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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…
We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…
This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…
In this article we review the problem of reaction annihilation $A+A \rightarrow \emptyset$ on a real lattice in one dimension, where $A$ particles move ballistically in one direction with a discrete set of possible velocities. We first…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
This article deals with transport properties of one dimensional Brownian diffusion under the influence of a correlated quenched random force, distributed as a two-level Poisson process. We find in particular that large time scaling laws of…
We study interacting particle systems on the real line which generalize the Hammersley process [D. Aldous and P. Diaconis, Prob. Theory Relat. Fields 103, 199-213 (1995)]. Particles jump to the right to a randomly chosen point between their…
The Fleming-Viot process describes a system of $N$ particles diffusing on a graph with an absorbing site. Whenever one of the particles is absorbed, it is replaced by a new particle at the position of one of the $N-1$ remaining particles.…
We consider two different models for colloidal particles. In the first model, we consider their free motion to be diffusion while in the second model we take it to be integrated Ornstein-Uhlenbeck process. In both models, we derived…
Red and blue particles are placed in equal proportion through-out either the complete or star graph and iteratively sampled to take simple random walk steps. Mutual annihilation occurs when particles with different colors meet. We compare…
The behavior of a heavy tagged intruder immersed in a bath of particles evolving under ballistic annihilation dynamics is investigated. The Fokker-Planck equation for this system is derived and the peculiarities of the corresponding…
We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is…
We present the transition probability for the asymmetric simple exclusion process on the half-space for general initial conditions and particle insertion at the boundary. In the limit of total asymmetry, where particles only jump to the…
Fastest arrival events, where the first among many diffusing particles reaches a target, are central in triggering signal initiation in molecular stochastic systems. Classical approaches to simulate such events rely on full trajectory…
For reaction-diffusion processes without exclusion, in which the particles can exist in the same site of a one-dimensional lattice, we study all the integrable models which can be obtained by imposing a boundary condition on the master…
We consider a one-dimensional model consisting of an assembly of two-velocity particles moving freely between collisions. When two particles meet, they instantaneously annihilate each other and disappear from the system. Moreover each…
Some models of diffusion-limited reaction processes in one dimension lend themselves to exact analysis. The known approaches yield exact expressions for a limited number of quantities of interest, such as the particle concentration, or the…
A system of particles hopping on a line, singly or as merged pairs, and annihilating in groups of three on encounters, is solved exactly for certain symmetrical initial conditions. The functional form of the density is nearly identical to…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
We consider the model of branching Brownian motion with a single catalytic point at the origin and binary branching. We establish some fine results for the asymptotic behaviour of the numbers of particles travelling at different speeds and…