Related papers: Interacting diffusions on positive definite matric…
We consider a Brownian particle which, in addition to being in contact with a thermal bath, is driven by fluctuating forces which stem from active processes in the system, such as self-propulsion or collisions with other active particles.…
Inert particles suspended in active fluids of self-propelled particles are known to often exhibit enhanced diffusion and novel coherent structures. Here we numerically investigate the dynamical behavior and self-organization in a system…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
We construct a family of semimartingales that describes the behavior of a particle system with sticky-reflecting interaction. The model is a physical improvement of the Howitt-Warren flow, an infinite system of diffusion particles on the…
A system of one-dimensional Brownian motions (BMs) conditioned never to collide with each other is realized as (i) Dyson's BM model, which is a process of eigenvalues of hermitian matrix-valued diffusion process in the Gaussian unitary…
We provide a description of interacting quantum fields in terms of density matrices for any occupation numbers in Fock space in a momentum basis. As a simple example, we focus on a real scalar field interacting with another real scalar…
We prove the existence of the reflected diffusion on a complex of an arbitrary size for a large class of planar simple nested fractals. Such a process is obtained as a folding projection of the free Brownian motion from the unbounded…
Brownian motion is essential for describing diffusion in systems ranging from simple to complex liquids. Unlike simple liquids, which consist of only a solvent, complex liquids, such as colloidal suspensions or the cytoplasm of a cell, are…
In a bilayered system of particles with wake-mediated interactions, the action-reaction symmetry for the effective forces between particles of different layers is broken. Under quite general conditions we show that, if the interaction…
Using the properties of the local Boltzmann weights of integrable interaction-round-a-face (IRF or face) models we express local operators in terms of generalized transfer matrices. This allows for the derivation of discrete functional…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
We present decompositions of various positive kernels as integrals or sums of positive kernels. Within this framework we study the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions. As a…
One-dimensional reaction-diffusion systems are mapped through a similarity transformation onto integrable (and a priori non-stochastic) quantum chains. Time-dependent properties of these chemical models can then be found exactly. The…
Brownian Dynamics algorithms are widely used for simulating soft-matter and biochemical systems. In recent times, their application has been extended to the simulation of coarse-grained models of cellular networks in simple organisms. In…
In active matter, such as the Vicsek Model of flocking, particles possesses an internal degree of freedom, such as their director, which is subject to interaction with other particles, provided they are within a certain range. In an effort…
We study the appearance and properties of cluster crystals (solids in which the unit cell is occupied by a cluster of particles) in a two-dimensional system of self-propelled active Brownian particles with repulsive interactions.…
We study in further detail particle models displaying a boundary-induced absorbing state phase transition [Phys. Rev. E. {\bf 65}, 046104 (2002) and Phys. Rev. Lett. {\bf 100}, 165701 (2008)] . These are one-dimensional systems consisting…
Active particles may happen to be confined in channels so narrow that they cannot overtake each other (Single File conditions). This interesting situation reveals nontrivial physical features as a consequence of the strong inter-particle…
Coarse-grained models that preserve hydrodynamics provide a natural approach to study collective properties of soft-matter systems. Here, we demonstrate that commonly used integration schemes in dissipative particle dynamics give rise to…
Bernstein processes are Brownian diffusions that appear in Euclidean Quantum Mechanics. Knowledge of the symmetries of the Hamilton-Jacobi-Bellman equation associated with these processes allows one to obtain relations between stochastic…