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We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…

Probability · Mathematics 2017-08-10 Manuel Cabezas , Amir Dembo , Andrey Sarantsev , Vladas Sidoravicius

We consider, through PDE methods, branching Brownian motion with drift and absorption. It is well know that there exists a critical drift which separates those processes which die out almost surely and those which survive with positive…

Analysis of PDEs · Mathematics 2014-10-08 Christopher Henderson

Micron-sized self-propelled (active) particles can be considered as model systems for characterizing more complex biological organisms like swimming bacteria or motile cells. We produce asymmetric microswimmers by soft lithography and study…

The mean first passage time (MFPT) is a key metric for understanding transport, search, and escape processes in stochastic systems. While well characterized for passive Brownian particles, its behavior in active systems-such as active…

Soft Condensed Matter · Physics 2025-10-22 Sarafa A. Iyaniwura , Zhiwei Peng

Multifractional Brownian motion is an extension of the well-known fractional Brownian motion where the Holder regularity is allowed to vary along the paths. In this paper, two kind of multi-parameter extensions of mBm are studied: one is…

Probability · Mathematics 2007-05-23 E. Herbin

Dynamics of active or self-propulsive Brownian particles in nonequilibrium status, has recently attracted great interest in many fields including biological entities and artificial micro/nanoscopic motors6. Understanding of their dynamics…

Soft Condensed Matter · Physics 2017-01-18 Xuewen Fu , Bin Chen , Jau Tang , Ahmed H. Zewail

We consider critical branching Brownian motion with absorption, in which there is initially a single particle at $x > 0$, particles move according to independent one-dimensional Brownian motions with the critical drift of $-\sqrt{2}$, and…

Probability · Mathematics 2013-10-01 Julien Berestycki , Nathanael Berestycki , Jason Schweinsberg

We introduce the stochastic process of incremental multifractional Brownian motion (IMFBM), which locally behaves like fractional Brownian motion with a given local Hurst exponent and diffusivity. When these parameters change as function of…

Statistical Mechanics · Physics 2023-07-27 Jakub Slezak , Ralf Metzler

The expressions for entropy production, free energy, and entropy extraction rates are derived for a Brownian particle that walks in an underdamped medium. Our analysis indicates that as long as the system is driven out of equilibrium, it…

Statistical Mechanics · Physics 2021-02-18 Mesfin Asfaw Taye

We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motion and create offspring at constant rate. Particles of type…

Probability · Mathematics 2021-04-08 Mohamed Ali Belloum , Bastien Mallein

We consider a branching-selection particle system on the real line. In this model the total size of the population at time $n$ is limited by $\exp\left(a n^{1/3}\right)$. At each step $n$, every individual dies while reproducing…

Probability · Mathematics 2018-10-02 Bastien Mallein

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

Probability · Mathematics 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

We study the non-equilibrium statistical mechanics of a system of freely moving particles, in which binary encounters lead either to an elastic collision or to the disappearance of the pair. Such a system of {\em ballistic annihilation}…

Statistical Mechanics · Physics 2009-11-13 M. I. Garcia de Soria , P. Maynar , G. Schehr , A. Barrat , E. Trizac

Differently from passive Brownian particles, active particles, also known as self-propelled Brownian particles or microswimmers and nanoswimmers, are capable of taking up energy from their environment and converting it into directed motion.…

It is well known that the number of particles should be scaled up to enable industrial scale simulation. The calculations are more computationally intensive when the motion of the surrounding fluid is considered. Besides the advances in…

Computational Physics · Physics 2014-07-28 Hao Zhang , F. Xavier Trias , Assensi Oliva , Dongmin Yang , Yuanqiang Tan , Shi Shu , Yong Sheng

We consider various problems related to the persistence probability of fractional Brownian motion (FBM), which is the probability that the FBM $X$ stays below a certain level until time $T$. Recently, Oshanin et al. study a physical model…

Probability · Mathematics 2015-06-12 Frank Aurzada , Christoph Baumgarten

Self-propelled colloids constitute an important class of intrinsically non-equilibrium matter. Typically, such a particle moves ballistically at short times, but eventually changes its orientation, and displays random-walk behavior in the…

Soft Condensed Matter · Physics 2019-05-27 Jochen Arlt , Vincent A Martinez , Angela Dawson , Teuta Pilizota , Wilson C K Poon

Particle-particle interactions are of paramount importance in every multi-body system as they determine the collective behaviour and coupling strength. Many well-known interactions like electro-static, van der Waals or screened Coulomb,…

Biological Physics · Physics 2015-07-17 Karolis Misiunas , Stefano Pagliara , Eric Lauga , John R. Lister , Ulrich F. Keyser

Nuclear magnetic resonance (NMR) is a widely used nondestructive method to study random motion of spin-bearing particles in different systems. In the long-time limit the theoretical description of the NMR experiments is well developed and…

Statistical Mechanics · Physics 2018-03-06 Vladimir Lisy , Jana Tothova

We develop a kinetic theory of Brownian particles with long and short range interactions. We consider both overdamped and inertial models. In the overdamped limit, the evolution of the spatial density is governed by the generalized mean…

Statistical Mechanics · Physics 2015-05-19 Pierre-Henri Chavanis