Related papers: Particles approximation for some 1D kinetic Fokker…
We develop an Euler-type particle method for the simulation of a McKean--Vlasov equation arising from a mean-field model with positive feedback from hitting a boundary. Under assumptions on the parameters which ensure differentiable…
In this work, we study the convergence of the empirical measure of moderately interacting particle systems with singular interaction kernels. First, we prove quantitative convergence of the time marginals of the empirical measure 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…
We study the two-dimensional overdamped motion of an active particle whose orientational dynamics is subject to fractional Brownian noise, whereas its position is affected by self-propulsion and Brownian fluctuations. From a Langevin-like…
We investigate the dynamics of test particles undergoing friction forces in a Friedmann-Robertson-Walker (FRW) spacetime. The interaction with the background fluid is modeled by introducing a Poynting-Robertson-like friction force in the…
In this paper we consider a system of Brownian particles with proliferation whose rate depends on the empirical measure. The dependence is more local than a mean field one and has been called moderate interaction by Oelschlager [17], [18].…
We derive the fully time-dependent solution to a run-and-tumble model for a particle which has tumbling restricted to the boundaries of a one-dimensional interval. This is achieved through a field-theoretic perturbative framework by…
Consider a finite system of Brownian particles on the real line. Each particle has drift and diffusion coefficients depending on its current rank relative to other particles, as in Karatzas, Pal and Shkolnikov (2012). We prove some…
We investigate the behaviour of a chain of interacting Brownian particles with one end fixed and the other moving away at slow speed, in the limit of small noise. The interaction between particles is through a pairwise potential with finite…
Based on a class of moderately interacting particle systems, we establish a quantitative approximation for density-dependent McKean-Vlasov SDEs and the corresponding nonlinear, nonlocal PDEs. The SDE is driven by both Brownian motion and…
In a recent paper Calogero and Alcantara derived a Lorentz-invariant Fokker-Planck equation, which corresponds to the evolution of a particle distribution associated with relativistic Brownian Motion. We study the "one and one-half"…
In this paper, we are interested in the collective friction of a cloud of particles on the viscous incompressible fluid in which they are moving. The particles velocities are assumed to be given and the fluid is assumed to be driven by the…
The process of relaxation of a system of particles interacting with long-range forces is relevant to many areas of Physics. For obvious reasons, in Stellar Dynamics much attention has been paid to the case of 1/r^2 force law. However,…
A particle subjected to a fluctuating force originated from its interaction with an external quantum system undergoes quantum Brownian motion. This phenomenon is investigated in detail for the case of a particle confined by a harmonic…
We consider a system of annihilating particles where particles start from the points of a Poisson process on either the full-line or positive half-line and move at constant i.i.d. speeds until collision. When two particles collide, they…
Systems composed of strongly interacting self-propelled particles can form a spontaneously flowing polar active fluid. The study of the connection between the microscopic dynamics of a single such particle and the macroscopic dynamics of…
We present a numerical scheme for simulating the dynamics of Brownian particles suspended in a fluid. The motion of the particles is tracked by the Langevin equation, whereas the host fluid flow is analyzed by using the lattice Boltzmann…
We study Langevin dynamics of $N$ particles on $R^d$ interacting through a singular repulsive potential, e.g.~the well-known Lennard-Jones type, and show that the system converges to the unique invariant Gibbs measure exponentially fast in…
We introduce and investigate a new model of a finite number of particles jumping forward on the real line. The jump lengths are independent of everything, but the jump rate of each particle depends on the relative position of the particle…
In this thesis, I go through the well-known solutions to the one and two-particle systems trapped in a quantum harmonic oscillator and then continue to the three, four and many-body quantum systems. This is done by developing new analytical…