Related papers: Infinite particle systems with hard-core and long-…
An active Brownian particle is a minimal model for a self-propelled colloid in a dissipative environment. Experiments and simulations show that, in the presence of boundaries and obstacles, active Brownian particle systems approach…
Two deterministic models for Brownian motion are investigated by means of numerical simulations and kinetic theory arguments. The first model consists of a heavy hard disk immersed in a rarefied gas of smaller and lighter hard disks acting…
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
Brownian dynamics is a popular fine-grained method for simulating systems of interacting particles, such as chemical reactions. Though the method is simple to simulate, it is generally assumed that the dynamics is impossible to solve…
We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…
We develop a kinetic theory of Brownian particles with long and short range interactions. We consider both overdamped and inertial models. In the overdamped limit, the evolution of the spatial density is governed by the generalized mean…
A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is…
We investigate the construction of diffusions consisting of infinitely numerous Brownian particles moving in $\mathbb{R}^d$ and interacting via logarithmic functions (two-dimensional Coulomb potentials). These potentials are very strong and…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
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…
Experiments with polymer latex solutions show the coexistence of order-disorder structures of macroions. Because of the large macroions' sizes, this order-disorder phase coexistence imply the existence of very long-range attractive and…
We report an approach to obtain effective pair potentials which describe the structure of two-dimensional systems of active Brownian particles. The pair potential is found by an inverse method, which matches the radial distribution function…
Solutions of the Schr\"odinger equation by spanning the wave function is a complete basis is a common practice is many-body interacting systems. We shall study the case of a two-dimensional quantum system composed by two interacting…
Skorokhod problem arises in studying Reflected Brownian Motion (RBM) on an non-negative orthant, specifically in the context of queueing networks in the heavy traffic regime. One of the key problems is identifying conditions for stability…
The exactly solvable model of two indistinguishable quantum particles (bosons or fermions) confined in a one-dimensional harmonic trap and interacting via finite-range soft-core interaction is presented and many properties of the system are…
The BBGKY hierarchy of equations for a particle interacting with ideal gas is analyzed in terms of irreducible many-particle correlations between gas atoms and the particle's motion. The transition to the hard-sphere interaction is…
Polynomial dynamical systems describing interacting particles in the plane are studied. A method replacing integration of a polynomial multi--particle dynamical system by finding polynomial solutions of a partial differential equations is…
A systematic search for superintegrable quantum Hamiltonians describing the interaction between two particles with spin 0 and 1/2, is performed. We restrict to integrals of motion that are first-order (matrix) polynomials in the components…
We study finite and countably infinite systems of stochastic differential equations, in which the drift and diffusion coefficients of each component (particle) are determined by its rank in the vector of all components of the solution. We…
We solve infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles interacting via two-dimensional Coulomb potentials. The equilibrium states of the associated unlabeled stochastic…