Related papers: Tagged particle processes and their non-explosion …
We consider classical particles coupled to the quantized electromagnetic field in the background of a spatially flat Robertson-Walker universe. We find that these particles typically undergo Brownian motion and acquire a non-zero mean…
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…
In the present paper, we consider that $N$ diffusion processes $X^1,\dots,X^N$ are observed on $[0,T]$, where $T$ is fixed and $N$ grows to infinity. Contrary to most of the recent works, we no longer assume that the processes are…
Although introduced in the case of Poisson random measures, the lent particle method applies as well in other situations. We study here the case of marked point processes. In this case the Malliavin calculus (here in the sense of Dirichlet…
We consider a general framework for multi-type interacting particle systems on graphs, where particles move one at a time by random walk steps, different types may have different speeds, and may interact, possibly randomly, when they meet.…
The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical…
We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…
We study motion of tagged particles in a harmonic chain of active particles. We consider three models of active particle dynamics - run and tumble particle, active Ornstein-Uhlenbeck particle and active Brownian particle. We investigate the…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…
Recently O'Connell introduced an interacting diffusive particle system in order to study a directed polymer model in 1+1 dimensions. The infinitesimal generator of the process is a harmonic transform of the quantum Toda-lattice Hamiltonian…
We discuss the notion of nonequilibrium chemical potential in gases of non-interacting active particles filling two compartments separated by a potential energy barrier. Different types of active particles are considered: run-and-tumble…
Particle-particle interactions are of paramount importance in every multi-body system as they determine the collective behaviour and coupling strength. Many well-known interactions like electro-static, van der Waals or screened Coulomb,…
Consider a finite system of competing Brownian particles on the real line. Each particle moves as a Brownian motion, with drift and diffusion coefficients depending only on its current rank relative to the other particles. We find a…
Within the mode-coupling theory for structural relaxation in simple systems the asymptotic laws and their leading-asymptotic correction formulas are derived for the motion of a tagged particle near a glass-transition singularity. These…
We design 3D-printed motor-driven active particles and find that their dynamics can be characterized using the model of overdamped chiral active Brownian particles (ABPs), as demonstrated by measured angular statistics and translational…
Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…
We discuss the random motion of charged test particles driven by quantum electromagnetic fluctuations at finite temperature in both the unbounded flat space and flat spacetime with a reflecting boundary and calculate the mean squared…
The effects of Brownian motion on particle interactions with heterogeneous collectors are evaluated by adding stochastic Brownian displacements to the particle trajectories and comparing those trajectories to those where Brownian motion is…
We construct a measure-valued branching Markov process associated with a nonlinear boundary value problem, where the boundary condition has a nonlinear pseudo monotone branching mechanism term $-\beta$, which includes as a limit case…