Related papers: Exact solution of interacting particle systems rel…
We investigate open quantum Brownian motions as quantum analogues of classical diffusion processes under interaction with an external enviroment. Building upon the microscopic derivation by Sinayskiy and Petruccione [20], we revisit the…
For a class of interacting particle systems in continuous space, we show that finite-volume approximations of the bulk diffusion matrix converge at an algebraic rate. The models we consider are reversible with respect to the Poisson…
We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
The dynamical properties and diffusive behavior of a collection of mutually interacting particles are numerically investigated for two types of long-range interparticle interactions: Coulomb-electrostatic and dipole-electrodynamic. It is…
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…
We prove the existence of solutions of a cross-diffusion parabolic population problem. The system of partial differential equations is deduced as the limit equations satisfied by the densities corresponding to an interacting particles…
Driven diffusive systems constitute paradigmatic models of nonequilibrium physics. Among them, a driven lattice gas known as the asymmetric simple exclusion process (ASEP) is the most prominent example for which many intriguing exact…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time.…
When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…
We consider the joint distributions of particle positions for the continuous time totally asymmetric simple exclusion process (TASEP). They are expressed as Fredholm determinants with a kernel defining a signed determinantal point process.…
A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…
This study introduces a novel point-wise diffusion model that processes spatio-temporal points independently to efficiently predict complex physical systems with shape variations. This methodological contribution lies in applying forward…
In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…
A new computational method is presented for study suspensions of charged soft particles undergoing fluctuating hydrodynamic and electrostatic interactions. The proposed model is appropriate for polymers, proteins and porous particles…
The well-posedness and regularity properties of diffusion-aggregation equations, emerging from interacting particle systems, are established on the whole space for bounded interaction force kernels by utilizing a compactness convergence…
We study the transport property of diffusion in a finite translationally invariant quantum subsystem described by a tight-binding Hamiltonian with a single energy band and interacting with its environment by a coupling in terms of…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
The skew-product diffusion [Ann. Appl. Probab. 35, 3150--3214 (2025)] and exponentially tilted planar Brownian motion [Electron. J. Probab. 30, 1--97 (2025)] are canonical examples of planar diffusions with a point interaction at the origin…
We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…