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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…

Probability · Mathematics 2008-01-22 Soumik Pal , Jim Pitman

We study stationary fluctuations in two models involving $N$ Brownian particles undergoing stochastic resetting to the origin in 1d. We start with the basic reset model where the particles reset independently (model A). Then we introduce…

Statistical Mechanics · Physics 2022-08-31 Ohad Vilk , Michael Assaf , Baruch Meerson

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…

Statistical Mechanics · Physics 2012-04-02 P. S. Burada , B. Lindner

We introduce particle systems in one or more dimensions in which particles perform branching Brownian motion and the population size is kept constant equal to $N > 1$, through the following selection mechanism: at all times only the $N$…

Probability · Mathematics 2013-05-02 Nathanael Berestycki , Lee Zhuo Zhao

We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…

Statistical Mechanics · Physics 2025-01-14 B. De Bruyne , J. Randon-Furling , S. Redner

We consider a branching-selection system of particles on the real line that evolves according to the following rules: each particle moves according to a Brownian motion during an exponential lifetime and then splits into two new particles…

Probability · Mathematics 2016-04-07 Michel Pain

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…

Probability · Mathematics 2018-03-29 Sergey Bocharov , Li Wang

We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…

Probability · Mathematics 2016-08-11 Miklós Z. Rácz , Mykhaylo Shkolnikov

We introduce a system of Brownian particles, each absorbed upon hitting an associated moving boundary. The boundaries are determined by the conditional probabilities of the particles being absorbed before some final time horizon, given the…

Probability · Mathematics 2025-10-06 Philipp Jettkant , Andreas Sojmark

Control of stochastic systems is a challenging open problem in statistical physics, with potential applications in a wealth of systems from biology to granulates. Unlike most cases investigated so far, we aim here at controlling a genuinely…

Statistical Mechanics · Physics 2024-01-09 Marco Baldovin , David Guéry-Odelin , Emmanuel Trizac

This paper is a follow-up of the work initiated in [3], where it has been investigated the hydrodynamic limit of symmetric independent random walkers with birth at the origin and death at the rightmost occupied site. Here we obtain two…

Probability · Mathematics 2015-06-18 Gioia Carinci , Anna De Masi , Cristian Giardinà , Errico Presutti

In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…

Probability · Mathematics 2007-05-23 Matteo Ortisi

We consider a (one-dimensional) branching Brownian motion process with a general offspring distribution having at least two moments, and in which all particles have a drift towards the origin where they are immediately absorbed. It is…

Probability · Mathematics 2018-09-13 Oren Louidor , Santiago Saglietti

By studying a system of Brownian particles, interacting only through a local social-like force (velocity alignment), we show that self-propulsion is not a necessary feature for the flocking transition to take place as long as underdamped…

Statistical Mechanics · Physics 2015-07-31 Victor Dossetti , Francisco J. Sevilla

We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…

Probability · Mathematics 2012-10-02 Ioannis Karatzas , Soumik Pal , Mykhaylo Shkolnikov

We consider a system of particles which perform branching Brownian motion with negative drift and are killed upon reaching zero, in the near-critical regime where the total population stays roughly constant with approximately N particles.…

Probability · Mathematics 2013-03-15 Julien Berestycki , Nathanaël Berestycki , Jason Schweinsberg

We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…

Probability · Mathematics 2017-08-10 Manuel Cabezas , Amir Dembo , Andrey Sarantsev , Vladas Sidoravicius

We consider a particle system studied by E. Brunet and B. Derrida, which evolves according to a branching mechanism with selection of the fittest keeping the population size fixed and equal to $N$. The particles remain grouped and move like…

Probability · Mathematics 2015-05-20 Francis Comets , Aser Cortines

Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

In 2001, Knight constructed a stochastic process modeling the one dimensional interaction of two particles, one being Newtonian in the sense that it obeys Newton's laws of motion, and the other particle being Brownian. We construct a…

Probability · Mathematics 2021-02-18 Clayton Barnes