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When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…

Statistical Mechanics · Physics 2015-06-18 Oded Farago , Niels Grønbech-Jensen

We consider a Brownian particle which, in addition to being in contact with a thermal bath, is driven by fluctuating forces which stem from active processes in the system, such as self-propulsion or collisions with other active particles.…

Statistical Mechanics · Physics 2019-04-24 Lennart Dabelow , Stefano Bo , Ralf Eichhorn

We address the problem of estimating the drift parameter in a system of $N$ interacting particles driven by additive fractional Brownian motion of Hurst index \( H \geq 1/2 \). Considering continuous observation of the interacting particles…

Statistics Theory · Mathematics 2025-11-12 Chiara Amorino , Ivan Nourdin , Radomyra Shevchenko

We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…

Statistical Mechanics · Physics 2018-12-19 Trevor GrandPre , David T. Limmer

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

A thermodynamically consistent particle-based model for fluid dynamics with continuous velocities and a non-ideal equation of state is presented. Excluded volume interactions are modeled by means of biased stochastic multiparticle…

Soft Condensed Matter · Physics 2009-11-11 Thomas Ihle , Erkan Tuzel , Daniel M. Kroll

Motivated by nanoscale growth of ultra-thin films, we study a model of deposition, on an interval substrate, of particles that perform Brownian motions until any two meet, when they nucleate to form a static island, which acts as an…

Probability · Mathematics 2022-12-19 Nicholas Georgiou , Andrew R. Wade

This study investigates the spatial distribution of inertial particles in turbulent Taylor-Couette flow. Direct numerical simulations are performed using a one-way coupled Eulerian-Lagrangian approach, with a fixed inner wall Reynolds…

Fluid Dynamics · Physics 2024-02-28 Hao Jiang , Zhi-ming Lu , Bo-fu Wang , Xiao-hui Meng , Jie Shen , Kai Leong Chong

The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…

Analysis of PDEs · Mathematics 2022-09-13 Isanka Garli Hevage , Akif Ibragimov , Zeev Sobol

We study the Fleming-Viot particle process formed by N interacting continuous-time asymmetric random walks on the cycle graph, with uniform killing. We show that this model has a remarkable exact solvability, despite the fact that it is…

Probability · Mathematics 2021-04-13 Josué Corujo

Confined active particles constitute simple, yet realistic, examples of systems that converge into a non-equilibrium steady state. We investigate a run-and-tumble particle in one spatial dimension, trapped by an external potential, with a…

Statistical Mechanics · Physics 2024-04-09 Oded Farago , Naftali R. Smith

We treat the problem of particle pushing by growing ice as a free diffusion near a wall that moves with discrete steps. When the particle diffuse away from the surface the surface can grow, blocking the particle from going back. Elementary…

Soft Condensed Matter · Physics 2018-01-01 Michael Chasnitsky , Victor Yashunsky , Ido Braslavsky

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

Probability · Mathematics 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

Understanding the dynamics of material objects advected by turbulent flows is a long standing question in fluid dynamics. In this perspective article we focus on the characterization of the statistical properties of non-interacting…

Fluid Dynamics · Physics 2024-03-18 Yaning Fan , Cheng Wang , Linfeng Jiang , Chao Sun , Enrico Calzavarini

We study interacting Brownian particles on the half-line whose interaction occurs through boundary local times at the origin. The particle system is given by \[ X_i^n(t)=X^n_{0,i}+W_i^n(t)+L_i^n(t) +\frac{1}{n-1}\sum_{j\ne…

Probability · Mathematics 2026-05-05 Rami Atar

The motion of a Brownian particle in the presence of Coulomb friction and an asymmetric spatial potential was evaluated in this study. The system exhibits a ratchet effect, i.e., an average directed motion even in the absence of an external…

Statistical Mechanics · Physics 2023-01-11 Massimiliano Semeraro , Giuseppe Gonnella , Eugenio Lippiello , Alessandro Sarracino

We investigate the effect of inertial particles dispersed in a circular patch of finite radius on the stability of a two-dimensional Rankine vortex in semi-dilute dusty flows. Unlike the particle-free case where no unstable modes exist, we…

Fluid Dynamics · Physics 2022-10-05 Shuai Shuai , Darish Jeswin Dhas , Anubhab Roy , M. Houssem Kasbaoui

Self-propelled particles in anisotropic environments can exhibit a motility that depends on their orientation. This dependence is relevant for a plethora of living organisms but difficult to study in controlled environments. Here, we…

Soft Condensed Matter · Physics 2023-10-27 Alexander R. Sprenger , Christian Scholz , Anton Ldov , Raphael Wittkowski , Hartmut Löwen

We introduce and study a model in one dimension of $N$ run-and-tumble particles (RTP) which repel each other logarithmically in the presence of an external quadratic potential. This is an "active'' version of the well-known Dyson Brownian…

Statistical Mechanics · Physics 2023-11-27 Leo Touzo , Pierre Le Doussal , Gregory Schehr

We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…

Probability · Mathematics 2024-03-13 Frank Redig , Hidde van Wiechen