Related papers: Long time behavior of stochastic hard ball systems
We study the effects of stochastic birth and death processes on the structural phases of systems of active and passive Brownian particles subject to volume exclusion. The total number of particles in the system is a fluctuating quantity,…
The classification of the long-term behavior of dynamical systems is a fundamental problem in mathematics. For both deterministic and stochastic dynamics specific classes of models verify Palis' conjecture: the long-term behavior is…
We introduce a new class of continuous-time models of the stochastic volatility of asset prices. The models can simultaneously incorporate roughness and slowly decaying autocorrelations, including proper long memory, which are two stylized…
We experimentally study a gas of $N = 8$ one-dimensional Brownian particles, each confined in a harmonic trap with identical stiffness. The stiffness switches simultaneously between two values at random Poissonian times. This collective…
We investigate the emergent interactions between two active Brownian particles coupled by an attractive harmonic potential and in contact with a thermal reservoir. By analyzing the stationary distribution of their separation, we demonstrate…
In this work we study stochastic Oldroyd type models for viscoelastic fluids in $\mathbb{R}^d, d= 2, 3$. We show existence and uniqueness of strong local maximal solutions when the initial data are in $H^s$ for $s>d/2, d= 2, 3$.…
We describe a two-dimensional model for active particles whose self-propulsion speed is not fixed, but varies in time, and whose motion is subject to both translational and rotational diffusion. In the conventional treatment of active…
Our investigation is specially motivated by the stochastic version of a common model of potential spread in a dendritic tree. We do not assume the noise in the junction points to be Markovian. In fact, we allow for long-range dependence in…
We report on quasi-two-dimensional granular systems in which either one or two large balls is fluidized by an upflow of air in the presence of a background of several hundred smaller beads. A single large ball is observed to propel…
We consider the system of N (\ge 2) elastically colliding hard balls with masses m_1,..., m_N, radius r, moving uniformly in the flat torus T_L^{\nu}= R^\nu/L \cdot Z^\nu, \nu \ge 2. It is proved here that the relevant Lyapunov exponents of…
Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…
We study the dynamics of a system of $N$ interacting bosons in a disc-shaped trap, which is realised by an external potential that confines the bosons in one spatial dimension to a region of order $\varepsilon$. The interaction is…
This paper is the second in a series devoted to constructing stochastic motions for the two-dimensional $N$-body delta-Bose gas for all integers $N\geq 3$ and establishing the associated Feynman-Kac-type formulas. The main results here…
In this paper we analyze some aspects of {\em exponential flights}, a stochastic process that governs the evolution of many random transport phenomena, such as neutron propagation, chemical/biological species migration, or electron motion.…
We consider a system of $N$ bosons where the particles experience a short range two-body interaction given by $N^{-1}v_N(x)=N^{3\beta-1}v(N^\beta x)$ where $v \in C^\infty_c(\mathbb{R}^3)$, without a definite sign on $v$. We extend the…
The effects of purely elastic collisions on the dynamics of heavy inertial particles is investigated in a three-dimensional random incompressible flow. It is shown that the statistical properties of inter-particle separations and relative…
Theoretical approaches to nonequilibrium many-body dynamics generally rest upon an adiabatic assumption, whereby the true dynamics is represented as a sequence of equilibrium states. Going beyond this simple approximation is a notoriously…
We study a class of interacting, harmonically trapped boson systems at angular momentum L. The Hamiltonian leaves a L-dimensional subspace invariant, and this permits an explicit solution of several eigenstates and energies for a wide class…
We consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions. We prove that the (mollified) empirical process converges, uniformly in time and space variables, to the…
We discuss two approaches to study the long-time behaviour and infinite-time behaviour of solutions for integrable hamiltonian systems under small stochastic perturbations. Then we compare these results with those for deterministic…