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We are concerned with random walks on $\mathbb{Z}^d$, $d\geq 3$, in an i.i.d. random environment with transition probabilities $\epsilon$-close to those of simple random walk. We assume that the environment is balanced in one fixed…

Probability · Mathematics 2016-12-28 Erich Baur

We introduce and analyse a two-sided branching-selection particle system which generalises the well-known $N$-particle branching Brownian motion ($N$-BBM) model, which we call the $(N,p)$-BBM, where either the leftmost or rightmost particle…

Probability · Mathematics 2026-04-24 Jacob Mercer

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

Systems and Control · Computer Science 2014-07-15 Yongxin Chen , Tryphon Georgiou

We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…

Probability · Mathematics 2018-04-12 Mario Abundo , Maria Beatrice Scioscia Santoro

We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…

Dynamical Systems · Mathematics 2012-03-20 Georg Schöchtel

We prove the Large Deviation Principle for the empirical process in a system of locally interacting Brownian motions in the nonequilibrium dynamic. Such a phenomenon has been proven only for two lattice systems: the symmetric simple…

Probability · Mathematics 2016-01-18 Insuk Seo

We consider a class of branching-selection particle systems on $\R$ similar to the one considered by E. Brunet and B. Derrida in their 1997 paper "Shift in the velocity of a front due to a cutoff". Based on numerical simulations and…

Probability · Mathematics 2010-03-03 Jean Bérard , Jean-Baptiste Gouéré

We develop a theory of Brownian motion of a massive particle, including the effects of inertia (Kramers' problem), in spaces with curvature and torsion. This is done by invoking the recently discovered generalized equivalence principle,…

Condensed Matter · Physics 2015-06-25 H. Kleinert , S. V. Shabanov

We introduce and study analytically and numerically a simple model of inter-agent competition, where underachievement is strongly discouraged. We consider $N\gg 1$ particles performing independent Brownian motions on the line. Two particles…

Statistical Mechanics · Physics 2025-03-03 P. L. Krapivsky , Ohad Vilk , Baruch Meerson

In view of the remarkable progress in micro-rheology to monitor the random motion of Brownian particles with size as small as few nanometers, in association that de Broglie matter waves have been experimentally observed for large molecules…

Quantum Physics · Physics 2025-11-18 Nicos Makris

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…

Chaotic Dynamics · Physics 2011-10-25 Itzhak Fouxon , Eugene Mednikov

An analysis is presented of a Brownian particle moving on the half-line, subject to a restoring force proportional to its displacement and an absorbing boundary at the origin. When the initial displacement is large, the central moments of…

Statistical Mechanics · Physics 2021-04-08 Michael J. Kearney , Richard J. Martin

The Brownian motion of a single particle is a paradigmatic model of the nonequilibrium dynamics of dissipative systems. In the system-plus-reservoir approach, one can derive the particle's equations of motion from the reversible dynamics of…

Statistical Mechanics · Physics 2023-01-18 Elisa I. Goettems , Ricardo J. S. Afonso , Diogo O. Soares-Pinto , Daniel Valente

We describe a two-dimensional model for active particles whose self-propulsion speed is not fixed, but varies in time, and whose motion is subject to both translational and rotational diffusion. In the conventional treatment of active…

Soft Condensed Matter · Physics 2025-10-01 Tayeb Jamali

We experimentally investigate the dynamics of inertial spheres settling through density-stratified interfaces, focusing on the conditions that lead to pronounced deceleration and ``bouncing''. Using synchronized particle tracking and flow…

Fluid Dynamics · Physics 2025-10-28 Chen Mortenfeld , Maarten van Reeuwijk , Aviv Littman , Alex Liberzon

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…

Probability · Mathematics 2023-12-13 Mehmet Öz , Elif Aydoğan

We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…

Probability · Mathematics 2010-10-19 Tomoyuki Ichiba , Ioannis Karatzas

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

Statistical Mechanics · Physics 2020-11-04 Gennaro Tucci , Andrea Gambassi , Shamik Gupta , Édgar Roldán

Motivated by the goal of understanding the evolution of populations undergoing selection, we consider branching Brownian motion in which particles independently move according to one-dimensional Brownian motion with drift, each particle may…

Probability · Mathematics 2021-02-04 Matthew I. Roberts , Jason Schweinsberg
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