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We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…

Statistical Mechanics · Physics 2014-11-03 Anupam Kundu , Alain Comtet , Satya N. Majumdar

Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing…

Statistical Mechanics · Physics 2022-02-14 Ahmed M. Fouad , Marwa M. Fouad

We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…

Chaotic Dynamics · Physics 2011-10-25 Itzhak Fouxon , Eugene Mednikov

We present a swarm model of Brownian particles with harmonic interactions, where the individuals undergo canonical active Brownian motion, i.e. each Brownian particle can convert internal energy to mechanical energy of motion. We assume the…

Statistical Mechanics · Physics 2011-08-11 Alexander Gluck , Helmuth Huffel , Sasa Ilijic

Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…

Probability · Mathematics 2022-12-28 Sayan Banerjee , Amarjit Budhiraja , Benjamin Estevez

We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…

Probability · Mathematics 2026-02-12 Graeme Baker , Ben Hambly , Philipp Jettkant

We introduce the idea of {\it collisional models} for Brownian particles, in which a particle is sequentially placed in contact with distinct thermal environments and external forces. Thermodynamic properties are exactly obtained,…

Statistical Mechanics · Physics 2020-10-07 Angel L. L. Stable , Carlos E. F. Noa , William G. C. Oropesa , C. E. Fiore

In this work, we study a system of passive Brownian (non-self-propelled) particles in two dimensions, interacting only through a social-like force (velocity alignment in this case) that resembles Kuramoto's coupling among phase oscillators.…

Statistical Mechanics · Physics 2015-04-13 Francisco J. Sevilla , Victor Dossetti , Alexandro Heiblum-Robles

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

We consider two interacting particles on the circle. The particles are subject to stochastic forcing, which is modeled by white noise. In addition, one of the particles is subject to friction, which models energy dissipation due to the…

Probability · Mathematics 2025-10-29 Dmitry Dolgopyat , Bassam Fayad , Leonid Koralov , Shuo Yan

Inspired by groups of animals and robots, we study the collective dynamics of large numbers of active particles, each one trying to get to its own randomly placed target, while avoiding collisions with each other. The particles we study are…

Statistical Mechanics · Physics 2022-11-09 Mathias Casiulis , Dov Levine

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

Statistical Mechanics · Physics 2020-11-04 Gennaro Tucci , Andrea Gambassi , Shamik Gupta , Édgar Roldán

A semi-martingale reflecting Brownian motion is a popular process for diffusion approximations of queueing models including their networks. In this paper, we are concerned with the case that it lives on the nonnegative half-line, but the…

Probability · Mathematics 2024-08-13 Masakiyo Miyazawa

An interacting particle system made of diffusion processes with local interaction is considered and the macroscopic limit to a nonlinear PDE is investigated. Few rigorous results exists on this problem and in particular the explicit form of…

Probability · Mathematics 2020-06-03 Franco Flandoli , Marta Leocata , Cristiano Ricci

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

Chern-Simons gauge field theory has provided a natural framework to gain deep insight about many novel phenomena in two-dimensional condensed matter. We investigate the nonequilibrium thermodynamics properties of a (two-dimensional)…

Statistical Mechanics · Physics 2020-09-01 Antonio A. Valido

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

Statistical Mechanics · Physics 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

We investigate the influence of external forces on the collective dynamics of interacting active Brownian particles in two as well as three spatial dimensions. Via explicit coarse graining, we derive predictive models that are applicable…

Soft Condensed Matter · Physics 2022-02-10 Jens Bickmann , Stephan Bröker , Raphael Wittkowski

The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…

Probability · Mathematics 2010-09-29 Gregorio R. Moreno Flores