Related papers: Optimal Surviving Strategy for Drifted Brownian Mo…
Consider branching Brownian motion in which we begin with one particle at the origin, particles independently move according to Brownian motion, and particles split into two at rate one. It is well-known that the right-most particle at time…
We investigate the transport of inertial particles by cellular flows when advection dominates over inertia and diffusion, that is, for Stokes and P\'eclet numbers satisfying $\mathrm{St} \ll 1$ and $\mathrm{Pe} \gg 1$. Starting from the…
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…
The efficient computation of the overdamped, random motion of micron and nanometre scale particles in a viscous fluid requires novel methods to obtain the hydrodynamic interactions, random displacements and Brownian drift at minimal cost.…
We demonstrate experimentally that the long-range hydrodynamic interactions in an incompressible quasi 2D isotropic fluid result in an anisotropic viscous drag acting on elongated particles. The anisotropy of the drag is increasing with…
We consider the Fleming-Viot particle system consisting of $N$ identical particles evolving in $\mathbb{R}_{>0}$ as Brownian motions with constant drift $-1$. Whenever a particle hits $0$, it jumps onto another particle in the interior. It…
Navigation in complex and noisy environments is a key issue in diverse fields from biology to engineering. Despite extensive progress in numerical optimization methods for computing navigation policies, insights into how disorder reshapes…
We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…
Lagrangian motions of fluid particles in a general velocity field oscillating in time are studied with the use of the two-timing method. Our aims are: (i) to calculate systematically the most general and practically usable asymptotic…
The collective non-equilibrium dynamics of multi-component mixtures of interacting active (self-propelled) and passive (diffusive) particles have garnered great interest in the physics community. However, the mathematical understanding of…
Particle flow processing is widely employed across various industrial applications and technologies. Due to the complex interactions between particles and fluids, designing effective devices for particle flow processing is challenging. In…
The dynamical formulation of the optimal transport can be extended through various choices of the underlying geometry (kinetic energy), and the regularization of density paths (potential energy). These combinations yield different…
In this paper we propose and solve an optimal dividend problem with capital injections over a finite time horizon. The surplus dynamics obeys a linearly controlled drifted Brownian motion that is reflected at the origin, dividends give rise…
We study the problem of optimal dividend payout from a surplus process governed by Brownian motion with drift under the additional constraint of ratcheting, i.e. the dividend rate can never decrease. We solve the resulting two-dimensional…
We introduce a system of Brownian particles, each absorbed upon hitting an associated moving boundary. The boundaries are determined by the conditional probabilities of the particles being absorbed before some final time horizon, given the…
We study reaction-diffusion processes with multi-species of particles and hard-core interaction. We add boundary driving to the system by means of external reservoirs which inject and remove particles, thus creating stationary currents. We…
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…
In this paper, a projected primal-dual gradient flow of augmented Lagrangian is presented to solve convex optimization problems that are not necessarily strictly convex. The optimization variables are restricted by a convex set with…
The optimal control of a globally unstable two-dimensional separated boundary layer over a bump is considered using augmented Lagrangian optimization procedures. The present strategy allows of controlling the flow from a fully developed…
The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…