Related papers: Strongly self-interacting processes on the circle
The long-time dynamics of the 1D contact process suddenly brought out of an uncorrelated initial state is studied through a light-cone transfer-matrix renormalisation group approach. At criticality, the system undergoes ageing which is…
We study the spreading of a quantum-mechanical wavepacket in a one-dimensional tight-binding model with a noisy potential, and analyze the emergence of classical diffusion from the quantum dynamics due to decoherence. We consider a finite…
Self-interacting diffusions are solutions to SDEs with a drift term depending on the process and its normalized occupation measure $\mu_t$ (via an interaction potential and a confinement potential). We establish a relation between the…
We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…
Across a wide variety of applications, the self-exciting Hawkes process has been used to model phenomena in which the history of events influences future occurrences. However, there may be many situations in which the past events only…
In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…
We study the two-dimensional Langevin dynamics of a two-component system, whose components are in contact with heat baths kept at different temperatures. Dynamics is constrained by an optical trap and the \text{dissimilar} species interact…
Superclimbing dynamics is the signature feature of transverse quantum fluids describing wide superfluid one-dimensional interfaces and/or edges with negligible Peierls barrier. Using Lagrangian formalism, we show how the essence of the…
We quantify superdiffusive transience for a two-dimensional random walk in which the vertical coordinate is a martingale and the horizontal coordinate has a positive drift that is a polynomial function of the individual coordinates and of…
We consider the dynamics of a 1D system evolving according to a deterministic drift and randomly forced by two types of jumps processes, one representing an external, uncontrolled forcing and the other one a control that instantaneously…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
Rectification and diffusion of non-interacting self-propelled particles is numerically investigated in a two-dimensional corrugated channel. From numerical simulations, we obtain the average velocity and the effective diffusion coefficient.…
The present paper is concerned with some self-interacting diffusions $(X_t,t\geq 0)$ living on $\mathbb{R}^d$. These diffusions are solutions to stochastic differential equations: $$\mathrm{d}X_t = \mathrm{d}B_t - g(t)\nabla V(X_t -…
It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…
We discuss biologically inspired, inherently non-equilibrium self-propelled particle models, in which the particles interact with their neighbours by choosing at each time step the local average direction of motion. We summarize some of the…
A simple model of the driven motion of interacting particles in a two dimensional random medium is analyzed, focusing on the critical behavior near to the threshold that separates a static phase from a flowing phase with a steady-state…
A class of two-species ({\it three-states}) bimolecular diffusion-limited models of classical particles with hard-core reacting and diffusing in a hypercubic lattice of arbitrary dimension is investigated. The manifolds on which the…
Self-chemophoresis is an appealing and quite successful interpretation of the motility exhibited by certain chemically active colloidal particles suspended in a solution of their "fuel": the particle has a phoretic response to…
We study front propagation in the reversible reaction-diffusion system A + A <-> A on a 1-d lattice. Extending the idea of leading particle in studying the motion of the front we write a master equation in the stochastically moving frame…
Coalescent theory is the study of random processes where particles may join each other to form clusters as time evolves. These notes provide an introduction to some aspects of the mathematics of coalescent processes and their applications…