Related papers: Dynamical Correlations among Vicious Random Walker…
Active matter exhibits many intriguing non-equilibrium character, \emph{e.g.}, the active Brownian particles (ABP) without any attractive and aligned interactions can occur the mobility-induced phase transition to form some dense domains…
Recently, many interesting features of the hydrodynamically coupled motions of the Brownian particles in a viscous fluid have been reported which are impossible for the uncoupled motions of the similar particles. However, it is expected…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by "viscoelastic" anomalous diffusion, in which the increments of the motion feature…
We present a numerical scheme for simulating the dynamics of Brownian particles suspended in a fluid. The motion of the particles is tracked by the Langevin equation, whereas the host fluid flow is analyzed by using the lattice Boltzmann…
While it is very common to model diffusion as a random walk by assuming memorylessness of the trajectory and diffusive step lengths, these assumptions can lead to significant errors. This paper describes the extent to which a physical…
Self-propelled particles serve as minimal models for emulating the dynamic self-organization of microorganisms, yet most synthetic systems remain limited to a single mode of motion, namely active Brownian particles (ABPs). Here, we present…
We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…
We consider the diffusion scaling limit of the vicious walker model that is a system of nonintersecting random walks. We prove a functional central limit theorem for the model and derive two types of nonintersecting Brownian motions, in…
We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…
We set up a mesoscopic theory for interacting Brownian particles embedded in a nonequilibrium environment, starting from the microscopic interacting many-body theory. Using nonequilibrium linear response theory, we characterize the…
We study random walks on the integers driven by a sample of time-dependent nearest-neighbor conductances that are bounded but are permitted to vanish over time intervals of positive Lebesgue-length. Assuming only ergodicity of the…
We study the motion of N=2 overdamped Brownian particles in gravitational interaction in a space of dimension d=2. This is equivalent to the simplified motion of two biological entities interacting via chemotaxis when time delay and…
In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…
Brownian motion is a Gaussian process described by the central limit theorem. However, exponential decays of the positional probability density function $P(X,t)$ of packets of spreading random walkers, were observed in numerous situations…
In this note - starting from $d$-dimensional (with $d>1$) fuzzy vectors - we prove Donsker's classical invariance principle. We consider a fuzzy random walk ${S^*_n}=X^*_1+\cdots+X^*_n,$ where $\{X^*_i\}_1^{\infty}$ is a sequence of…
We investigate the dynamic behavior of optical vortices, or phase singularities, in random wavefields and demonstrate the direct experimental observation of the anomalous diffusion of optical vortices. The observed subdiffusion of optical…
Nonreciprocal effective interaction forces can occur between mesoscopic particles in colloidal suspensions that are driven out of equilibrium. These forces violate Newton's third law actio=reactio on coarse-grained length and time scales.…
Motivated by the goal of understanding the evolution of populations undergoing selection, we consider branching Brownian motion in which particles independently move according to one-dimensional Brownian motion with drift, each particle may…
The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…