Related papers: A free boundary problem arising from branching Bro…
We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined…
We consider a model of Branching Brownian Motion in which the usual spatially-homogeneous and catalytic branching at a single point are simultaneously present. We establish the almost sure growth rates of population in certain…
In practical work with American put options, it is important to be able to know when to exercise the option, and when not to do so. In computer simulation based on the standard theory of geometric Brownian motion for simulating stock price…
We study the dynamics of a trapped, charged Brownian particle in presence of a time dependent magnetic field. We calculate work distributions for different time dependent protocols. In our problem thermodynamic work is related to variation…
We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…
Distribution of a Brownian motion conditioned to start from the boundary of an open set $G$ and to stay in $G$ for a finite period of time is studied. Characterizations of such distributions in terms of certain singular stochastic…
The cell motility problem has been investigated for a long time. Today, many biologists, physicists, and mathematicians are looking for new research instruments for this process. A simple 2D model of a free-boundary cell moving on a…
The "Brownian bees" model describes a system of $N$ independent branching Brownian particles. At each branching event the particle farthest from the origin is removed, so that the number of particles remains constant at all times.…
We consider a directed random walk making either 0 or $+1$ moves and a Brownian bridge, independent of the walk, conditioned to arrive at point $b$ on time $T$. The Hamiltonian is defined as the sum of the square of increments of the bridge…
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…
As a profound example of spontaneous motion, we analyze the motion of a camphor particle on a water surface. The motion is modeled as an initial-boundary value problem for a coupled nonlinear system of a diffusion equation and an ordinary…
We consider a hyperbolic free boundary problem by means of minimizing time discretized functionals of Crank-Nicolson type. The feature of this functional is that it enjoys energy conservation in the absence of free boundaries, which is an…
We study the dynamics of an active Brownian particle with a nonlinear friction function located in a spatial cubic potential. For strong but finite damping, the escape rate of the particle over the spatial potential barrier shows a…
We consider the Skorokhod problem in a time-varying interval. We prove existence and uniqueness for the solution. We also express the solution in terms of an explicit formula. Moving boundaries may generate singularities when they touch. We…
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 extend the ``Brownian bees'' model of Berestycki et al. (2021, 2022) to cooperative reproduction, $kA\to(k{+}1)A$, of a population of $N$ symmetric random walkers with removal, at each birth event, of the particle farthest from the…
Within the framework of variational modelling we derive a one-phase moving boundary problem describing the motion of a semipermeable membrane enclosing a viscous liquid, driven by osmotic pressure and surface tension of the membrane. For…
We study a $d$-dimensional branching Brownian motion inside subdiffusively expanding balls, where the boundary of the ball is deactivating in the sense that once a particle hits the moving boundary, it is instantly deactivated but is…
A boundary integral equation (BIE) formulation for 2-D transient elastic wave propagation problems is presented. On the basis of the three-dimensional integral identity, the time-dependent kernels for the two-dimensional boundary integral…
We consider the facilitated exclusion process, which is a nonergodic, kinetically constrained exclusion process. We show that in the hydrodynamic limit, its macroscopic behavior is governed by a free boundary problem. The particles evolve…