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We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…
Branching Brownian Motion describes a system of particles which diffuse in space and split into offsprings according to a certain random mechanism. In virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the…
We consider a class of particle systems which appear in various applications such as approximation theory, plasticity, potential theory and space-filling designs. The positions of the particles on the real line are described as a global…
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 study a stochastic particle system which is motivated from grain boundary coarsening in two-dimensional networks. Each particles lives on the positive real line and is labeled as belonging to either Species 1 or Species 2. Species 1…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
Motivated by the goal of understanding the evolution of populations undergoing selection, we consider branching Brownian motion in which particles independently move according to one-dimensional Brownian motion with drift, each particle may…
We study two new models of two particle species invading a surface from opposite sides. Collisions of particles of different species lead to the formation of congestion fronts. One of the models implements a reversible process whereas in…
We consider an interacting particle system on the one dimensional lattice $\bf Z$ modeling combustion. The process depends on two integer parameters $2\le a<M<\infty$. Particles move independently as continuous time simple symmetric random…
We study stochastic transport of interacting particles on a disordered network described by the random comb geometry. The model is defined on a one-dimensional backbone from which branches of random lengths emanate, providing a minimal…
We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…
We prove the existence of a solution to an equation governing the number density within a compact domain of a discrete particle system for a prescribed class of particle interactions taking into account the effects of the diffusion and…
We study the coherence of transport of an overdamped Brownian particle in frictional ratchet system in the presence of external Gaussian white noise fluctuations. The analytical expressions for the particle velocity and diffusion…
Self-propelled active matter can exhibit vastly different behavior than systems with purely Brownian motion. In Eur. Phys. J. E 40, 23 (2017), Zeitz, Wolf, and Stark compared an active matter particle with a Brownian particle moving in a…
We investigate the non-equilibrium evolution of ideal Brownian particles confined between two walls, following simultaneous quenches of the temperature and a constant external force. We compute (analytically and in numeric simulations) the…
We investigate the motion of an inert (massive) particle being impinged from below by a particle performing (reflected) Brownian motion. The velocity of the inert particle increases in proportion to the local time of collisions and…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight 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…
When identical particles on a line collide, they merge and continue as one. Exact determinantal formulas have long been available for particles conditioned never to collide, but collisions change the number of particles, and exact…