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Brownian motors are nanoscale machines that utilize asymmetric physical interactions to generate directed motion in space. The operation mechanism relies on the random motion of nanoscale elements generated by thermal activation. On the…
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…
In this thesis, we study asymptotic properties of the standard branching Brownian motion, with a specific emphasis on the additive martingales at high temperature. We start by presenting classic and fundamental tools for our investigation.…
Efficiency of search for randomly distributed targets is a prominent problem in many branches of the sciences. For the stochastic process of L\'evy walks, a specific range of optimal efficiencies was suggested under variation of search…
We establish heat-kernel bounds and regularity estimates for the transition densities of the diffusion associated with the martingale problem corresponding to the generator of a formal multidimensional Brownian SDE with singular drift. As a…
This article is devoted to the construction of a solution for the "skew inhomogeneous Brownian motion" equation, which first appear in a seminal paper by Sophie Weinryb (1983). We investigate some laws related to the constructed process. In…
Many properties of Brownian motion on spaces with varying dimension (BMVD in abbreviation) have been explored in [5]. In this paper, we study Brownian motion with drift on spaces with varying dimension (BMVD with drift in abbreviation).…
A coarse-grained bead-spring-dashpot chain model with the dashpots representing the presence of internal friction, is solved exactly numerically, for the case of chains with more than two beads. Using a decoupling procedure to remove the…
We present a Brownian dynamics model of driven polymer translocation, in which non-equilibrium memory effects arising from tension propagation (TP) along the cis side subchain are incorporated as a time-dependent friction. To solve the…
The structural and dynamical properties of suspensions of self-propelled Brownian particles of spherical shape are investigated in three spatial dimensions. Our simulations reveal a phase separation into a dilute and a dense phase, above a…
Diffusion denoising models have become a popular approach for image generation, but they often suffer from slow convergence during training. In this paper, we identify that this slow convergence is partly due to the complexity of the…
Over the last few decades, classical density-functional theory (DFT) and its dynamic extensions (DDFTs) have become powerful tools in the study of colloidal fluids. Recently, previous DDFTs for spherically-symmetric particles have been…
We study boundary traces of shift-invariant diffusions: two-dimensional diffusions in the upper half-plane $\mathbb{R} \times [0, \infty)$ (or in $\mathbb{R} \times [0, R)$) invariant under horizontal translations. We prove that the…
Dynamics of a dry-rebounding drop was studied experimentally, numerically, and theoretically. Experimental results were reproduced by our computational fluid dynamics simulations, from which time series of kinetic energy, potential energy,…
We study stochastic thermodynamics of over-damped Brownian motion in a flowing fluid. Unlike some previous works, we treat the effects of the flow field as a non-conservational driving force acting on the Brownian particle. This allows us…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
In this paper, following earlier results in [2] we derive the asymptotic distribution as $t \to \infty$, of the excursion of Brownian motion straddling $t$, into an interval $(a,b)$, conditional on the event that there is such an excursion.
A subordinate Brownian motion $X$ is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. In this paper, when the Laplace exponent $\phi$ of the corresponding subordinator…
Biological tissues are active materials whose non-equilibrium dynamics emerge from distinct cellular force-generating mechanisms. Using a two-dimensional active foam model, we compare the effects of traction forces and junctional tension…
In the zero temperature Brownian semi-discrete directed polymer we study the joint distribution of two last-passage times at positions ordered in the time-like direction. This is the situation when we have the slow de-correlation…