Related papers: Extinction of Fleming-Viot-type particle systems w…
This paper reviews the formulation of the Feynman-Vernon model of linear dissipative systems for a standard Brownian particle moving in an external potential $V(x,t)$ and introduces the formulation of a generalized oscillator model of a…
We consider a particle diffusing in the y-direction, dy/dt=\eta(t) where \eta(t) is Gaussian white noise, and subject to a transverse flow field in the x-direction, dx/dt=f(y), where x \ge 0 and x=0 is an absorbing boundary. We discuss the…
A minimal system of equations is introduced and applied to study the drift motion of ferromagnetic particles suspended in a viscous fluid and subjected to a time-periodic driving force and a nonuniformly rotating magnetic field. It is…
When particles on a line collide, they may annihilate - both are destroyed. Computing exact annihilation probabilities has been difficult because collisions reduce the particle count, while determinantal methods require a fixed count…
We consider a one-dimensional system of particles, moving at constant velocities chosen independently according to a symmetric distribution on $\{-1,0,+1\}$, and annihilating upon collision -- with, in case of triple collision, a uniformly…
We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…
We consider a branching-selection system in $\mathbb {R}$ with $N$ particles which give birth independently at rate 1 and where after each birth the leftmost particle is erased, keeping the number of particles constant. We show that, as…
Juggler's exclusion process describes a system of particles on the positive integers where particles drift down to zero at unit speed. After a particle hits zero, it jumps into a randomly chosen unoccupied site. We model the system as a…
Let (B^{(1)}_t ;B^{(2)}_t ;B^{(3)}_t + \mu t) be a three-dimensional Brownian motion with drift \mu, starting at the origin. Then X_t = ||(B^{(1)}_t ;B^{(2)}_t ;B^{(3)}_t +\mu t)||, its distance from the starting point, is a diffusion with…
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 develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…
This dissertation examines the impact of a drift {\mu} on Brownian Bees, which is a type of branching Brownian motion that retains only the N closest particles to the origin. The selection effect in the 0-drift system ensures that it…
The effects of the propagation of particles which have a finite life time and an according width in their mass spectrum are discussed in the context of transport descriptions. In the first part the coupling of soft photon modes to a source…
(abbreviated) In this note we consider, in a weak-field limit, a relativistic linear motion of two particles with opposite signs of masses having a small difference between their absolute values $m_{1,2}=\pm (\mu\pm \Delta \mu) $, $\mu >…
We examine the density functions of the first exit times of the Bessel process from the intervals [0,1) and (0,1). First, we express them by means of the transition density function of the killed process. Using that relationship we provide…
Consider a microscopic system of $N$ hard spheres that are initially independent (modulo the exclusion condition on particle positions) and identically distributed in $\mathbb{R}^3$. When the number $N$ of particles goes to infinity and the…
We study the kinetics of ballistic annihilation for a one-dimensional ideal gas with continuous velocity distribution. A dynamical scaling theory for the long time behavior of the system is derived. Its validity is supported by extensive…
The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…
We consider a branching Brownian motion with linear drift in which particles are killed on exiting the interval (0,K) and study the evolution of the process on the event of survival as the width of the interval shrinks to the critical value…
We present a simple model in dimension $d\geq 2$ for slowing particles in random media, where point particles move in straight lines among and inside spherical identical obstacles with Poisson distributed centres. When crossing an obstacle,…