Related papers: Diffusion-limited annihilating systems and the inc…
We consider a model system of persistent random walkers that can jam, pass through each other or jump apart (recoil) on contact. In a continuum limit, where particle motion between stochastic changes in direction becomes deterministic, we…
The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…
We introduce an interacting particle system that models the spread of an epidemic in terms of heterogeneous diffusive dynamics, rather than exogenous contact and transmission rates at the population level as in classical compartmental…
We study a sequence of single server queues with customer abandonment (GI/GI/1+GI) under heavy traffic. The patience time distributions vary with the sequence, which allows for a wider scope of applications. It is known ([20, 18]) that the…
We have studied experimentally transport properties in a slowly driven granular system which recently was shown to display self-organized criticality [Frette {\em et al., Nature} {\bf 379}, 49 (1996)]. Tracer particles were added to a pile…
We investigate the quantum reaction-diffusion dynamics of fermionic particles which coherently hop in a one-dimensional lattice and undergo annihilation reactions. The latter are modelled as dissipative processes which involve losses of…
We consider two independent identical diffusion processes that annihilate upon meeting in order to study their conditioning with respect to their first-encounter properties. For the case of finite horizon $T<+\infty$, the maximum…
Abridged abstract: Inert interactions between randomly moving entities and spatial disorder play a crucial role in quantifying the diffusive properties of a system. These interactions affect only the movement of the entities, and examples…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
We study the homogenization of a diffusion process which takes place in a binary structure formed by an ambiental connected phase surrounding a suspension of very small spheres distributed in an $\veps$-periodic network. The asymptotic…
When particles move at a constant speed and have the tendency to align their directions of motion, ordered large scale movement can emerge despite significant levels of noise. Many variants of this model of self-propelled particles have…
In this work we study a kinetic model of active particles with delayed dynamics, and its limit when the number of particles goes to infinity. This limit turns out to be related to delayed differential equations with random initial…
Many physical observables can be represented as a particle spending some random time within a given domain. For a broad class of transport-dominated processes, we detail how it is possible to express the moments of the number of particle…
A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…
We investigate a model for driven exclusion processes where internal states are assigned to the particles. The latter account for diverse situations, ranging from spin states in spintronics to parallel lanes in intracellular or vehicular…
The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…
The cohesive collective motion (flocking, swarming) of autonomous agents is ubiquitously observed and exploited in both natural and man-made settings, thus, minimal models for its description are essential. In a model with continuous space…
In this paper we consider the distribution of the location of the path supremum in a fixed interval for self-similar processes with stationary increments. To this end, a point process is constructed and its relation to the distribution of…
Interacting particle systems can often be constructed from a graphical representation, by applying local maps at the times of associated Poisson processes. This leads to a natural coupling of systems started in different initial states. We…