and an external…
We investigate the relation between mobility and diffusivity for Brownian particles under steady shear near the glass transition, using mode coupling approximations. For the two directions perpendicular to the shear direction, the particle…
Self-assembly and dynamical properties of Janus nanoparticles have been studied by molecular dynamic simulations. The nanoparticles are modeled as dimers and they are confined between two flat parallel plates to simulate a thin film. One…
We study the problem of a Brownian particle diffusing in finite dimensions in a potential given by $\psi= \phi^2/2$ where $\phi$ is Gaussian random field. Exact results for the diffusion constant in the high temperature phase are given in…
We investigate Gibbs measures relative to Brownian motion in the case when the interaction energy is given by a double stochastic integral. In the case when the double stochastic integral is originating from the Pauli-Fierz model in…
We construct two types of equilibrium dynamics of an infinite particle system in a locally compact metric space $X$ for which a permanental point process is a symmetrizing, and hence invariant measure. The Glauber dynamics is a…
Self-assembled linear structures like giant cylindrical micelles or discotic molecules in solution stacked in flexible columns are systems reminiscent of polydisperse polymer solutions.These supramolecular polymers have an equilibrium…
We study two Brownian particles in dimension $d=1$, diffusing under an interacting resetting mechanism to a fixed position. The particles are subject to a constant drift, which biases the Brownian particles toward each other. We derive the…
We investigate stochastic processes that generalize geometric Brownian motion, focusing on cases where the standard invariant measure, i.e. the solution of the stationary Fokker-Planck equation does not necessarily exist. We demonstrate…
In this paper we continue the study of the derivation of different types of kinetic equations which arise from scaling limits of interacting particle systems. We began this study in \cite{NVW}. More precisely, we consider the derivation of…
Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…
We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…
A structure of generator of a quantum dynamical semigroup for the dynamics of a test particle interacting through collisions with the environment is considered, which has been obtained from a microphysical model. The related master-equation…