Related papers: Boundary driven Brownian gas
We consider a Markov-modulated Brownian motion reflected to stay in a strip [0,B]. The stationary distribution of this process is known to have a simple form under some assumptions. We provide a short probabilistic argument leading to this…
A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work,…
Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…
A system reservoir model, where the associated reservoir is modulated by an external colored random force, is proposed to study the transport of an overdamped Brownian particle in a periodic potential. We then derive the analytical…
We present a technique to investigate the stationary states of a system of a collisionless system confined by an external potential and coupled to boundary reservoirs through prescribed reinjection rules. We consider a family of boundary…
We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…
We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…
We investigate stationary nonequilibrium states of systems of particles moving according to Hamiltonian dynamics with specified potentials. The systems are driven away from equilibrium by Maxwell demon ``reflection rules'' at the walls.…
Brownian particles placed sequentially in contact with distinct thermal reservoirs and subjected to external driving forces are promising candidates for the construction of reliable thermal engines. In this contribution, we address the role…
When an external field drives a colloidal system out of equilibrium, the ensuing colloidal response can be very complex and obtaining a detailed physical understanding often requires case-by-case considerations. In order to facilitate…
We consider a charged Brownian gas under the influence of external and non uniform electric, magnetic and mechanical fields, immersed in a non uniform bath temperature. With the collision time as an expansion parameter, we study the…
Using Brownian dynamics computer simulations we show that a two-dimensional suspension of self-propelled ("active") colloidal particles crystallizes at sufficiently high densities. Compared to the equilibrium freezing of passive particles…
One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…
We present the Brownian dynamics simulation of active colloidal suspension in two dimensions, where the self-propulsion speed of a colloid is regulated according to the local density sensed by it. The role of concentration-dependent…
We introduce a one-dimensional stochastic system where particles perform independent diffusions and interact through pairwise coagulation events, which occur at a nontrivial rate upon collision. Under appropriate conditions on the diffusion…
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…
We study condensation in several particle systems related to the inclusion process. For an asymmetric one-dimensional version with closed boundary conditions and drift to the right, we show that all but a finite number of particles condense…