Related papers: Universal Poisson statistics of a passive tracer d…
Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional…
We propose the point process model as the Poissonian-like stochastic sequence with slowly diffusing mean rate and adjust the parameters of the model to the empirical data of trading activity for 26 stocks traded on NYSE. The proposed scaled…
Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem is to detect the disorder time as quickly as possible after…
This paper proposes groove-like potential structures for the observation of quantum information processing by trapped particles. As an illustration the effect of quantum statistics at a 50-50 beam splitter is investigated. For…
Spherical Janus particles are one of the most prominent examples for active Brownian objects. Here, we study the diffusiophoretic motion of such microswimmers in experiment and in theory. Three stages are found: simple Brownian motion at…
We report on simulations of two-dimensional turbulence in the inverse energy cascade regime. Focusing on the statistics of Lagrangian tracer particles, scaling behavior of the probability density functions of velocity fluctuations is…
The long time diffusive behaviour of intrinsic localised modes (discrete breathers) in the discrete damped-driven sine-Gordon chain under Gaussian white noise (to simulate temperature) is studied. We present a theoretical model for an…
The collective non-equilibrium dynamics of multi-component mixtures of interacting active (self-propelled) and passive (diffusive) particles have garnered great interest in the physics community. However, the mathematical understanding of…
Stochastic particle--based models are useful tools for describing the collective movement of large crowds of pedestrians in crowded confined environments. Using descriptions based on the simple exclusion process, two populations of…
The transport of self-propelled particles such as bacteria and phoretic swimmers through crowded heterogeneous environments is relevant to many natural and engineering processes, from biofilm formation and contamination processes to…
The concept of swim pressure quantifies the average force exerted by microswimmers on confining walls in non-equilibrium. Here we explore how the swim pressure depends on the wall curvature and on the presence of sharp corners in the wall.…
Consider the random set composed of particles initially distributed on Zd, d >= 2, according to a Poisson point process of intensity u > 0 and moving as independent simple symmetric random walks, the trap particles. We are interested in the…
In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…
We prove that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities of independent interest for…
We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The…
Microorganisms ofter move in confined, disordered environments, where hydrodynamic couplings can modify their transport behavior. Using extensive finite-element simulations, we investigate the dynamics of microswimmers -- modeled as…
We derive equations of motion for the mean-squared displacement (MSD) of an active Brownian particle (ABP) in a crowded environment modeled by a dense system of passive Brownian particles, and of a passive tracer particle in a dense…
A simple explicit construction is provided of a partition-valued fragmentation process whose distribution on partitions of $[n]=\{1,...,n\}$ at time $\theta \ge 0$ is governed by the Ewens sampling formula with parameter $\theta$. These…