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We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…

Analysis of PDEs · Mathematics 2023-07-14 Ivan C. Christov , Isanka Garli Hevage , Akif Ibraguimov , Rahnuma Islam

We consider a branching-selection system in $\mathbb {R}$ with $N$ particles which give birth independently at rate 1 and where after each birth the leftmost particle is erased, keeping the number of particles constant. We show that, as…

Probability · Mathematics 2023-04-19 Rick Durrett , Daniel Remenik

We discuss a family of time-inhomogeneous two-dimensional diffusions, defined over a finite time interval $[0,T]$, having transition density functions that are expressible in terms of the integral kernels for negative exponentials of the…

Probability · Mathematics 2023-07-04 Jeremy Clark , Barkat Mian

We derive asymptotics for the quenched probability that a critical branching Brownian motion killed at a small rate in Poissonian obstacles exits a large domain. Results are formulated in terms of the solution to a semilinear partial…

Probability · Mathematics 2011-01-18 Jean-Francois Le Gall , Amandine Veber

In this note, we recall the definition of the binary branching model with Moran type interactions (BBMMI) introduced in [8]. In this interacting particle system, particles evolve, reproduce and die independently and, with a probability that…

Probability · Mathematics 2025-01-31 A M G Cox , E Horton , D Villemonais

We study, both analytically and numerically, the Boltzmann transport equation for the Hubbard chain with nearest neighbor hopping and spatially homogeneous initial condition. The time-dependent Wigner function is matrix-valued because of…

Mathematical Physics · Physics 2012-09-20 Martin L. R. Fürst , Christian B. Mendl , Herbert Spohn

Let us consider a solution of the time-inhomogeneous stochastic differential equation driven by a Brownian motion with drift coefficient $b(t,x)=\rho\,{\rm sgn}(x)|x|^\alpha/t^\beta$. This process can be viewed as a distorted Brownian…

Probability · Mathematics 2012-04-24 Mihai Gradinaru , Yoann Offret

We study the long-time behaviour of a run and tumble model which is a kinetic-transport equation describing bacterial movement under the effect of a chemical stimulus. The experiments suggest that the non-uniform tumbling kernels are…

Analysis of PDEs · Mathematics 2024-04-30 Josephine Evans , Havva Yoldaş

We analyze the effect of pairing on particle transport in time-dependent theories based on the Hartree-Fock-Bogoliubov (HFB) or BCS approximations. The equations of motion for the HFB density matrices are unique and the theory respects the…

Nuclear Theory · Physics 2015-06-04 G. Scamps , D. Lacroix , G. F. Bertsch , K. Washiyama

We discuss the situations under which Brownian yet non-Gaussian (BnG) diffusion can be observed in the model of a particle's motion in a random landscape of diffusion coefficients slowly varying in space. Our conclusion is that such…

Statistical Mechanics · Physics 2020-01-15 E. B. Postnikov , A. Chechkin , I. M. Sokolov

We study the large distance behavior of a steady distribution of two Brownian particles under external driving in a two-dimensional space. Employing a method of perturbative system reduction, we analyze a Fokker-Planck equation that…

Statistical Mechanics · Physics 2009-11-10 Shin-ichi Sasa

We study the long-time asymptotics of the probability P_t that the Riemann-Liouville fractional Brownian motion with Hurst index H does not escape from a fixed interval [-L,L] up to time t. We show that for any H \in ]0,1], for both…

Statistical Mechanics · Physics 2008-01-07 G. Oshanin

We generalize the Green-Kubo approach, previously applied to bulk systems of spherically symmetric active particles [J. Chem. Phys. 145, 161101 (2016)], to include spatially inhomogeneous activity. The method is applied to predict the…

Soft Condensed Matter · Physics 2017-09-20 Abhinav Sharma , Joseph Brader

Let $B^{H, K}= \big\{B^{H, K}(t), t \in \R_+ \big\}$ be a bifractional Brownian motion in $\R^d$. We prove that $B^{H, K}$ is strongly locally nondeterministic. Applying this property and a stochastic integral representation of $B^{H, K}$,…

Probability · Mathematics 2007-12-04 Ciprian Tudor , Yimin Xiao

We give an exponentially-accurate normal form for a Lagrangian particle moving in a rotating shallow-water system in the semi-geostrophic limit, which describes the motion in the region of an exponentially-accurate slow manifold (a region…

Dynamical Systems · Mathematics 2007-05-23 Colin J Cotter , Sebastian Reich

Consider the motion of a charged, point particle moving in the complement of a Poisson distribution of hard sphere scatterers in two dimensions under the effect of a fixed magnetic field. Building on, and extending a coupling method…

Probability · Mathematics 2024-11-07 Christopher Lutsko , Balint Toth

We study Brownian motion on the space of distinct landmarks in $\mathbb{R}^d$, considered as a homogeneous space with a Riemannian metric inherited from a right-invariant metric on the diffeomorphism group. As of yet, there is no proof of…

Probability · Mathematics 2024-05-07 Karen Habermann , Philipp Harms , Stefan Sommer

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…

Quantum Physics · Physics 2015-06-03 Jarek Duda

Using extensive numerical studies we demonstrate that absolute negative mobility of a Brownian particle (i.e. the net motion into the direction opposite to a constant biasing force acting around zero bias) does coexist with anomalous…

Statistical Mechanics · Physics 2019-09-04 J. Spiechowicz , P. Hänggi , J. Łuczka
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