Related papers: Infinite-dimensional stochastic differential equat…
Dyson's model in infinite dimensions is a system of Brownian particles interacting via a logarithmic potential with an inverse temperature of $ \beta = 2$. The stochastic process is given as a solution to an infinite-dimensional stochastic…
We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…
Non-colliding Brownian particles in one dimension is studied. $N$ Brownian particles start from the origin at time 0 and then they do not collide with each other until finite time $T$. We derive the determinantal expressions for the…
We consider anisotropic colloidal particles immersed in a solution of long, flexible, and nonadsorbing polymers. For the dumbbell shapes of recently synthesized particles consisting of two intersecting spheres and for lens-shaped particles…
We study a physical system of $N$ interacting particles in $\mathbb{R}^d$, $d\geq1$, subject to pair repulsion and confined by an external field. We establish a large deviations principle for their empirical distribution as $N$ tends to…
Two-sided infinite systems of Brownian particles with rank-dependent dynamics, indexed by all integers, exhibit different properties from their one-sided infinite counterparts, indexed by positive integers, and from finite systems. Consider…
The distributions of $ N $-particle systems of Gaussian unitary ensembles converge to Sine$_2$ point processes under bulk-scaling limits. These scalings are parameterized by a macro-position $ \theta $ in the support of the semicircle…
Resonant systems emerge as weakly nonlinear approximations to problems with highly resonant linearized perturbations. Examples include nonlinear Schroedinger equations in harmonic potentials and nonlinear dynamics in Anti-de Sitter…
We report an approach to obtain effective pair potentials which describe the structure of two-dimensional systems of active Brownian particles. The pair potential is found by an inverse method, which matches the radial distribution function…
In this paper we study the controllability results of impulsive neutral stochastic functional differential equations with infinite delay driven by fractional Brownian motion in a real separable Hilbert space. The controllability results are…
In this paper, we study well-posedness of random periodic solutions of stochastic differential equations (SDEs) of McKean-Vlasov type driven by a two-sided Brownian motion, where the random periodic behaviour is characterised by the…
We study the non-asymptotic behavior of Coulomb gases in dimension two and more. Such gases are modeled by an exchangeable Boltzmann-Gibbs measure with a singular two-body interaction. We obtain concentration of measure inequalities for the…
The Dyson Brownian Motion (DBM) describes the stochastic evolution of $N$ points on the line driven by an applied potential, a Coulombic repulsion and identical, independent Brownian forcing at each point. We use an explicit tamed Euler…
We consider a discrete particle system of two species coupled through nonlocal interactions driven by the one-dimensional Newtonian potential, with repulsive self-interaction and attractive cross-interaction. After providing a suitable…
We examine the problem of two particles confined in an isotropic harmonic trap, which interact via a finite-ranged Gaussian-shaped potential in two spatial dimensions. We derive an approximative transcendental equation for the energy and…
We consider an infinite system of non overlapping globules undergoing Brownian motions in R^3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is…
An active Brownian particle is a minimal model for a self-propelled colloid in a dissipative environment. Experiments and simulations show that, in the presence of boundaries and obstacles, active Brownian particle systems approach…
A new type of Coulomb gas is defined, consisting of arbitrary numbers of point charges of two species executing Brownian motions under the influence of their mutual electrostatic repulsion. Being a generalization of a model of identical…
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…
Firstly we consider a finite dimensional Markov semigroup generated by Dunkl laplacian with drift terms. Using gradient bounds we show that for small coefficients this semigroup has an invariant measure. We then extend this analysis to an…