Related papers: Selection principle for the Fleming-Viot process w…
We propose a general strategy for solving nonlinear integro-differential evolution problems with periodic boundary conditions, where no direct maximum/minimum principle is available. This is motivated by the study of recent macroscopic…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…
We consider a system of $N$ non-crossing Brownian particles in one dimension. We find the exact rate function that describes the long-time large deviation statistics of their occupation fraction in a finite interval in space. Remarkably, we…
We consider the $N$-particle Fleming-Viot process associated to a normally reflected diffusion with soft catalyst killing. The Fleming-Viot multi-colour process is obtained by attaching genetic information to the particles in the…
In this paper, we describe a novel application of sigma-point methods to continuous-discrete filtering. In principle, the nonlinear continuous- discrete filtering problem can be solved exactly. In practice, the solution contains terms that…
We study a class of interacting particle systems on $\mathbb{R}$ with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump rates $v_+$, $v_-$ and stochastic type switching driven by…
We investigate the motion of a suspended non-Brownian sphere past a fixed cylindrical or spherical obstacle in the limit of zero Reynolds number for arbitrary particle-obstacle aspect ratios. We consider both a suspended sphere moving in a…
We consider a class of branching-selection particle systems on $\R$ similar to the one considered by E. Brunet and B. Derrida in their 1997 paper "Shift in the velocity of a front due to a cutoff". Based on numerical simulations and…
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…
We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an…
Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…
This paper reviews the formulation of the Feynman-Vernon model of linear dissipative systems for a standard Brownian particle moving in an external potential $V(x,t)$ and introduces the formulation of a generalized oscillator model of a…
We study negative large deviations of the long-time empirical front velocity of the center of mass of the one-sided $N$-BBM ($N$-particle branching Brownian motion) system in one dimension. Employing the macroscopic fluctuation theory, we…
We present comprehensive numerical studies of the motion of a buoyant or a nearly neutrally buoyant nano-sized ellipsoidal particle in a fluid filled cylindrical tube without or with the presence of imposed pressure gradient (weak…
We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…
We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motion and create offspring at constant rate. Particles of type…
There has been recently a lot of interest in the analysis of the Stein gradient descent method, a deterministic sampling algorithm. It is based on a particle system moving along the gradient flow of the Kullback-Leibler divergence towards…
In this paper, we study asymptotic behaviors of a subcritical branching killed Brownian motion with drift $-\rho$ and offspring distribution $\{p_k:k\ge 0\}$. Let $\widetilde{\zeta}^{-\rho}$ be the extinction time of this subcritical…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…