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A stochastic model of a continuous nondemolition observation of a free quantum Brownian motion is presented. The nonlinear stochastic wave equation describing the posterior dynamics of the observed quantum system is solved in a Gaussian…
A system of N Brownian particles suspended in a nonuniform heat bath is treated as a thermodynamic system whith internal degrees of freedom, in this case their velocities and coordinates. Applying the scheme of non-equilibrium…
We study negative large deviations of the long-time empirical front velocity of the center of mass of the one-sided $N$-BBM ($N$-particle branching Brownian motion) system in one dimension. Employing the macroscopic fluctuation theory, we…
We consider a branching Brownian motion in which binary fission takes place only when particles are at the origin at a rate \beta > 0 on the local time scale. We obtain results regarding the asymptotic behaviour of the number of particles…
$N$-Brownian bees is a branching-selection particle system in $\mathbb{R}^d$ in which $N$ particles behave as independent binary branching Brownian motions, and where at each branching event, we remove the particle furthest from the origin.…
We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the…
The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…
We derive the fully time-dependent solution to a run-and-tumble model for a particle which has tumbling restricted to the boundaries of a one-dimensional interval. This is achieved through a field-theoretic perturbative framework by…
The Suspension Balance Model (SBM) [J. Fluid Mech. \textbf{275}, 157 (1994)] for two-phase flows uses the momentum balance of the particle phase as a closure for the particle flux, showing that particle migration is driven by the divergence…
We derive a thermodynamically consistent model, which describes the time evolution of a two-phase flow in an evolving domain. The movement of the free boundary of the domain is driven by the velocity field of the mixture in the bulk, which…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
We develop Random Batch Methods for interacting particle systems with large number of particles. These methods use small but random batches for particle interactions, thus the computational cost is reduced from $O(N^2)$ per time step to…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$, starting with $N$ particles. More precisely, particles…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
We consider the asymmetric simple exclusion process in $d\ge 3$ with open boundaries. The particle reservoirs of constant densities are modeled by birth and death processes at the boundary. We prove that, if the initial density and the…
We study a voting model on a branching Brownian motion process on $\mathbb{R}$ in which the diffusivity of each child particle is increased from that of the parent by a factor of $\gamma>1$. The probability distribution of the overall vote…
We prove the hydrodynamic limit for a particle system in which particles may have different velocities. We assume that we have two infinite reservoirs of particles at the boundary: this is the so-called boundary driven process. The dynamics…
Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time.…
Active matter concerns the self-organization of energy consuming elements such as motile bacteria or self-propelled colloids. A canonical example is an active Brownian particle (ABP) that moves at constant speed while its direction of…