Related papers: Self attracting diffusions on a sphere and applica…
We will consider the following stochastic differential equation (SDE): \begin{equation} X_t=X_0+\int_0^tb(X_s,\theta_0)ds+\sigma B_t,~~~t\in(0,T], \end{equation} where $\{B_t\}_{t\ge 0}$ is a fractional Brownian motion with Hurst index…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We study the diffusiophoretic self-propulsion of a colloidal catalytic particle due to a surface chemical reaction in a vicinity of a solid wall. Diffusiophoresis is a chemico-mechanical transduction mechanism in which a concentration…
Von Renesse and the author (Ann. Prob. '09) developed a second order calculus on the Wasserstein space P([0,1]) of probability measures on the unit interval. The basic objects of interest had been Dirichlet form, semigroup and continuous…
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…
In this paper we consider a system of equations that describes a class of mass-conserving aggregation phenomena, including gravitational collapse and bacterial chemotaxis. In spatial dimensions strictly larger than two, and under the…
We consider the problem of quantum and stochastic confinement for drift-diffusion equations on domains $ \Omega \subset \mathbb R^d$. We obtain various sufficient conditions on the behavior of the coefficients near the boundary of $\Omega$…
The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $\mathsf{GL}(N;\mathbb{C}),$ in the sense of $\ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution…
We investigate the close connection between metastability of the reversible diffusion process X defined by the stochastic differential equation dX_t=-\nabla F(X_t) dt+\sqrt2\epsilon dW_t,\qquad \epsilon >0, and the spectrum near zero of its…
We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…
We prove strong existence and uniqueness for a reflection process $X$ in a smooth, bounded domain $D$ that behaves like obliquely-reflected-Brownian-motion, except that the direction of reflection depends on a (spin) parameter $S$, which…
The diffusion of micro- and nanoswimmers in a fluid, confined within irregular structures that impose entropic barriers, is often modeled using overdamped active Brownian dynamics, where viscous effects are paramount and inertia is…
The governing equations of Brownian rigid bodies that both translate and rotate are of interest in fields such as self-assembly of proteins, anisotropic colloids, dielectric theory, and liquid crystals. In this paper, the partial…
In a previous paper, we established strong existence and uniqueness for a reflected diffusion $(X,S)$ with values in $\bar D\times \mathbbm{R}^p$, solving the following pair of stochastic differential equations: $$ dX_t = \sigma(X_t)dB_t +…
Consider an It\^{o} process $X$ satisfying the stochastic differential equation $dX=a(X)\,dt+b(X)\,dW$ where $a,b$ are smooth and $W$ is a multidimensional Brownian motion. Suppose that $W_n$ has smooth sample paths and that $W_n$ converges…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
This note proves that the separation convergence towards the uniform distribution abruptly occurs at times around ln(n)/n for the (time-accelerated by 2) Brownian motion on the sphere with a high dimension n. The arguments are based on a…
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…
It is shown that particles undergoing discrete-time jumps in 3D, starting at a distance r0 from the center of an adsorbing sphere of radius R, are captured with probability (R - c sigma)/r0 for r0 much greater than R, where c is related to…
We study an aggregation PDE with competing attractive and repulsive forces on a sphere of arbitrary dimension. In particular, we consider the limit of strongly localized repulsion with a constant attraction term. We prove convergence of…