Related papers: A Moving Boundary Problem for Brownian Particles w…
We investigate time-dependent probability for a Brownian particle passing over the barrier to stay at a metastable potential pocket against escaping over the barrier. This is related to whole fusion-fission dynamical process and can be…
We consider the dynamics of point particles which are confined to a bounded, possibly nonconvex domain $\Omega$. Collisions with the boundary are described as purely elastic collisions. This turns the description of the particle dynamics…
We aim at studying a novel mathematical model associated to a physical phenomenon of infiltration in an homogeneous porous medium. The particularities of our system are connected to the presence of a gravitational acceleration term…
In many applications, transport of particles can be described by the diffusion equation, or its convective-diffusion generalizations, in part of three-dimensional space. In particular, in surface deposition or in growth of aggregates or…
Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…
We consider particles emanating from a source point inside an interval in one-dimensional space and passing through detectors situated at the endpoints of the interval that register their arrival time. Unambiguous measurements of arrival or…
We consider the dynamics of particle systems where the particles are confined by impenetrable barriers to a bounded, possibly non-convex domain $\Omega$. When particles hit the boundary, we consider an instant change in velocity, which…
We numerically investigate the transport of a suspended overdamped Brownian particle which is driven through a two-dimensional rectangular array of circular obstacles with finite radius. Two limiting cases are considered in detail, namely,…
The classical inverse first passage time problem asks whether, for a Brownian motion $(B_t)_{t\geq 0}$ and a positive random variable $\xi$, there exists a barrier $b:\mathbb{R}_+\to\mathbb{R}$ such that $\mathbb{P}\{B_s>b(s), 0\leq s \leq…
We develop a framework for analyzing the momentum balance of laminar particle-laden flows based on immersed boundary methods, which solve the Navier-Stokes equations and resolve the particle surfaces. This framework differs from previous…
In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate into a random number of particles with expectation greater…
For classical finite time horizon stopping problems driven by a Brownian motion \[V(t,x) = \sup_{t\leq\tau\leq0}E_{(t,x)}[g(\tau,W_{\tau})],\] we derive a new class of Fredholm type integral equations for the stopping set. For large problem…
We formulate an optimal switching problem when the underlying filtration is generated by a marked point process and a Brownian motion. Each mode is characterized by a different compensator for the point process, and thus by a different…
We study the mean-field limit of the Atlas model and its connection to SDEs with dependence on the distribution of hitting and local times. The Atlas model describes a system of Brownian particles on the real line, where only the lowest…
We study a classical Bayesian statistics problem of sequentially testing the sign of the drift of an arithmetic Brownian motion with the $0$-$1$ loss function and a constant cost of observation per unit of time for general prior…
Stiff forces, which bind objects together or otherwise confine motion, are found widely in soft-matter systems - colloids with short range attractions, ligand-receptor contacts, particles in optical traps, fibres that resist stretching,…
We analyze the decoherence of a particle's spatial superposition moving along a stationary worldline through the Minkowski vacuum. The particle is modeled via an internal degree of freedom that couples to a scalar field, and an external…
In the present work we study classifiers' decision boundaries via Brownian motion processes in ambient data space and associated probabilistic techniques. Intuitively, our ideas correspond to placing a heat source at the decision boundary…
We investigate the behaviour of a chain of interacting Brownian particles with one end fixed and the other moving away at slow speed, in the limit of small noise. The interaction between particles is through a pairwise potential with finite…
Let $n$ particles move in standard Brownian motion in one dimension, with the process terminating if two particles collide. This is a specific case of Brownian motion constrained to stay inside a Weyl chamber; the Weyl group for this…