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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…
We study the problem of the computation of the effective diffusion constant of a Brownian particle diffusing in a random potential which is given by a function $V(\phi)$ of a Gaussian field $\phi$. A self similar renormalization group…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
Consider a finite system of Brownian particles on the real line. Each particle has drift and diffusion coefficients depending on its current rank relative to other particles, as in Karatzas, Pal and Shkolnikov (2012). We prove some…
Ballistic annihilation with continuous initial velocity distributions is investigated in the framework of Boltzmann equation. The particle density and the rms velocity decay as $c=t^{-\alpha}$ and $<v>=t^{-\beta}$, with the exponents…
Modern developments in microscopy and image processing are revolutionizing areas of physics, chemistry and biology as nanoscale objects can be tracked with unprecedented accuracy. The goal of single particle tracking is to determine the…
The path-integral representation of Smoluchowski equation is exploited to explore the stochastic dynamics of a tagged Brownian particle within an interacting system where hydrodynamic effects are neglected. In particular, this formalism is…
Three-velocity ballistic annihilation is an interacting system in which stationary, left-, and right-moving particles are placed at random throughout the real line and mutually annihilate upon colliding. We introduce a coalescing variant in…
We revisit the discrete additive and multiplicative coalescents, starting with $n$ particles with unit mass. These cases are known to be related to some "combinatorial coalescent processes": a time reversal of a fragmentation of Cayley…
We consider the spatially homogeneous Boltzmann equation for ballistic annihilation in dimension d 2. Such model describes a system of ballistic hard spheres that, at the moment of interaction, either annihilate with probability $\alpha$…
We study three basic diffusion-controlled reaction processes -- annihilation, coalescence, and aggregation. We examine the evolution starting with the most natural inhomogeneous initial configuration where a half-line is uniformly filled by…
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…
The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We…
The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…
A thorough account is given of the derivation of uniform semiclassical approximations to the particle and kinetic energy densities of N noninteracting bounded fermions in one dimension. The employed methodology allows the inclusion of…
We study the order statistics of one dimensional branching Brownian motion in which particles either diffuse (with diffusion constant $D$), die (with rate $d$) or split into two particles (with rate $b$). At the critical point $b=d$ which…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
We investigate a one-dimensional system of $N$ particles, initially distributed with random positions and velocities, interacting through binary collisions. The collision rule is such that there is a time after which the $N$ particles do…
We propose a probabilistic derivation of the so-called chemical diffusion master equation (CDME) and describe an infinite dimensional moment generating function method for finding its analytical solution. CDMEs model by means of an infinite…