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We consider a branching particle model in which particles move inside a Euclidean domain according to the following rules. The particles move as independent Brownian motions until one of them hits the boundary. This particle is killed but…

Probability · Mathematics 2009-05-14 Mariusz Bieniek , Krzysztof Burdzy , Sam Finch

We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…

Statistical Mechanics · Physics 2025-01-14 B. De Bruyne , J. Randon-Furling , S. Redner

An asymmetric Brownian particle subjected to an external time-dependent force may acquire a net drift velocity, and thus operate as a motor or ratchet, even if the external force is represented by an unbiased time-periodic function or by a…

Statistical Mechanics · Physics 2018-11-14 A. V. Plyukhin

Autonomous active Brownian ratchets rectify active Brownian particle motion solely by means of a spatially modulated but stationary activity, without external forces. We argue that such ratcheting requires at least a two-dimensional…

Soft Condensed Matter · Physics 2023-05-24 Constantin Rein , Martin Kolář , Klaus Kroy , Viktor Holubec

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…

Probability · Mathematics 2011-11-02 Mariusz Bieniek , Krzysztof Burdzy , Soumik Pal

In this thesis, we study asymptotic properties of the standard branching Brownian motion, with a specific emphasis on the additive martingales at high temperature. We start by presenting classic and fundamental tools for our investigation.…

Probability · Mathematics 2024-07-30 Louis Chataignier

The large deviation function has been known for a long time in the literature for the displacement of the rightmost particle in a branching random walk (BRW), or in a branching Brownian motion (BBM). More recently a number of…

Mathematical Physics · Physics 2016-05-25 Bernard Derrida , Zhan Shi

Infinitely many particles of two types ("plus" and "minus") jump randomly along the one-dimensional lattice $\mathbf{Z}_{\varepsilon}=\varepsilon\mathbf{Z}$. Annihillations occur when two particles of different time occupy the same site.…

Mathematical Physics · Physics 2012-04-17 V. A. Malyshev , A. D. Manita

We consider a system of particles which perform branching Brownian motion with negative drift and are killed upon reaching zero, in the near-critical regime where the total population stays roughly constant with approximately N particles.…

Probability · Mathematics 2013-03-15 Julien Berestycki , Nathanaël Berestycki , Jason Schweinsberg

We consider the limiting extremal process ${\mathcal X}$ of the particles of the binary branching Brownian motion. We show that after a shift by the logarithm of the derivative martingale $Z$, the rescaled "density" of particles, which are…

Probability · Mathematics 2021-11-03 Leonid Mytnik , Jean-Michel Roquejoffre , Lenya Ryzhik

We find the exponential growth rate of the population outside a ball with time dependent radius for a branching Brownian motion in Euclidean space. We then see that the upper bound of the particle range is determined by the principal…

Probability · Mathematics 2017-11-28 Yuichi Shiozawa

We give necessary and sufficient conditions for laws of large numbers to hold in $L^2$ for the empirical measure of a large class of branching Markov processes, including $\lambda$-positive systems but also some $\lambda$-transient ones,…

Probability · Mathematics 2017-11-16 Matthieu Jonckheere , Santiago Saglietti

The $N$-branching Brownian motion with selection ($N$-BBM) is a particle system consisting of $N$ independent particles that diffuse as Brownian motions in $\mathbb{R}$, branch at rate one, and whose size is kept constant by removing the…

Probability · Mathematics 2024-07-09 Julien Berestycki , Oliver Tough

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

Let us consider a solution of the time-inhomogeneous stochastic differential equation driven by a Brownian motion with drift coefficient $b(t,x)=\rho\,{\rm sgn}(x)|x|^\alpha/t^\beta$. This process can be viewed as a distorted Brownian…

Probability · Mathematics 2012-04-24 Mihai Gradinaru , Yoann Offret

We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours…

Probability · Mathematics 2016-06-17 Sandra Palau , Juan Carlos Pardo

Consider a catalytic super-Brownian motion $X=X^\Gamma$ with finite variance branching. Here `catalytic' means that branching of the reactant $X$ is only possible in the presence of some catalyst. Our intrinsic example of a catalyst is a…

Probability · Mathematics 2007-05-23 Donald A. Dawson , Klaus Fleischmann , Carl Mueller

In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal…

Probability · Mathematics 2020-09-01 Julien Berestycki , Éric Brunet , Aser Cortines , Bastien Mallein

We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…

Analysis of PDEs · Mathematics 2015-03-04 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond

We augment standard branching Brownian motion by adding a competitive interaction between nearby particles. Informally, when particles are in competition, the local resources are insufficient to cover the energetic cost of motion, so the…

Probability · Mathematics 2015-12-10 Louigi Addario-Berry , Sarah Penington