Related papers: Interacting diffusions on positive definite matric…
We consider a process in which there are p-species of particles, i.e. A_1,A_2,...,A_p, on an infinite one-dimensional lattice. Each particle $A_i$ can diffuse to its right neighboring site with rate $D_i$, if this site is not already…
As an extension of the theory of Dyson's Brownian motion models for the standard Gaussian random-matrix ensembles, we report a systematic study of hermitian matrix-valued processes and their eigenvalue processes associated with the chiral…
While the theory of diffusion of a single Brownian particle in confined geometries is well-established by now, we discuss here the theoretical framework necessary to generalize the theory of diffusion to dense suspensions of strongly…
The goal of these expository notes is to give an introduction to random matrices for non-specialist of this topic focusing on the link between random matrices and systems of particles in interaction. We first recall some general results…
We study steady-state properties of a bath of active Brownian particles (ABPs) in two dimensions in the presence of two fixed, permeable (hollow) disklike inclusions, whose interior and exterior regions can exhibit mismatching motility…
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…
The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…
We set up a mesoscopic theory for interacting Brownian particles embedded in a nonequilibrium environment, starting from the microscopic interacting many-body theory. Using nonequilibrium linear response theory, we characterize the…
We consider a system of independent point-like particles performing a Brownian motion while interacting with a Gaussian fluctuating background. These particles are in addition endowed with a discrete two-state internal degree of freedom…
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…
We numerically investigate the diffusive behavior of active Brownian particles in a two-dimensional confined channel filled with soft obstacles, whose softness is controlled by a parameter $K$. Here, active particles are subjected to…
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…
We study the dynamics of overdamped Brownian particles interacting through soft pairwise potentials on a comb-like structure. Within the linearized Dean-Kawasaki framework, we characterize the particle density fluctuations by computing…
We study asymptotic properties of the system of interacting diffusion particles on the real line which transfer a mass [arXiv:1408.0628]. The system is a natural generalization of the coalescing Brownian motions. The main difference is that…
Unlike equilibrium systems, active matter is not governed by the conventional laws of thermodynamics. Through a series of analytic calculations and Langevin dynamics simulations, we explore how systems cross over from equilibrium to active…
We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…
We consider a two-dimensional diffusion process in a two-layered plane, governed by distinct covariance matrices in the upper and lower half-planes and by two drift vectors pointed away from the $x$-axis. We first analyze the case where the…
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 report an approach to obtain effective pair potentials which describe the structure of two-dimensional systems of active Brownian particles. The pair potential is found by an inverse method, which matches the radial distribution function…
We construct a class of superprocesses by taking the high density limit of a sequence of interacting-branching particle systems. The spatial motion of the superprocess is determined by a system of interacting diffusions, the branching…