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In this study, we presented the high-order fundamental solutions and general solutions of convection-diffusion equation. To demonstrate their efficacy, we applied the high-order general solutions to the boundary particle method (BPM) for…
If a variational problem comes with no boundary conditions prescribed beforehand, and yet these arise as a consequence of the variation process itself, we speak of a free boundary values variational problem. Such is, for instance, the…
A system of two biased, mutually exclusive random walkers on an infinite 1D lattice is studied whereby the intrinsic bias of one particle is equal and opposite to that of the other. The propogator for this system is solved exactly and…
We study the movement of the living organism in a band form towards the presence of chemical substrates based on a system of partial differential evolution equations. We incorporate Einstein's method of Brownian motion to deduce the…
Active Brownian particles (ABPs) function as self-driving agents that display non-equilibrium behavior through their pairwise interactions which lead to phase separation and vortex patterns in both soft matter and living systems. A…
The inverse first passage time problem asks whether, for a Brownian motion $B$ and a nonnegative random variable $\zeta$, there exists a time-varying barrier $b$ such that $\mathbb{P}\{B_s>b(s),0\leq s\leq t\}=\mathbb{P}\{\zeta>t\}$. We…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
We study the random acceleration model, which is perhaps one of the simplest, yet nontrivial, non-Markov stochastic processes, and is key to many applications. For this non-Markov process, we present exact analytical results for the…
In the present work, we develop a novel particle method for a general class of mean field control problems, with source and terminal constraints. Specific examples of the problems we consider include the dynamic formulation of the…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…
Using the matrix product formalism we formulate a natural p-species generalization of the asymmetric simple exclusion process. In this model particles hop with their own specific rate and fast particles can overtake slow ones with a rate…
We extend to Markov-modulated Brownian motion (MMBM) the renewal approach which has been successfully applied to the analysis of Markov-modulated fluid models. It has recently been shown that MMBM may be expressed as the limit of a…
We computationally study the behavior of underdamped active Brownian particles in a sheared channel geometry. Due to their underdamped dynamics, the particles carry momentum a characteristic distance away from the boundary before it is…
We propose an open-boundary molecular dynamics method in which an atomistic system is in contact with an infinite particle reservoir at constant temperature, volume and chemical potential. In practice, following the Hamiltonian adaptive…
We show that in branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$, the law of $R_t^*$, the maximum distance of a particle from the origin at time $t$, converges as $t\to\infty$ to the law of a randomly shifted Gumbel random…
In the framework of the de Broglie-Bohm pilot-wave theory, or Bohmian mechanics, we examine two pedagogical problems that illustrate the bound and unbound motion of spin-1/2 particles: First, a single spin-1/2 particle trapped in the ground…
Transport of molecular motors, stimulated by interactions with specific links between consecutive binding sites (called ``bridges''), is investigated theoretically by analyzing discrete-state stochastic ``burnt-bridge'' models. When an…
In this paper we argue that boundary condition may run with energy scale. As an illustrative example, we consider one-dimensional quantum mechanics for a spinless particle that freely propagates in the bulk yet interacts only at the origin.…
We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward'' at some time points, with the instantaneous rate…
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…