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We investigate the problem of ballistically controlled reactions where particles either annihilate upon collision with probability $p$, or undergo an elastic shock with probability $1-p$. Restricting to homogeneous systems, we provide in…
In this communication, we show that the residence time of a Brownian particle, defined as the cumulative time spent in a given region of space, can be optimized as a function of the diffusion coefficient. We discuss the relevance of this…
The kinetics of encounter-controlled processes in growing domains is markedly different from that in a static domain. Here, we consider the specific example of diffusion limited coalescence and annihilation reactions in one-dimensional…
We consider the dynamics of diffusing particles in one space dimension with annihilation on collision and nucleation (creation of particles) with constant probability per unit time and length. The cases of nucleation of single particles and…
In this paper we consider the stochastic dynamics of a finite system of particles in a finite volume (Kac-like particle system) which annihilate with probability $\alpha \in (0,1)$ or collide elastically with probability $1-\alpha$. We…
The paper identifies families of quasi-stationary initial conditions for infinite Brownian particle systems within a large class and provides a construction of the particle systems themselves started from such initial conditions. Examples…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
We consider two species of particles performing random walks in a domain in $\mathbb{R}^d$ with reflecting boundary conditions, which annihilate on contact. In addition, there is a conservation law so that the total number of particles of…
Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…
The paper contains a simple semi-quantitative analysis of a structure of solution to the exact Bogolyubov functional equation for a particle interacting with ideal gas and driven by an external force, in comparison with solutions to model…
A particle that is immersed in a uniform temperature bath performs Brownian diffusion, as discussed by Einstein. But Sinai has realized that in a "random environment" the diffusion is suppressed. Follow-up works have pointed out that in the…
Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…
We consider a Fleming-Viot-type particle system consisting of independently moving particles that are killed on the boundary of a domain. At the time of death of a particle, another particle branches. If there are only two particles and the…
We introduce the notion of a conditional distribution to a zero-probability event in a given direction of approximation, and prove that the conditional distribution of a family of independent Brownian particles to the event that their paths…
We construct a family of semimartingales that describes the behavior of a particle system with sticky-reflecting interaction. The model is a physical improvement of the Howitt-Warren flow, an infinite system of diffusion particles on the…
The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from everywhere in space and time, and the Brownian net is a generalization that also allows branching. They appear in the diffusive scaling limits of…
We study the statistics of a tagged particle in single-file diffusion, a one-dimensional interacting infinite-particle system in which the order of particles never changes. We compute the two-time correlation function for the displacement…
Throughout physics Brownian dynamics are used to describe the behaviour of molecular systems. When the Brownian particle is confined to a bounded domain, a particularly important question arises around determining how long it takes the…
We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…