Related papers: Zeros of Airy Function and Relaxation Process
Two deterministic models for Brownian motion are investigated by means of numerical simulations and kinetic theory arguments. The first model consists of a heavy hard disk immersed in a rarefied gas of smaller and lighter hard disks acting…
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 active Brownian particle (ABP) model describes a swimmer, synthetic or living, whose direction of swimming is a Brownian motion. The swimming is due to a propulsion force, and the fluctuations are typically thermal in origin. We present…
Anomalous transport of non-Markovian, thermal Brownian particle dynamics in spatially-periodic symmetric systems that is driven by time-periodic symmetric driving and constant bias is investigated numerically. The Brownian dynamics is…
We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…
In this paper, we find a gap between the lower bound of the Bakry-\'Emery $N$-Ricci tensor ${\rm Ric}_N$ and the Bakry-\'Emery gradient estimate ${\sf BE}$ in the space associated with the finite-particle Dyson Brownian motion (DBM) with…
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…
A family of reflected Brownian motions is used to construct Dyson's process of non-colliding Brownian motions. A number of explicit formulae are given, including one for the distribution of a family of coalescing Brownian motions.
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
Consider a Poisson process on $\mathbb{R}$ with intensity $f$ where $0 \leq f(x)<\infty$ for ${x}\geq 0$ and ${f(x)}=0$ for $x<0$. The "points" of the process represent sleeping frogs. In addition, there is one active frog initially located…
We consider an ideal gas of active Brownian particles that undergo self-propelled motion and both translational and rotational diffusion under the influence of gravity. We solve analytically the corresponding Smoluchowski equation in two…
We consider a system of $N$ non-crossing Brownian particles in one dimension. We find the exact rate function that describes the long-time large deviation statistics of their occupation fraction in a finite interval in space. Remarkably, we…
A perturbation series solution is constructed in terms of Airy functions for a nonlinear two-point boundary-value problem arising in an established model of steady electrodiffusion in one dimension, for two ionic species carrying equal and…
Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…
O(N) vector sigma models possessing catastrophes in their action are studied. Coupling the limit N --> infinity with an appropriate scaling behaviour of the coupling constants, the partition function develops a singular factor. This is a…
We consider the partition function $Z_{\ell}(\vec x,0\vert \vec y,t)$ of $\ell$ non-intersecting continuous directed polymers of length $t$ in dimension $1+1$, in a white noise environment, starting from positions $\vec x$ and terminating…
We study the dynamics of a single active Brownian particle (ABP) in two spatial dimensions. The ABP has an intrinsic time scale $D_R^{-1}$ set by the rotational diffusion constant $D_R$. We show that, at short-times $t \ll D_R^{-1}$, the…
The transport of interacting Brownian particles in a periodic asymmetric (ratchet) substrate is studied numerically. In a zero-temperature regime, the system behaves as a reversible step motor, undergoing multiple sign reversals of the…
We study a $d$-dimensional stochastic process $\mathbf{X}$ which arises from a L\'evy process $\mathbf{Y}$ by partial resetting, that is the position of the process $\mathbf{X}$ at a Poisson moment equals $c$ times its position right before…
We discuss chains of interacting Brownian motions. Their time reversal invariance is broken because of asymmetry in the interaction strength between left and right neighbor. In the limit of a very steep and short range potential one arrives…