Related papers: A combinatorial analysis of interacting diffusions
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We consider a system of stochastic interacting particles with general diffusion coefficient and drift functions and we study the types of collisions that arise in them. In particular, interactions between particles are inversely…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…
We present a classical kinetically constrained model of interacting particles on a triangular ladder, which displays diffusion and jamming and can be treated by means of a classical-quantum mapping. Interpreted as a theory of interacting…
We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
In surface diffusion, one of the key observables is the so-called intermediate scattering function which is measured directly from the surface technique called Helium spin echo. In this work, we show that this function can be seen as a…
The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
We have performed confocal microscopy experiments and computer simulations of colloidal suspensions with moderate volume fraction confined between two quasi-parallel, rough walls [A. Villada-Balbuena et al., Soft Matter, 2022, 18,…
We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on…
When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…
General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…
We study diffusion of colloids on a fluid-fluid interface using particle simulations and fluctuating hydrodynamics. Diffusion on a two-dimensional interface with three-dimensional hydrodynamics is known to be anomalous, with the collective…
A partial differential equation governing the global evolution of the joint probability distribution of an arbitrary number of local flow observations, drawn randomly from a control volume, is derived and applied to examples involving…
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…
The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward…