Related papers: Multidimensional sticky Brownian motions as limits…
We consider several critical wetting models. In the discrete case, these probability laws are known to converge, after an appropriate rescaling, to the law of a reflecting Brownian motion, or of the modulus of a Brownian bridge, according…
Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually…
We use Stokesian Dynamics simulations to study the microscopic motion of particles suspended in fluids passing through porous media. We construct model porous media with fixed spherical particles, and allow mobile ones to move through this…
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…
While the dynamics of polymer chains in equilibrium media is well understood by now, the polymer dynamics in active non-equilibrium environments can be very different. Here we study the dynamics of polymers in a viscous medium containing…
We investigate the nonequilibrium dynamics of active matter using a two-dimensional active Brownian particles model. In these systems, self-propelled particles undergo motility-induced phase separation (MIPS), spontaneously segregating into…
In this paper we study a reflected Markov-modulated Brownian motion with a two sided reflection in which the drift, diffusion coefficient and the two boundaries are (jointly) modulated by a finite state space irreducible continuous time…
We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
Transport of rodlike particles in confinement environments of macromolecular networks plays crucial roles in many important biological processes and technological applications. The relevant understanding has been limited to thin rods with…
We consider two interacting particles on the circle. The particles are subject to stochastic forcing, which is modeled by white noise. In addition, one of the particles is subject to friction, which models energy dissipation due to the…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…
Active particles which are self-propelled by converting energy into mechanical motion represent an expanding research realm in physics and chemistry. For micron-sized particles moving in a liquid ("microswimmers"), most of the basic…
Consider a tagged particle in zero-range dynamics on the integer lattice in dimension d with rate g whose finite-range jump probabilities p possess a drift. We show, in equilibrium, that the variance of the tagged particle position at time…
We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of a comprehensive market data enables us to identify all…
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…
A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly…
We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or micro-scale particles where rolling is an approximation for strong static friction. We consider the simplest possible…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…