Related papers: Deposition, diffusion, and nucleation on an interv…
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…
Drying suspensions often leave behind complex patterns of particulates, as might be seen in the coffee stains on a table. Here we consider the dynamics of periodic band or uniform solid film formation on a vertical plate suspended partially…
We investigate the motion of an inert (massive) particle being impinged from below by a particle performing (reflected) Brownian motion. The velocity of the inert particle increases in proportion to the local time of collisions and…
A micron-sized droplet of bromine water immersed in a surfactant-laden oil phase can swim (S. Thutupalli, R. Seemann, S. Herminghaus, New J. Phys. 13 073021 (2011)). The bromine reacts with the surfactant at the droplet interface and…
We study a voting model on a branching Brownian motion process on $\mathbb{R}$ in which the diffusivity of each child particle is increased from that of the parent by a factor of $\gamma>1$. The probability distribution of the overall vote…
We study the long-time asymptotics of the probability P_t that the Riemann-Liouville fractional Brownian motion with Hurst index H does not escape from a fixed interval [-L,L] up to time t. We show that for any H \in ]0,1], for both…
Using Brownian dynamics computer simulations we show that a two-dimensional suspension of self-propelled ("active") colloidal particles crystallizes at sufficiently high densities. Compared to the equilibrium freezing of passive particles…
We consider a Brownian particle diffusing in a one dimensional interval with absorbing end points. We study the ramifications when such motion is interrupted and restarted from the same initial configuration. We provide a comprehensive…
We study protein diffusion in multicomponent lipid membranes close to a rigid substrate separated by a layer of viscous fluid. The large-distance, long-time asymptotics for Brownian motion are calculated using a nonlinear stochastic…
We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…
Based on Brownian dynamics simulations we study the collective behavior of a twodimensional system of repulsively interacting colloidal particles, where each particle is propelled by a repulsive feedback force with time delay $\tau$.…
Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the…
We investigate both analytically and by numerical simulation the kinetics of a microscopic model of hard rods adsorbing on a linear substrate, a model which is relevant for compaction of granular materials. The computer simulations use an…
Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…
We consider a Markov-modulated Brownian motion reflected to stay in a strip [0,B]. The stationary distribution of this process is known to have a simple form under some assumptions. We provide a short probabilistic argument leading to this…
A mathematical model is developed to analyze the growth/decay rate of surface perturbations of an ultrathin metal film on an amorphous substrate (SiO_{2}). The formulation combines the approach of Mullins [J. Appl. Phys. v30, 77, 1959] for…
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…
A semi-martingale reflecting Brownian motion is a popular process for diffusion approximations of queueing models including their networks. In this paper, we are concerned with the case that it lives on the nonnegative half-line, but the…
We investigate the non-equilibrium evolution of ideal Brownian particles confined between two walls, following simultaneous quenches of the temperature and a constant external force. We compute (analytically and in numeric simulations) the…
The ``Brownian bees" model describes an ensemble of $N$ independent branching Brownian particles. When a particle branches into two particles, the particle farthest from the origin is eliminated so as to keep a constant number of particles.…