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We consider a stochastic aggregation model on Z^d. Start with particles located at the vertices of the lattice, initially distributed according to the product Bernoulli measure with parameter \mu. In addition, there is an aggregate, which…
We study the transport properties of particles draining from a silo using imaging and direct particle tracking. The particle displacements show a universal transition from super-diffusion to normal diffusion, as a function of the distance…
We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…
Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing…
A mean-field-type limit from stochastic moderately interacting many-particle systems with singular Riesz potential is performed, leading to nonlocal porous-medium equations in the whole space. The nonlocality is given by the inverse of a…
We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…
We introduce non-trivial contributions to diffusion constant in generic many-body systems arising from quadratic fluctuations of ballistically propagating, i.e. convective, modes. Our result is obtained by expanding the current operator in…
This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…
Sedimentation of a dispersed solid phase is widely encountered in applications and environmental flows, yet little is known about the behavior of finite-size particles in homogeneous isotropic turbulence. To fill this gap, we perform Direct…
In this paper, we consider the filtering problem for partially observed diffusions, which are regularly observed at discrete times. We are concerned with the case when one must resort to time-discretization of the diffusion process if the…
In the series of models with interacting particles in stochastic geometry, a new contribution presents the facet process which is defined in arbitrary Euclidean dimension. In 2D, 3D specially it is a process of interacting segments, flat…
We study the pairwise annihilation process $A+A\to$ inert of a number of random walkers, which originally are localized in a small region in space. The size of the colony and the typical distance between particles increases with time and,…
We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…
For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
In this paper we shall prove the weak convergence of the associated diffusion processes of regular subspaces with monotone characteristic sets for a fixed Dirichlet form. More precisely, given a fixed 1-dimensional diffusion process and a…
We simulate a model of self-propelled disks with soft repulsive interactions confined to a box in two dimensions. For small rotational diffusion rates, monodisperse disks spontaneously accumulate at the walls. At low densities, interaction…
The emergence of clustering and coarsening in crowded ensembles of self-propelled agents is studied using a lattice model in one-dimension. The persistent exclusion process, where particles move at directions that change randomly at a low…
When a water droplet is deposited within a sparsely miscible liquid medium such as certain oils, the droplet surprisingly vanishes, even in a confined geometry. Such a phenomenon has crucial consequences for multiphase flows in which…
The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…