Related papers: Strongly self-interacting processes on the circle

A self-interacting velocity jump process is introduced, which behaves in large time similarly to the corresponding self-interacting diffusion, namely the evolution of its normalized occupation measure approaches a deterministic flow.

Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…

We study general aspects of active motion with fluctuations in the speed and the direction of motion in two dimensions. We consider the case in which fluctuations in the speed are not correlated to fluctuations in the direction of motion,…

This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…

This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…

We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficient. Finally, we establish a so-called Kramers' type law for…

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

In the present work we study self-interacting diffusions following an infinite dimensional approach. First we prove existence and uniqueness of a solution with Markov property. Then we study the corresponding transition semigroup and, more…

The diffusion properties of self-propelled particles which move at constant speed and, in addition, reverse their direction of motion repeatedly are investigated. The internal dynamics of particles triggering these reversal processes is…

We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…

Biological and synthetic microswimmers display a wide range of swimming trajectories depending on driving forces and torques. In this paper we consider a simple overdamped model of self-propelled particles with a constant self-propulsion…

Current models of phoretic transport rely on molecular forces creating a "diffuse" particle-fluid interface. We investigate theoretically an alternative mechanism, in which a diffuse interface emerges solely due to a non-vanishing…

We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…

Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…

We study the dynamics of a self-propelled particle advected by a steady laminar flow. The persistent motion of the self-propelled particle is described by an active Ornstein-Uhlenbeck process. We focus on the diffusivity properties of the…

Diffusion-mediated surface phenomena are crucial for human life and industry, with examples ranging from oxygen capture by lung alveolar surface to heterogeneous catalysis, gene regulation, membrane permeation and filtration processes.…

Event-driven systems in fields such as neuroscience, social networks, and finance often exhibit dynamics influenced by continuously evolving external covariates. Motivated by these applications, we introduce a new class of multivariate…

Over the past few years the displacement statistics of self-propelled particles has been intensely studied, revealing their long-time diffusive behavior. Here, we demonstrate that a concerted combination of boundary conditions and switching…

We prove density and current fluctuations for two examples of symmetric, interacting particle systems with anomalous diffusive behavior: the zero-range process with long jumps and the zero-range process with degenerated bond disorder. As an…

In this manuscript, we are interested in the long-term behaviour of branching processes with pairwise interactions (BPI-processes). A process in this class behaves as a pure branching process with the difference that competition and…