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We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…
The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…
We consider a system of $N$ non-crossing Brownian particles in one dimension. We find the exact rate function that describes the long-time large deviation statistics of their occupation fraction in a finite interval in space. Remarkably, we…
We revisit the problem of Brownian diffusion with drift in order to study finite-size effects in the geometric Galton-Watson branching process. This is possible because of an exact mapping between one-dimensional random walks and geometric…
We study the dynamical phase transitions (DPTs) appearing for a single Brownian particle without drift. We first explore how first-order DPTs in large deviations can be found even for a single Brownian particle without any force upon…
We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of…
We investigate the time evolution of a model system of interacting particles, moving in a $d$-dimensional torus. The microscopic dynamics are first order in time with velocities set equal to the negative gradient of a potential energy term…
Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…
We study long time dynamical properties of a chain of harmonically bound Brownian particles. This chain is allowed to wander everywhere in the plane. We show that the scaling variables for the occupation times T_j, areas A_j and winding…
We introduce a stochastic model of two-dimensional Brownian vortices associated with the canonical ensemble. The point vortices evolve through their usual mutual advection but they experience in addition a random velocity and a systematic…
Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…
We study the fluctuations in equilibrium for a dynamics of rods with random length. This includes the classical hard rod elastic collisions, when rod lengths are constant and equal to a positive value. We prove that in the diffusive…
This paper studies the intermediate time behaviour of a small random perturbation of a periodic cellular flow. Our main result shows that on time scales shorter than the diffusive time scale, the limiting behaviour of trajectories that…
We describe a two-dimensional model for active particles whose self-propulsion speed is not fixed, but varies in time, and whose motion is subject to both translational and rotational diffusion. In the conventional treatment of active…
In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
Branching Brownian Motion describes a system of particles which diffuse in space and split into offsprings according to a certain random mechanism. In virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the…
While the dynamics of polymer chains in equilibrium media is well understood by now, the polymer dynamics in active non-equilibrium environments can be very different. Here we study the dynamics of polymers in a viscous medium containing…
We study $n$ non-intersecting Brownian motions corresponding to initial configurations which have a vanishing density in the large $n$ limit at an interior point of the support. It is understood that the point of vanishing can propagate up…
This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…