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The Bessel process with parameter $D>1$ and the Dyson model of interacting Brownian motions with coupling constant $\beta >0$ are extended to the processes in which the drift term and the interaction terms are given by the logarithmic…
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,…
The quantum dynamics of a subset of interacting bosons in a subspace of fixed particle number is described in terms of symmetrized many-particle states. A suitable partial trace operation over the von Neumann equation of an $N$-particle…
We study the dynamics of overdamped Brownian particles interacting through soft pairwise potentials on a comb-like structure. Within the linearized Dean-Kawasaki framework, we characterize the particle density fluctuations by computing…
Consider n non-intersecting Brownian motions on $\mathbb{R}$, depending on time $t \in [0,1]$, with $m_i$ particles forced to leave from $a_i$ at time $t=0$, $1\leq i\leq q$, and $n_j$ particles forced to end up at $b_j$ at time $t=1$,…
We study the infinite-dimensional stochastic differential equations (ISDEs) of infinite-particle systems associated with Coulomb random point fields. The stochastic dynamics described by these ISDEs are referred to as Coulomb interacting…
As an image of the many-to-one map of loop-erasing operation $\LE$ of random walks, a self-avoiding walk (SAW) is obtained. The loop-erased random walk (LERW) model is the statistical ensemble of SAWs such that the weight of each SAW…
Any state of matter is classified according to its order, and the kind of order a physical system can posses is profoundly affected by its dimensionality. Conventional long-range order, like in a ferromagnet or a crystal, is common in…
Self-assembled linear structures like giant cylindrical micelles or discotic molecules in solution stacked in flexible columns are systems reminiscent of polydisperse polymer solutions.These supramolecular polymers have an equilibrium…
The PT-symmetry breaking, consistent hamiltonian interactions in all $n\geq 4$ spacetime dimensions that can be added to an abelian BF model involving a set of scalar fields, two sorts of one-forms, and a system of two-forms are obtained by…
Using Brownian Dynamics, we study the dynamical behavior of a polymer grafted onto an adhesive surface close to the mechanically induced adsorption-stretching transition. Even though the transition is first order, (in the infinite chain…
We study the dynamics of a tagged particle in a glassy system under shear. The recently developed integration through transients approach based on mode coupling theory, is continued to arrive at the equations for the tagged particle…
Computing analytically the $n$-point density correlations in systems of interacting particles is a long-standing problem of statistical physics, with a broad range of applications, from the interpretation of scattering experiments in simple…
Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…
It is well known that there are close connections between non-intersecting processes in one dimension and random matrices, based on the reflection principle. There is a generalisation of the reflection principle for more general (e.g.…
The temporal evolution of systems undergoing symmetry breaking phase transitions (SBTs) is of great fundamental interest not only in condensed matter physics, but extends from cosmology to brain function and finance…
The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…
Characterising the statistical properties of classical interacting particle systems is a long-standing question. For Brownian particles the microscopic density obeys a stochastic evolution equation, known as the Dean--Kawasaki equation.…
Berezinskii-Kosterlitz-Thouless (BKT) transition, the topological phase transition to a quasi-long range order in a two-dimensional (2D) system, is a hallmark of low-dimensional topological physics. The recent emergence of non-Hermitian…
A quantitative analysis is presented for the stochastic interactions of a pair of Brownian hard spheres in non-adsorbing polymer solutions. The hard spheres are hypothetically trapped by optical tweezers and allowed for random motion near…