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We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…
We introduce a new model of aggregation of particles where in addition to diffusion and aggregation upon contact, a single unit of mass can dissociate from a conglomerate. This dissociation move conserves the total mass and leads to a…
Let $D$ be an unbounded domain in $\RR^d$ with $d\geq 3$. We show that if $D$ contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on $\overline D$ is transient. Next assume that RBM $X$ on $\overline D$…
Dyson's model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant $\beta/2$. We give…
We show that Brownian motion of a one-dimensional domain wall in a large but finite system yields a $\omega^{-3/2}$ power spectrum. This is successfully applied to the totally asymmetric simple exclusion process (TASEP) with open…
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 study zero temperature spin dynamics of a particle confined to a ring in presence of spin orbit coupling and Ohmic electromagnetic fluctuations. We show that the dynamics of the angular position $\theta(t)$ are decoupled from the spin…
Most transport theorems---that is, a formula for the rate of change of an integral in which both the integrand and domain of integration depend on time---involve domains that evolve according to a flow map. Such domains are said to be…
The dynamic evolution at zero temperature of a uniform Ising ferromagnet on a square lattice is followed by Monte Carlo computer simulations. The system always eventually reaches a final, absorbing state, which sometimes coincides with a…
We study a driven zero range process which models a closed system of attractive particles that hop with site-dependent rates and whose steady state shows a condensation transition with increasing density. We characterise the dynamical…
We investigate the nonequilibrium dynamics of spherical active Brownian particles in three spatial dimensions that interact via a pair potential. The investigation is based on a predictive local field theory that is derived by a rigorous…
The zero-field isothermal susceptibility of the one-dimensional Ising model with nearest-neighbor interactions and a finite number of spins is shown to have a relatively simple singularity as the temperature approaches zero, proportional…
The unconstrained ensemble describes completely open systems in which energy, volume and number of particles fluctuate. Here we show that not only equilibrium states can exist in this ensemble, but also that completely open systems can…
The thermodynamics of the small SH3 protein domain is studied by means of a simplified model where each bead-like amino acid interacts with the others through a contact potential controlled by a 20x20 random matrix. Good folding sequences,…
In a simple model of a continuous random walk a particle moves in one dimension with the velocity fluctuating between V and -V. If V is associated with the thermal velocity of a Brownian particle and allowed to be position dependent, the…
We discuss an autonomous motor based on a Brownian particle driven from thermal equilibrium by periodic in time variation of the internal potential through which the particle interacts with molecules of the surrounding thermal bath. We…
Most analytic work to date on protostellar disks has focused on those in isolation from their environments. However, observations are now beginning to probe the earliest, most embedded phases of star formation, during which disks are…
An effective approach to isolation of sub-micro sized particles is desired to separate cancer and healthy cells or in therapy of Parkinson's and Alzheimer's disease. However, since bioparticles span a large size range comprising several…
We define a DNA as a sequence of $1, 2$'s and embed it on a path of Cayley tree in such a way that each vertex of the Cayley tree belongs only to one of DNA and each DNA has its own countably many set of neighboring DNAs. The Hamiltonian of…
We study the motion of an elastic object driven in a disordered environment in presence of both dissipation and inertia. We consider random forces with the statistics of random walks and reduce the problem to a single degree of freedom. It…