Related papers: Orthogonal Intertwiners for Infinite Particle Syst…
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…
We study deterministic dynamics of overactive Brownian particles in 2D and 3D potentials. This dynamics is Hamiltonian. Integrals of motion for continuous rotational symmetries are reported. The cases of 2D, axisymmetric and…
We use orthogonality measures of Askey--Wilson polynomials to construct Markov processes with linear regressions and quadratic conditional variances. Askey--Wilson polynomials are orthogonal martingale polynomials for these processes.
Consider a finite system of competing Brownian particles on the real line. Each particle moves as a Brownian motion, with drift and diffusion coefficients depending only on its current rank relative to the other particles. We find a…
We introduce a system of Brownian particles, each absorbed upon hitting an associated moving boundary. The boundaries are determined by the conditional probabilities of the particles being absorbed before some final time horizon, given the…
We study fluctuation fields of orthogonal polynomials in the context of particle systems with duality. We thereby obtain a systematic orthogonal decomposition of the fluctuation fields of local functions, where the order of every term can…
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…
It is shown that the phenomenon of irreversibility in many-body and few-body systems can be explained and described within the framework of the concept of direct (not instantaneous) interaction of particles without using probabilistic…
A new theory for the dynamics of the magnetic particles and their magnetic moments in ferrofluids is developed. Based on a generalized Lagrangian formulation for the equations of motion of the colloidal particle, we introduce its…
We study impact of inertia on directed transport of a Brownian particle under non-equilibrium conditions: the particle moves in a one-dimensional periodic and symmetric potential, is driven by both an unbiased time-periodic force and a…
We prove that if nonlinear complex polynomials of the same degree have orbits with infinite intersection, then the polynomials have a common iterate. We also prove a special case of a conjectured dynamical analogue of the Mordell-Lang…
We describe fast algorithms for approximating the connection coefficients between a family of orthogonal polynomials and another family with a polynomially or rationally modified measure. The connection coefficients are computed via…
When an ensemble of particles interact hydrodynamically, they generically display large-scale transient structures such as swirls in sedimenting particles [1], or colloidal strings in sheared suspensions [2]. Understanding these…
For any admissible pair of irreducible reduced crystallographic root systems, we present discrete orthogonality relations for a finite-dimensional system of Macdonald polynomials with parameters on the unit circle subject to a truncation…
A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian…
A polymer model given in terms of beads, interacting through Hookean springs and hydrodynamic forces, is studied. Brownian dynamics description of this bead-spring polymer model is extended to multiple resolutions. Using this multiscale…
The dynamics of Brownian motion has widespread applications extending from transport in designed micro-channels up to its prominent role for inducing transport in molecular motors and Brownian motors. Here, Brownian transport is studied in…
Infinite-dimensional stochastic differential equations (ISDEs) describing systems with an infinite number of particles are considered. Each particle undergoes a L\'evy process, and the interaction between particles is determined by the…
In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…
We use the system-plus-reservoir approach to study the quantum dynamics of a bipartite continuous variable system (two generic particles). We present an extension of the traditional model of a bath of oscillators which is capable of…