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We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…

Statistical Mechanics · Physics 2025-01-14 B. De Bruyne , J. Randon-Furling , S. Redner

A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/4, in the sense of finite-dimensional distributions, of the…

Probability · Mathematics 2007-11-02 Magda Peligrad , Sunder Sethuraman

We study a model for flocking given by a $n$-particle system under which each particle jumps forward by a random amount, independently sampled from a given distribution $\theta$, with rate given by a non-increasing function $w$ of its…

Probability · Mathematics 2024-04-23 Sayan Banerjee , Amarjit Budhiraja , Dilshad Imon

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

Large scale simulations and analytical theory have been combined to obtain the non-equilibrium velocity distribution, $f(v)$, of randomly accelerated particles in suspension. The simulations are based on an event-driven algorithm,…

Statistical Mechanics · Physics 2013-09-09 Andrea Fiege , Benjamin Vollmayr-Lee , Annette Zippelius

We consider a branching Brownian motion with linear drift in which particles are killed on exiting the interval (0,K) and study the evolution of the process on the event of survival as the width of the interval shrinks to the critical value…

Probability · Mathematics 2012-12-07 Simon Harris , Marion Hesse , Andreas E. Kyprianou

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…

Probability · Mathematics 2016-08-11 Miklós Z. Rácz , Mykhaylo Shkolnikov

For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…

Probability · Mathematics 2026-03-03 Nils Lid Hjort , Rafail Zalmonovich Khasminskii

We consider a branching Brownian motion in which binary fission takes place only when particles are at the origin at a rate \beta > 0 on the local time scale. We obtain results regarding the asymptotic behaviour of the number of particles…

Probability · Mathematics 2013-02-19 Sergey Bocharov , Simon C. Harris

We consider a gas of independent Brownian particles on a bounded interval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each…

Probability · Mathematics 2019-07-25 Lorenzo Bertini , Gustavo Posta

We study the convergence of $N-$particle systems described by SDEs driven by Brownian motion and Poisson random measure, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending…

Probability · Mathematics 2021-03-09 Xavier Erny , Eva Löcherbach , Dasha Loukianova

We consider a continuous-time Bienaym\'e-Galton-Watson process with logistic competition in a regime of weak competition, or equivalently of a large carrying capacity. Individuals reproduce at random times independently of each other but…

Probability · Mathematics 2025-01-29 Raphaël Forien

In this paper, a comprehensive examination of the temperature- and bias-dependent diffusion regimes of underdamped Brownian particles is presented. A temperature threshold for a transition between anomalous and normal diffusive behaviors is…

Statistical Mechanics · Physics 2021-11-16 Trey Jiron , Marygrace Prinster , Jarrod Schiffbauer

Motivated by the goal of understanding the evolution of populations undergoing selection, we consider branching Brownian motion in which particles independently move according to one-dimensional Brownian motion with drift, each particle may…

Probability · Mathematics 2021-02-04 Matthew I. Roberts , Jason Schweinsberg

We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…

Mathematical Physics · Physics 2020-05-18 Nir Gavish , Pierre Nyquist , Mark Peletier

The spatial logistic branching process is a population dynamics model in which particles move on a lattice according to independent simple symmetric random walks, each particle splits into a random number of individuals at rate one, and…

Probability · Mathematics 2024-09-10 Thomas Tendron

We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…

Soft Condensed Matter · Physics 2009-11-13 T. Iwashita , Y. Nakayama , R. Yamamoto

The $N$-particle branching Brownian motion ($N$-BBM) is a branching Markov process which describes the evolution of a population of particles undergoing reproduction and selection. It has attracted a lot of interest due to its relations to…

Probability · Mathematics 2026-04-10 Alexandre Legrand , Pascal Maillard

We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward'' at some time points, with the instantaneous rate…

Probability · Mathematics 2023-03-03 Alexander Stolyar

We derive the Virial theorem appropriate to the generalized Smoluchowski-Poisson system describing self-gravitating Brownian particles and bacterial populations (chemotaxis). We extend previous works by considering the case of an unbounded…

Statistical Mechanics · Physics 2014-10-13 Pierre-Henri Chavanis , Clement Sire