Related papers: The kinetic limit of a system of coagulating Brown…
We study the evolution of a system of many point particles initially concentrated in a small region in $d$ dimensions. Particles undergo overdamped motion caused by pairwise interactions through the long-ranged repulsive $r^{-s}$ potential;…
The motion of a particle is studied in a random space-time. It is assumed that the velocity is small enough for the non-relativistic approximation to be valid. The randomness of the metric induces a diffusion in coordinate space. Hence it…
We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…
We use Stokesian Dynamics simulations to study the microscopic motion of particles suspended in fluids passing through porous media. We construct model porous media with fixed spherical particles, and allow mobile ones to move through this…
When two active Brownian particles collide, they slide along each other until they can continue their free motion. For persistence lengths much larger than the particle diameter, the directors do not change, but the collision can be modeled…
We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…
The Kob-Andersen model is a fundamental example of a kinetically constrained lattice gas, that is, an interacting particle system with Kawasaki type dynamics and kinetic constraints. In this model, a particle is allowed to jump when…
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…
We study the problem of particles undergoing Brownian motion in an expanding sphere whose surface is an absorbing boundary for the particles. The problem is akin to that of the diffusion of impurities in a grain of polycrystalline material…
Aiming to understand the distribution of fitness levels of individuals in a large population undergoing selection, we study the particle configurations of branching Brownian motion where each particle independently moves as Brownian motion…
Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…
The infinite Atlas model describes the evolution of a countable collection of Brownian particles on the real line, where the lowest particle is given a drift of $\gamma \in [0,\infty)$. We study equilibrium fluctuations for the Atlas model…
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…
Suppose that particles are randomly distributed in $\bR^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region…
The circular Dyson Brownian motion model refers to the stochastic dynamics of the log-gas on a circle. It also specifies the eigenvalues of certain parameter-dependent ensembles of unitary random matrices. This model is considered with the…
We study the small mass limit (or: the Smoluchowski-Kramers limit) of a class of quantum Brownian motions with inhomogeneous damping and diffusion. For Ohmic bath spectral density with a Lorentz-Drude cutoff, we derive the…
The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…
We study an interacting particle system of a finite number of labelled particles on the integer lattice, in which particles have intrinsic masses and left/right jump rates. If a particle is the minimal-label particle at its site when it…
Consider a microscopic system of $N$ hard spheres that are initially independent (modulo the exclusion condition on particle positions) and identically distributed in $\mathbb{R}^3$. When the number $N$ of particles goes to infinity and the…
We develop a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic…