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We present a model for sticky particles in which cluster sizes after a reaction have $\ell$ fewer total particles than the sum of their reactants. The finite particle system is modeled as a Markov process under a mean-field assumption for…
In this note, we study the phase transitions arising in a modified Smoluchowski equation on the sphere with dipolar potential. This equation models the competition between alignment and diffusion, and the modification consists in taking the…
Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…
I review theoretical treatments of diffusion in crowded (i.~e., non-dilute) solutions of globular macromolecules. The focus is on the classical statistico-mechanical literature, much of which dates to before 1990. Classes of theoretical…
We develop diffusion models for time-varying correlation using stochastic processes defined on the unit circle. Specifically, we study Brownian motion on the circle and the von Mises diffusion, and propose their use as continuous-time…
Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…
In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show the existence and uniqueness of the solutions to a number…
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…
We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
We developed an analytical theoretical method to determine the microscopical structure of weakly to moderately sheared colloidal suspensions in dilute conditions. The microstructure is described by the static structure factor, obtained by…
Quantifying the interaction between a system of interest and its ambient conditions, the memory effect links the states of two distinct Hamiltonians: one for the target system and one for the environment. In this paper, we propose the…
In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…
The dynamical density functional theory of Marconi and Tarazona [J. Chem. Phys., 110, 8032 (1999)], a theory for the non-equilibrium dynamics of the one-body density profile of a colloidal fluid, is applied to a binary fluid mixture of…
We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum…
A single queueing system with time-dependent exponentially distributed arrival processes and exponential machine processes (Kendall notation $M_t/M_t/1$) is analyzed. Modeling the time evolution for the discrete queue-length distribution by…
Backward stochastic differential equations (BSDEs) appear in numeruous applications. Classical approximation methods suffer from the curse of dimensionality and deep learning-based approximation methods are not known to converge to the BSDE…
The aggregation of interacting Brownian particles in sheared concentrated suspensions is an important issue in colloid and soft matter science per se. Also, it serves as a model to understand biochemical reactions occurring in vivo where…