Related papers: The Brownian Conga Line
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
In recent years, several experiments highlighted a new type of diffusion anomaly, which was called Brownian yet non-Gaussian diffusion. In systems displaying this behavior, the mean squared displacement of the diffusing particles grows…
The generalized grey Brownian motion is a time continuous self-similar with stationary increments stochastic process whose one dimensional distributions are the fundamental solutions of a stretched time fractional differential equation.…
A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…
In this article, results have been presented for the two-time correlation functions for a free and a harmonically confined Brownian particle in a simple shear flow. For a free Brownian particle, the motion along the direction of shear…
We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…
We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…
We study the diffusion of massive particles in the space time of an Abelian Higgs string. The particles in the early universe plasma execute Brownian motion. This motion of the particles is modeled as a two dimensional random walk in the…
We investigate the properties of a model of granular matter consisting of $N$ Brownian particles on a line subject to inelastic mutual collisions. This model displays a genuine thermodynamic limit for the mean values of the energy and the…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…
We study a simple model for the trajectory of a particle in a turbulent fluid, where a Brownian motion travels through a random Gaussian velocity field. We study the quenched law of the process and prove that in a weak environment setting,…
In this work we study a branching particle system of diffusion processes on the real line interacting through their rank in the system. Namely, each particle follows an independent Brownian motion, but only K $\ge$ 1 particles on the far…
Brownian motion is modelled by a harmonic oscillator (Brownian particle) interacting with a continuous set of uncoupled harmonic oscillators. The interaction is linear in the coordinates and the momenta. The model has an analytical solution…
We investigate the behaviour of a chain of interacting Brownian particles with one end fixed and the other moving away at slow speed, in the limit of small noise. The interaction between particles is through a pairwise potential with finite…
Continuous-time random walks offer powerful coarse-grained descriptions of transport processes. We here microscopically derive such a model for a Brownian particle diffusing in a deep periodic potential. We determine both the waiting-time…
We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is…
In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate into a random number of particles with expectation greater…
Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…
We investigate the behaviour of a finite chain of Brownian particles, interacting through a pairwise quadratic potential, with one end of the chain fixed and the other end pulled away at slow speed, in the limit of slow speed and small…