Related papers: Coalescing-fragmentating Wasserstein dynamics: par…
We consider the motion of a particle under a continuum random environment whose distribution is given by the Howitt-Warren flow. In the moderate deviation regime, we establish that the quenched density of the motion of the particle (after…
A macroscopic hydrodynamic system that couples a particle and a wave has recently renewed interest in the question as to what extent a classical system may reproduce quantum phenomena. Here we investigate single-particle diffraction with a…
We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an…
We consider a quantum particle coupled (with strength $\la$) to a spatial array of independent non-interacting reservoirs in thermal states (heat baths). Under the assumption that the reservoir correlations decay exponentially in time, we…
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 introduce a dissipative particle dynamics scheme for the dynamics of non-ideal fluids. Given a free-energy density that determines the thermodynamics of the system, we derive consistent conservative forces. The use of these effective,…
The Kob-Andersen model is a fundamental example of a kinetically constrained lattice gas, that is, an interacting particle system with Kawasaki type dynamics and kinetic constraints. In this model, a particle is allowed to jump when…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
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…
We derive a self-consistent hydrodynamic theory of coupled binary-fluid-surfactant systems from the underlying microscopic physics using Rayleigh's variational principle. At the microscopic level, surfactant molecules are modelled as…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
We consider a one-dimensional gas of hard rods, one of the simplest examples of an interacting integrable model. It is well known that the hydrodynamics of such integrable models can be understood by viewing the system as a gas of…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
A reduced dynamical model is derived which describes the interaction of weak inertia-gravity waves with nonlinear vortical motion in the context of rotating shallow-water flow. The formal scaling assumptions are (i) that there is a…
In finite dimension, the long-time and metastable behavior of a gradient flow perturbated by a small Brownian noise is well understood. A similar situation arises when a Wasserstein gradient flow over a space of probability measure is…
We study the role of fluctuations in particle systems modeled by Dean-Kawasaki-type equations, which describe the evolution of particle densities in systems with Brownian motion. By comparing microscopic simulations, stochastic partial…
The Poisson-Nernst-Planck system of equations used to model ionic transport is interpreted as a gradient flow for the Wasserstein distance and a free energy in the space of probability measures with finite second moment. A variational…
We investigate a diffuse-interface model that describes the dynamics of incompressible two-phase viscous flows with surfactant. The resulting system of partial differential equations consists of a sixth-order Cahn-Hilliard equation for the…
We study the Wasserstein gradient flow of semi-discrete energies in the space of probability measures, that is functionals depending on two measures-one being an absolutely continuous density and the other an atomic measure. These energies…
We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…