Related papers: Weakly self-interacting velocity jump processes fo…
The bacterium Escherichia coli (E. coli) moves in its natural environment in a series of straight runs, interrupted by tumbles which cause change of direction. It performs chemotaxis towards chemo-attractants by extending the duration of…
Some experiments have witnessed increasing decoupling of viscosity from the translational self-diffusion of supercooled water with decreasing temperature. While theory and computer simulation studies indicated the jump translation of the…
This work examines a class of switching jump diffusion processes. The main effort is devoted to proving the maximum principle and obtaining the Harnack inequalities. Compared with the diffusions and switching diffusions, the associated…
We discuss the emergence and growth of the cooperativity accompanying vitrification based on the density fluctuation dynamics for fragile glass-forming liquids. (i) The relaxation of density fluctuations proceeds by the particle (density)…
In this paper, we study a new variant of Moreau's sweeping process with velocity constraint. Based on an adapted version of Moreau's catching-up algorithm, we show the well-posedness (in the sense existence and uniqueness) of this problem…
Let $M$ be a compact Riemannian manifold. A {\em self-interacting diffusion} on $M$ is a stochastic process solution to $$dX_t = dW_t(X_t) - \frac{1}{t}(\int_0^t \nabla V_{X_s}(X_t)ds)dt$$ where $\{W_t\}$ is a Brownian vector field on $M$…
Active matter systems comprise self-propelled particles that move on a substrate while leaving chemical trails that influence other particles through chemotaxis (e.g., slime-depositing bacteria). Orientational chemotaxis manifests as a…
Velocity autocorrelation functions (VAF) of the fluids are studied on short- and long-time scales within a unified approach. This approach is based on an effective summation of the infinite continued fraction at a reasonable assumption…
We obtain the hydrodynamic limit of one-dimensional interacting particle systems describing the macroscopic evolution of the density of mass in infinite volume from the microscopic dynamics. The processes are weak pertubations of the…
The self-diffusion process in a dense liquid is influenced by collective particle movements. Extensive molecular dynamics simulations for liquid aluminium and rubidium evidence a crossover in the diffusion coefficient at about $1.4$ times…
In this paper we consider two processes driven by diffusions and jumps. The jump components are Levy processes and they can both have finite activity and infinite activity. Given discrete observations we estimate the covariation between the…
We derive a nonparametric estimator of the jump-activity index $\beta$ of a "locally-stable" pure-jump It\^{o} semimartingale from discrete observations of the process on a fixed time interval with mesh of the observation grid shrinking to…
In this work, several convergence results are established for nearly critical self-excited systems in which event arrivals are described by multivariate marked Hawkes point processes. Under some mild high-frequency assumptions, the rescaled…
We consider self-propelled particles undergoing run-and-tumble dynamics (as exhibited by E. coli) in one dimension. Building on previous analyses at drift-diffusion level for the one-particle density, we add both interactions and noise,…
We study the long-time behavior of variants of the telegraph process with position-dependent jump-rates, which result in a monotone gradient-like drift toward the origin. We compute their invariant laws and obtain, via probabilistic…
The long-time behavior of the velocity autocorrelation function (VACF) is investigated by the molecular dynamics simulation of a two-dimensional system which has both a many-body interaction and a random potential. With strengthening the…
Active particles such as swimming bacteria or self-propelled colloids are known to spontaneously organize into fascinating large-scale dynamic structures. The emergence of these collective states from the motility pattern of the individual…
This paper develops systematically the stochastic calculus via regularization in the case of jump processes. In particular one continues the analysis of real-valued c\`adl\`ag weak Dirichlet processes with respect to a given filtration.…
We consider a stochastic process driven by a diffusion and jumps. We devise a technique, which is based on a discrete record of observations, for identifying the times when jumps larger than a suitably defined threshold occurred. The…
A fluid motion through the flow element is presented in the kind of an autooscillating system with the distributed parameters: mass, elasticity, viscosity. The system contains a self-excited oscillator and possesses a self-regulation on…