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In this work, we investigate the existence and properties of Gaussian-like densities for weak solutions of multidimensional stochastic differential equations driven by a mixture of completely correlated fractional Brownian motions. We…
We study transport properties of isotropic Brownian flows. Under a transience condition for the two-point motion, we show asymptotic normality of the image of a finite measure under the flow and -- under slightly stronger assumptions --…
A polymer model given in terms of beads, interacting through Hookean springs and hydrodynamic forces, is studied. Brownian dynamics description of this bead-spring polymer model is extended to multiple resolutions. Using this multiscale…
Self-assembled linear structures like giant cylindrical micelles or discotic molecules in solution stacked in flexible columns are systems reminiscent of polydisperse polymer solutions.These supramolecular polymers have an equilibrium…
We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…
In this paper we consider the persistence properties of random processes in Brownian scenery, which are examples of non-Markovian and non-Gaussian processes. More precisely we study the asymptotic behaviour for large $T$, of the probability…
In the high persistence regime of non-inertial active Brownian particles (ABP), polarization becomes a relevant dynamical field. Based on a recently proposed kinetic description for ABP, we derive Navier-Stokes-like equations for the…
We show that the weak disorder phase for the directed polymer model in a bounded random environment is characterized by the integrability of the running supremum $\sup_{n\in \mathbb N}W_n^\beta$ of the associated martingale…
We consider scenarios where the dynamics of a quantum system are partially determined by prior local measurements of some interacting environmental degrees of freedom. The resulting effective system dynamics are described by a disordered…
We derive the non-Maxwellian distribution of self-gravitating $N$-body systems around the core by a model based on the random process with the additive and the multiplicative noise. The number density can be obtained through the steady…
We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…
We study the dynamics and conformation of polymers composed by active monomers. By means of Brownian dynamics simulations we show that when the direction of the self-propulsion of each monomer is aligned with the backbone, the polymer…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
We introduce and study a noncommutative two-parameter family of noncommutative Brownian motions in the free Fock space. They are associated with Kesten laws and give a continuous interpolation between Brownian motions in free probability…
We consider the statistical mechanics of a random polymer with random walks and disorders in $\mathbb{Z}^d$. The walk collects random disorders along the way and gets nothing if it visits the same site twice. In the continuum and weak…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…
The dynamics of a one-dimensional self-gravitating medium, with initial density almost uniform is studied. Numerical experiments are performed with ordered and with Gaussian random initial conditions. The phase space portraits are shown to…