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We present a general framework to study the distribution of the flux through the origin up to time $t$, in a non-interacting one-dimensional system of particles with a step initial condition with a fixed density $\rho$ of particles to the…

Statistical Mechanics · Physics 2020-05-06 Tirthankar Banerjee , Satya N. Majumdar , Alberto Rosso , Gregory Schehr

We consider a system of N particles with a stochastic dynamics introduced by Brunet and Derrida. The particles can be interpreted as last passage times in directed percolation on {1,...,N} of mean-field type. The particles remain grouped…

Probability · Mathematics 2015-06-04 Francis Comets , Jeremy Quastel , Alejandro F. Ramirez

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…

Soft Condensed Matter · Physics 2024-01-17 Caleb G. Wagner , Michael F. Hagan , Aparna Baskaran

We investigate the robustness of nonlinear filtering for continuous time finite state Markov chains, observed in white noise, with respect to misspecification of the model parameters. It is shown that the distance between the optimal filter…

Probability · Mathematics 2007-05-23 Pavel Chigansky , Ramon van Handel

The probability density of a quantum particle moving freely within a circular ring can exhibit local flow patterns inconsistent with its angular momentum, a phenomenon known as quantum backflow. In this study, we examine a quantum particle…

Quantum Physics · Physics 2024-08-13 Arseni Goussev , Felix Quinque , Jaewoo Joo , Andrew Burbanks

* ACTIVATED RANDOM WALK MODEL * This is a conservative particle system on the lattice, with a Markovian continuous-time evolution. Active particles perform random walks without interaction, and they may as well change their state to…

Probability · Mathematics 2011-03-15 Leonardo T. Rolla

We consider a line of terminals which is connected by packet erasure channels and where random linear network coding is carried out at each node prior to transmission. In particular, we address an online approach in which each terminal has…

Information Theory · Computer Science 2016-11-15 Daniel E. Lucani , Joerg Kliewer

In this paper we consider three classes of interacting particle systems on $\mathbb Z$: independent random walks, the exclusion process, and the inclusion process. We allow particles to switch their jump rate (the rate identifies the type…

We investigate the spatial distribution of inertial particles suspended in the bulk of a turbulent inhomogeneous flow. By means of direct numerical simulations of particle trajectories transported by the turbulent Kolmogorov flow, we study…

Fluid Dynamics · Physics 2016-03-23 Filippo De Lillo , Massimo Cencini , Stefano Musacchio , Guido Boffetta

In this paper, we study the problem of traffic management in highways facing stochastic perturbations. To model the macroscopic traffic flow under perturbations, we use cell-transmission model with Markovian capacities. The decision…

Systems and Control · Computer Science 2019-07-04 Li Jin , Alexander A. Kurzhanskiy , Saurabh Amin

Driven many-particle systems with nonlinear interactions are known to often display multi-stability, i.e. depending on the respective initial condition, there may be different outcomes. Here, we study this phenomenon for traffic models,…

Physics and Society · Physics 2009-11-13 Dirk Helbing , Mehdi Moussaid

We combine a DEM simulation with a stochastic process to model the movement of spherical particles in a turbulent channel flow. With this model we investigate the mixing properties of two species of particles flowing through the channel. We…

Fluid Dynamics · Physics 2011-06-20 Thomas Burgener , Dirk Kadau , Hans J. Herrmann

We present an extended collision model to simulate the dynamics of an open quantum system. In our model, the unit to represent the environment is, instead of a single particle, a block which consists of a number of environment particles.…

Quantum Physics · Physics 2018-05-11 Jiasen Jin , Chang-shui Yu

Activated Random Walk is a system of interacting particles which presents a phase transition and a conjectured phenomenon of self-organized criticality. In this note, we prove that, in dimension 1, in the supercritical case, when a segment…

Probability · Mathematics 2025-03-28 Nicolas Forien

Consider $N$ particles performing random walks on the $\epsilon$-grid $(\epsilon Z)^d$, $\epsilon>0$ with branching and density-dependent selection: When one of the particles branches, a particle is removed from the most populated site. The…

Probability · Mathematics 2026-01-30 Rami Atar , Leonid Mytnik , Gershon Wolansky

Non-particulate continuum descriptions allow for computationally efficient modeling of suspension flows at scales that are inaccessible to more detailed particulate approaches. It is well known that the presence of particles influences the…

Soft Condensed Matter · Physics 2013-11-13 Florian Janoschek , Jens Harting , Federico Toschi

Microscopic particles suspended in liquids are the prime example of an overdamped system because viscous forces dominate over inertial effects. Apart from their use as model systems, they receive considerable attention as sensitive probes…

Soft Condensed Matter · Physics 2020-02-10 Johannes Berner , Boris Müller , Juan Ruben Gomez-Solano , Matthias Krüger , Clemens Bechinger

We investigate the validity of the Markovian assumption in modeling near-wall turbulence by analyzing the detachment of micron-sized particles from the viscous sublayer. By coupling direct numerical simulations with a fractional…

Fluid Dynamics · Physics 2026-04-15 David Ben-Shlomo , Ronen Berkovich , Eyal Fattal

Let X be a continuous-time Markov chain in a finite set I, let h be a mapping of I onto another set, and let Y be defined by Y_t=h(X_t), (for t nonnegative). We address the filtering problem for X in terms of the observation Y, which is not…

Probability · Mathematics 2010-09-07 Fulvia Confortola , Marco Fuhrman

We study the problem of identification of a proper state-space for the stochastic dynamics of free particles in continuum, with their possible birth and death. In this dynamics, the motion of each separate particle is described by a fixed…

Probability · Mathematics 2007-05-23 Y. Kondratiev , E. Lytvynov , M. Röckner
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