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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

A distinguishing feature of active particles is the nature of the non-equilibrium noise driving their dynamics. Control of these noise properties is, therefore, of both fundamental and applied interest. We demonstrate emergent tuning of the…

Soft Condensed Matter · Physics 2021-01-05 Aniruddh Murali , Pritha Dolai , Ashwini Krishna , K. Vijay Kumar , Shashi Thutupalli

Sticky Brownian motions, as time-changed semimartingale reflecting Brownian motions, have various applications in many fields, including queuing theory and mathematical finance. In this paper, we are concerned about the stationary…

Probability · Mathematics 2019-01-24 Hongshuai Dai , Yiqiang Q. Zhao

A harmonically trapped active Brownian particle exhibits two types of positional distributions -- one has a single peak, the other has a single well -- that signify steady-state dynamics with low and high activity, respectively. Adding…

A stochastic process with movement, return, and rest phases is considered in this paper. For the movement phase, the particles move following the dynamics of Gaussian process or ballistic type of L\'evy walk, and the time of each movement…

Statistical Mechanics · Physics 2021-12-01 Tian Zhou , Pengbo Xu , Weihua Deng

We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an…

Analysis of PDEs · Mathematics 2023-10-02 Martin Burger , Simon Schulz

We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…

Statistical Mechanics · Physics 2023-07-07 M. Reza Shaebani , Heiko Rieger , Zeinab Sadjadi

Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…

Soft Condensed Matter · Physics 2022-10-28 Abdallah Daddi-Moussa-Ider , Stephan Gekle

Brownian motion with stochastic resetting-a process combining standard diffusion with random returns to a fixed position-has emerged as a powerful framework with applications spanning statistical physics, chemical kinetics, biology, and…

Statistical Mechanics · Physics 2025-08-18 Yihao Wang , Hanshuang Chen

We design 3D-printed motor-driven active particles and find that their dynamics can be characterized using the model of overdamped chiral active Brownian particles (ABPs), as demonstrated by measured angular statistics and translational…

Soft Condensed Matter · Physics 2025-02-28 Yuxuan Zhou , Maomao Ge , Ting Wang

We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…

Statistical Mechanics · Physics 2025-12-16 Timothée Herbeau , Leonid Pastur , Pascal Viot , Gleb Oshanin

We model an overdamped Brownian particle that is subject to resetting facilitated by a ratchet potential on a spatially periodic domain. This asymmetric potential switches on with a constant rate, but switches off again only upon the…

Statistical Mechanics · Physics 2024-07-25 Connor Roberts , Emir Sezik , Eloise Lardet

A theory for (1+3)-dimensional relativistic Brownian motion under the influence of external force fields is put forward. Starting out from a set of relativistically covariant, but multiplicative Langevin equations we describe the…

Statistical Mechanics · Physics 2009-11-11 Jörn Dunkel , Peter Hänggi

A common and effective method for calculating the steady-state distribution of a process under stochastic resetting is the renewal approach that requires only the knowledge of the reset-free propagator of the underlying process and the…

Statistical Mechanics · Physics 2024-11-15 Ron Vatash , Amy Altshuler , Yael Roichman

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

Functional Analysis · Mathematics 2022-04-21 Adam Bobrowski , Tomasz Komorowski

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

We study experimentally, numerically and theoretically the optimal mean time needed by a Brownian particle, freely diffusing either in one or two dimensions, to reach, within a tolerance radius $R_{\text tol}$, a target at a distance $L$…

Statistical Mechanics · Physics 2022-02-08 Felix Faisant , Benjamin Besga , Artyom Petrosyan , Sergio Ciliberto , Satya N. Majumdar

We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…

Probability · Mathematics 2012-08-24 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas

We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution…

Mathematical Physics · Physics 2017-02-14 Patrik L. Ferrari , Herbert Spohn , Thomas Weiss

Resetting or restart, when applied to a stochastic process, usually brings its dynamics to a time-independent stationary state. In turn, the optimal resetting rate makes the mean time to reach a target to be the shortest one. These and…

Statistical Mechanics · Physics 2022-08-31 Przemyslaw Chelminiak