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We consider the problem of stochastic flow of multiple particles traveling on a closed loop, with a constraint that particles move without passing. We use a Markov chain description that reduces the problem to a generalized random walk on a…
In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate into a random number of particles with expectation greater…
The dynamics of entrainment of finite-size heavy particles in a turbulent open channel flow over a smooth surface are analyzed. Three types of simulations, namely with freely moving, rotation-constrained, and spanwise-motion-constrained…
This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…
We consider a system with N unit-service-rate queues in tandem, with exogenous arrivals of rate lambda at queue 1, under a back-pressure (MaxWeight) algorithm: service at queue n is blocked unless its queue length is greater than that of…
In this paper, we develop a more general framework of block-structured Markov processes in the queueing study of blockchain systems, which can provide analysis both for the stationary performance measures and for the sojourn times of any…
We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…
A simple model for the nonlinear collective transport of interacting particles in a random medium with strong disorder is introduced and analyzed. A finite threshold for the driving force divides the behavior into two regimes characterized…
We have generalized the semi-analytic approach of special flow to the description of flows of passive particles taking into account internal noise. The model is represented by a series of recurrence relations. The recurrence relations are…
A fluid queuing network constitutes one of the simplest models in which to study flow dynamics over a network. In this model we have a single source-sink pair and each link has a per-time-unit capacity and a transit time. A dynamic…
Finite-size neutrally buoyant particles in a channel flow are known to accumulate at specific equilibrium positions or spots in the channel cross-section if the flow inertia is finite at the particle scale. Experiments in different conduit…
In this paper, we introduce a nonlinear stochastic model to describe the propagation of information inside a computer processor. In this model, a computational task is divided into stages, and information can flow from one stage to another.…
We consider an infinite system of particles on the positive real line, initiated from a Poisson point process, which move according to Brownian motion up until the hitting time of a barrier. The barrier increases when it is hit, allowing…
Confined active particles constitute simple, yet realistic, examples of systems that converge into a non-equilibrium steady state. We investigate a run-and-tumble particle in one spatial dimension, trapped by an external potential, with a…
A nucleation model for the breakdown phenomenon in freeway free traffic flow at an on-ramp bottleneck is presented. This model, which can explain empirical results on the breakdown phenomenon, is based on assumptions of three-phase traffic…
The flow of a charged-stabilized suspension through a single constricted channel is studied experimentally by tracking the particles individually. Surprisingly, the behavior is found to be qualitatively similar to that of inertial dry…
We consider the numerical integration of Langevin equations for particles in a channel, in the presence of boundary conditions fixing the concentration values at the ends. This kind of boundary condition appears for instance when…
This paper examines the traffic flows on a two-dimensional stochastic lattice model that comprises a junction of two traveling routes: the domestic route and the international route each of which has parking sites. In our model, the system…
This work investigates the fundamental limits of communication over a noisy discrete memoryless channel that wears out, in the sense of signal-dependent catastrophic failure. In particular, we consider a channel that starts as a memoryless…
Biochemical signaling cascades transmit intracellular information while dissipating energy under nonequilibrium conditions. We model a cascade as a code string and apply information-entropy ideas to quantify an optimal transmission rate. A…