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We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
The diffusion in two dimensions of non-interacting active particles that follow an arbitrary motility pattern is considered for analysis. Accordingly, the transport equation is generalized to take into account an arbitrary distribution of…
Motivated by a novel method for granular segregation, we analyze the one dimensional drift-diffusion between two absorbing boundaries. The time evolution of the probability distribution and the rate of absorption are given by explicit…
We consider a collection of independent standard Brownian particles (or random walks), starting from a configuration where at least one particle is positive, and study the first time they all become negative. This is clearly equivalent to…
Consider a branching Brownian motion (BBM). It is well known \cite{Bramson1983ConvergenceOS, Lalley1987ACL} that the rightmost particle is located near \( m_t = \sqrt{2} t - \frac{3}{2\sqrt{2}} \log t \). Let $\mathcal{N}(t,x)$ be the set…
The distribution of exit times is computed for a Brownian particle in spherically symmetric two- dimensional domains (disks, angular sectors, annuli) and in rectangles that contain an exit on their boundary. The governing partial…
The dynamics of individual colloidal particles in random potential energy landscapes were investigated experimentally and by Monte Carlo simulations. The value of the potential at each point in the two-dimensional energy landscape follows a…
Consider a finite system of Brownian particles on the real line. Each particle has drift and diffusion coefficients depending on its current rank relative to other particles, as in Karatzas, Pal and Shkolnikov (2012). We prove some…
We demonstrate differential dynamic microscopy and particle tracking for the characterization of the spatiotemporal behavior of active Janus colloids in terms of the intermediate scattering function (ISF). We provide an analytical solution…
We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…
We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…
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…
We consider a model of Branching Brownian Motion in which the usual spatially-homogeneous and catalytic branching at a single point are simultaneously present. We establish the almost sure growth rates of population in certain…
We consider finite systems of interacting Brownian particles including active friction in the framework of nonlinear dynamics and statistical/stochastic theory. First we study the statistical properties for $1-d$ systems of masses connected…
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…
The movement of a particle described by Brownian motion is quantified by a single parameter, $D$, the diffusion constant. The estimation of $D$ from a discrete sequence of noisy observations is a fundamental problem in biological single…
Throughout physics Brownian dynamics are used to describe the behaviour of molecular systems. When the Brownian particle is confined to a bounded domain, a particularly important question arises around determining how long it takes the…
Consider n non-intersecting Brownian motions on $\mathbb{R}$, depending on time $t \in [0,1]$, with $m_i$ particles forced to leave from $a_i$ at time $t=0$, $1\leq i\leq q$, and $n_j$ particles forced to end up at $b_j$ at time $t=1$,…
We present analytical results for the biased diffusion of particles moving under a constant force in a randomly layered medium. The influence of this medium on the particle dynamics is modeled by a piecewise constant random force. The…
Starting with a Brownian motion, we define and study a novel diffusion process by combining stickiness and oscillation properties. The associated stochastic differential equation, resolvent and semigroup are provided. Also the trivariate…