Related papers: From Brownian-time Brownian sheet to a fourth orde…
We consider a one-dimensional gas of $N$ independent Brownian particles subject to simultaneous stochastic resetting, with inter-reset times drawn from a general waiting-time distribution $\psi(\tau)$. This includes the well-known…
We derive a mode-coupling theory (MCT) to describe the dynamics of tracer particles in dense systems of active Brownian particles (ABPs) in two spatial dimensions. The ABP undergo translational and rotational Brownian dynamics, and are…
We develop a kinetic theory of Brownian particles with long and short range interactions. We consider both overdamped and inertial models. In the overdamped limit, the evolution of the spatial density is governed by the generalized mean…
Using an additivity property, we study particle-number fluctuations in a system of interacting self-propelled particles, called active Brownian particles (ABPs), which consists of repulsive disks with random self-propulsion velocities. From…
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…
We analyze the microscopic model of quantum Brownian motion, describing a Brownian particle interacting with a bosonic bath through a coupling which is linear in the creation and annihilation operators of the bath, but may be a nonlinear…
We present a mode-coupling theory (MCT) for the high-density dynamics of two-dimensional spherical active Brownian particles (ABP). The theory is based on the integration-through-transients (ITT) formalism and hence provides a starting…
In this paper we address again the problem of the connection between multitime Brownian sheet and heat type PDEs. The main results include: the volumetric character of the solutions of the forward (backward) diffusion-like PDEs; the forward…
Using the determinantal formula of Biane, Bougerol, and O'Connell, we give multitime joint probability densities to the noncolliding Brownian motion with drift, where the number of particles is finite. We study a special case such that the…
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 develop a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic…
This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…
In this paper, we introduce a new stochastic process of $N$ interacting particles on the line that evolve via Dyson Brownian motion (DBM) with Dyson's index $\beta > 0$ and undergo simultaneous resetting to their initial positions at a…
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…
A wide range of phenomena in the natural and social sciences involve large systems of interacting particles, including plasmas, collections of galaxies, coupled oscillators, cell aggregations, and economic ``agents'. Kinetic methods for…
We use a recently derived diagrammatic formulation of the dynamics of interacting Brownian particles [G. Szamel, J. Chem. Phys. 127, 084515 (2007)] to study a four-point dynamic density correlation function. We re-sum a class of diagrams…
Brownian motion with stochastic resetting-a process combining standard diffusion with random returns to a fixed position-has emerged as a powerful framework with applications spanning statistical physics, chemical kinetics, biology, and…
Active Brownian particles (ABPs) function as self-driving agents that display non-equilibrium behavior through their pairwise interactions which lead to phase separation and vortex patterns in both soft matter and living systems. A…
In this work, we present a general Milstein-type scheme for McKean-Vlasov stochastic differential equations (SDEs) driven by Brownian motion and Poisson random measure and the associated system of interacting particles where drift,…
The aim of this paper is to discuss the mathematical modeling of Brownian active particle systems, a recently popular paradigmatic system for self-propelled particles. We present four microscopic models with different types of repulsive…