Related papers: Limite de diffusion lin\'eaire pour un syst\`eme d…
Physical Brownian motion describes the dynamics of a Brownian particle experiencing frictional force. It was investigated in the classical work [L. S. Ornstein and G. E. Uhlenbeck, Phys. Rev. 36 (1930)] as a physically meaningful approach…
This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite range dependence. Such processes were first considered…
Hydrodynamic projections, the projection onto conserved charges representing ballistic propagation of fluid waves, give exact transport results in many-body systems, such as the exact Drude weights. Focussing one one-dimensional systems, I…
We present an approximation to the Brunet--Derrida model of supercritical branching Brownian motion on the real line with selection of the $N$ right-most particles, valid when the population size $N$ is large. It consists of introducing a…
The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…
We formally derive the hydrodynamic limit of a system modelling a bosons gas having a condensed part, made of a quantum kinetic and a Gross-Pitaevskii equation. The limit model, which is a two-fluids Euler system, is approximated by an…
We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…
We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…
We consider the hydrodynamic limits of the quantum Boltzmann equation with Fermi-Dirac statistics for hard sphere and hard potentials in the whole space. By analyzing the spectrum of the linearized collision operator combined with the…
We study the diffusive scaling limit for a chain of $N$ coupled oscillators. In order to provide the system with good ergodic properties, we perturb the Hamiltonian dynamics with random flips of velocities, so that the energy is locally…
We consider a microscopic model of an inhomogeneous environment where an arbitrary quantum system is locally coupled to a harmonic bath via a finite-range interaction. We show that in the overdamped regime the position distribution obeys a…
Given an obstacle in $\mathbb{R}^3$ and a non-zero velocity with small amplitude at the infinity, we construct the unique steady Boltzmann solution flowing around such an obstacle with the prescribed velocity as $|x|\to \infty$, which…
Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…
The BBGKY hierarchy of equations for a particle interacting with ideal gas is analyzed in terms of irreducible many-particle correlations between gas atoms and the particle's motion. The transition to the hard-sphere interaction is…
Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…
We prove the existence and uniqueness of an equilibrium state with unit mass to the dissipative linear Boltzmann equation with hard--spheres collision kernel describing inelastic interactions of a gas particles with a fixed background. The…
Non-colliding Brownian particles in one dimension is studied. $N$ Brownian particles start from the origin at time 0 and then they do not collide with each other until finite time $T$. We derive the determinantal expressions for the…
We formulate a perturbative approximation to gravitational instability, based on Lagrangian hydrodynamics in Newtonian cosmology. We take account of `pressure' effect of fluid, which is kinematically caused by velocity dispersion, to aim…
We consider a class of autonomous Hamiltonian systems subject to small, time-periodic perturbations. When the perturbation parameter is set to zero, the energy of the system is preserved. This is no longer the case when the perturbation…
We consider a stationary sequence $(X_n)$ constructed by a multiple stochastic integral and an infinite-measure conservative dynamical system. The random measure defining the multiple integral is non-Gaussian, infinitely divisible and has a…