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Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
When the pressure of particles accelerated at shock waves is no longer negligible compared to the kinetic pressure of the gas, the linear theory of diffusive shock acceleration breaks down. This is expected in particular when the shock…
We develop a new variant of the wave-packet analysis and solve the tunneling time problem for one particle. Our approach suggests an individual asymptotic description of the quantum subensembles of transmitted and reflected particles both…
We study a stochastic particle system which models the time evolution of the ranking of books by online bookstores (e.g., Amazon). In this system, particles are lined in a queue. Each particle jumps at random jump times to the top of the…
The first passage time density of a diffusion process to a time varying threshold is of primary interest in different fields. Here we consider a Brownian motion in presence of an exponentially decaying threshold to model the neuronal…
We consider a system of independent one-dimensional random walkers where new particles are added at the origin at fixed rate whenever there is no older particle present at the origin. A Poisson ansatz leads to a semi-linear lattice heat…
We prove two equilibrium properties of a system of interacting atoms in three or higher dimensional continuous space. (i) If the particles interact via pair potentials of a nonnegative Fourier transform, their self-organization into…
Three-speed ballistic annihilation starts with infinitely many particles on the real line. Each is independently assigned either speed-$0$ with probability $p$, or speed-$\pm 1$ symmetrically with the remaining probability. All particles…
We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which…
Similarity solutions for a one-dimensional mathematical model for thawing in a saturated semi-infinite porous media is considered when change of phase induces a density jump and a convective boundary condition is imposed at the fixed face…
This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…
We consider the facilitated exclusion process, an interacting particle system on the integer line where particles hop to one of their left or right neighbouring site only when the other neighbouring site is occupied by a particle. A…
This paper presents our study of the asymptotic behavior of a two-component system of Brownian motions undergoing certain singular interactions. In particular, the system is a combination of two different types of particles and the…
We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…
We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit…
The classical Stefan problem, concerning mere heat-transfer during solid-liquid phase transition, is here enhanced towards mechanical effects. The Eulerian description at large displacements is used with convective and Zaremba-Jaumann…
We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…
We consider the Fleming-Viot particle system consisting of $N$ identical particles evolving in $\mathbb{R}_{>0}$ as Brownian motions with constant drift $-1$. Whenever a particle hits $0$, it jumps onto another particle in the interior. It…
The Brownian bees model is a branching particle system with spatial selection. It is a system of $N$ particles which move as independent Brownian motions in $\mathbb{R}^d$ and independently branch at rate 1, and, crucially, at each…
We study the dynamics of an active Brownian particle with a nonlinear friction function located in a spatial cubic potential. For strong but finite damping, the escape rate of the particle over the spatial potential barrier shows a…