Related papers: Edge Rigidity of Dyson Brownian Motion with Genera…
We study a gas of $N$ Brownian particles in the presence of a common stochastic diffusivity $D(t)=B^2(t)$, where $B(t)$ represents a one-dimensional Brownian motion at time $t$. Starting from all the particles localized at the origin, the…
We study probabilities of various rare events for the limiting point process that appears at the random matrix hard edge. We also show a transition from hard edge to bulk behavior. Asymptotic events studied include a central limit theorem…
The probability distribution of the maximum $M_t$ of a single resetting Brownian motion (RBM) of duration $t$ and resetting rate $r$, properly centred and scaled, is known to converge to the standard Gumbel distribution of the classical…
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…
Numerical simulations of positively-buoyant suspension in a horizontally rotating cylinder were performed to study the formation of radial and axial patterns. The order parameter for low-frequency segregated phase and dispersed phase is…
We introduce a novel approach to reveal ordering fluctuations in sheared dense suspensions, using line scanning in a combined rheometer and laser scanning confocal microscope. We validate the technique with a moderately dense suspension,…
We study the dynamics of the boundary dilaton gravity coupled to N massles scalars. We rederive the boundary conditions of [1] and [3] in a way which makes the requirement of reparametrization invariance and role of conformal anomaly…
We prove a homogenization result for the difference of two coupled Dyson Brownian motions started from generalized Wigner matrix initial data. We prove an optimal order, high probability estimate that is valid throughout the spectrum,…
We introduce and study a model of active Brownian motion with multiplicative noise describing fluctuations in the self-propulsion or activity. We find that the standard picture of density accumulation in slow regions is qualitatively…
We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each…
We consider the Poisson-Boltzmann equation in a periodic cell, representative of a porous medium. It is a model for the electrostatic distribution of $N$ chemical species diluted in a liquid at rest, occupying the pore space with charged…
We prove explicit upper and lower bounds for the torsional rigidity of extrinsic domains of submanifolds P^m with controlled radial mean curvature in ambient Riemannian manifolds N^n with a pole p and with sectional curvatures bounded from…
Relative dispersion in a neutrally stratified planetary boundary layer (PBL) is investigated by means of Large-Eddy Simulations (LES). Despite the small extension of the inertial range of scales in the simulated PBL, our Lagrangian…
We extend results on time-rescaled occupation time fluctuation limits of the $(d,\alpha, \beta)$-branching particle system $(0<\alpha \leq 2, 0<\beta \leq 1)$ with Poisson initial condition. The earlier results in the homogeneous case…
The circular Dyson Brownian motion model refers to the stochastic dynamics of the log-gas on a circle. It also specifies the eigenvalues of certain parameter-dependent ensembles of unitary random matrices. This model is considered with the…
We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…
We consider active Brownian particles that intermittently switch between active and inactive states. Such behavior is ubiquitous at all scales, from bacteria to animals and in artificial active systems. We derive exact expressions for key…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
We consider a branching Brownian motion in $\mathbb{R}^2$ in which particles independently diffuse as standard Brownian motions and branch at an inhomogeneous rate $b(\theta)$ which depends only on the angle $\theta$ of the particle. We…
The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…