Related papers: Malliavin Calculus for Non-colliding Particle Syst…
A simple theoretical approach is used to investigate active colloids at the free interface and near repulsive substrates. We employ dynamical density functional theory to determine the steady-state density profiles in an effective…
We present a numerical model and a set of conservative algorithms for Non-Maxwellian plasma kinetics with inelastic collisions. These algorithms self-consistently solve for the time evolution of an isotropic electron energy distribution…
We consider the transport equation driven by the fractional Brownian motion. We study the existence and the uniqueness of the weak solution and, by using the tools of the Malliavin calculus, we prove the existence of the density of the…
New bounds on the total variation distance between the law of integer valued functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences and the Poisson distribution are established. They are based on a…
Many important properties of granular fluids can be represented by a system of hard spheres with inelastic collisions. Traditional methods of nonequilibrium statistical mechanics are effective for analysis and description of the inelastic…
Using the gauge/gravity correspondence, we study the dynamics of a heavy quark in two strongly-coupled systems at finite temperature: Super-Yang-Mills in the presence of a magnetic field and non-commutative Super-Yang-Mills. In the former,…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…
We study the motion of a solid particle immersed in a Newtonian fluid and confined between two parallel elastic membranes possessing shear and bending rigidity. The hydrodynamic mobility depends on the frequency of the particle motion due…
We use a Hamiltonian interacting particle system to derive a stochastic mean field system whose McKean-Vlasov equation yields the incompressible Navier Stokes equation. Since the system is Hamiltonian, the particle relabeling symmetry…
An active Brownian particle is a minimal model for a self-propelled colloid in a dissipative environment. Experiments and simulations show that, in the presence of boundaries and obstacles, active Brownian particle systems approach…
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…
In this paper we present a new method for the construction of strong solutions of SDE's with merely integrable drift coefficients driven by a multidimensional fractional Brownian motion with Hurst parameter H < 1/2. Furthermore, we prove…
Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…
The structural and dynamical properties of suspensions of self-propelled Brownian particles of spherical shape are investigated in three spatial dimensions. Our simulations reveal a phase separation into a dilute and a dense phase, above a…
By combining the Malliavin calculus with Fourier techniques, we develop a high-order asymptotic expansion theory for a sequence of vector-valued random variables. Our asymptotic expansion formulas give the development of the characteristic…
We use computer simulations to test a simple idea for mapping between long-time self diffusivities obtained from molecular and Brownian dynamics. The strategy we explore is motivated by the behavior of fluids comprising particles that…
Nonreciprocal effective interaction forces can occur between mesoscopic particles in colloidal suspensions that are driven out of equilibrium. These forces violate Newton's third law actio=reactio on coarse-grained length and time scales.…
Standard algorithms for the numerical integration of the Langevin equation require that interactions are slowly varying during to the integration timestep. This in not the case for hard-body systems, where there is no clearcut between the…