Related papers: Zero temperature limit for interacting Brownian pa…
Consider the motion of a Brownian particle in two or more dimensions, whose coordinate processes are standard Brownian motions with zero drift initially, and then at some random/unobservable time, one of the coordinate processes gets a…
We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…
We suggest that if a localized phase at nonzero temperature $T>0$ exists for strongly disordered and weakly interacting electrons, as recently argued, it will also occur when both disorder and interactions are strong and $T$ is very high.…
We experimentally investigate the statistical behaviour of a model two-dimensional granular system undergoing stationary sedimentation. Buoyant cylindrical particles are rotated in liquid-filled drum, thus confined in a harmonic centripetal…
We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…
We investigate the persistence probability of a Brownian particle in a harmonic potential, which decays to zero at long times -- leading to an unbounded motion of the Brownian particle. We consider two functional forms for the decay of the…
We introduce and study a model in one dimension of $N$ run-and-tumble particles (RTP) which repel each other logarithmically in the presence of an external quadratic potential. This is an "active'' version of the well-known Dyson Brownian…
We introduce an extension of the frog model to Euclidean space and prove properties for the spread of active particles. Fix $r>0$ and place a particle at each point $x$ of a unit intensity Poisson point process $\mathcal P \subseteq \mathbb…
A two dimensional magnetic particle in the presence of an external magnetic field is studied. Equilibrium thermodynamical properties are derived by evaluating analytically the partition function. When the external field is applied…
Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its local time at zero reaches some exponential level, then…
A major part of the many thermally driven processes in our natural environment as well as in engineering solutions of Carnot-type machinery is based on the second law of thermodynamics (or principle of entropy increase). An interesting link…
The Brownian motion of a harmonically bound quantum particle and coupled to a harmonic quantum bath is exactly solvable. At low enough temperatures the stationary state is non-Gibbsian due to an entanglement with the bath. This happens when…
We investigate the behaviour of a finite chain of Brownian particles, interacting through a pairwise potential $U$, with one end of the chain fixed and the other end pulled away, in the limit of slow pulling speed and small Brownian noise.…
We present a theory for the steady-state dynamics of a two-dimensional system of spherically symmetric active Brownian particles. The derivation of the theory consists of two steps. First, we integrate out the self-propulsions and obtain a…
Macro-orbital representation of a particle (detailed account given in cond-mat/0603784) has been used to develop the microscopic theory of a system of interacting bosons. It concludes that: (i) below certain temperature (say,…
We consider a continuous system of classical particles confined in a finite region $\Lambda$ of $\mathbb{R}^d$ interacting through a superstable and tempered pair potential in presence of non free boundary conditions. We prove that the…
A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is…
We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…
We prove the convergence of $ \nN $-particle systems of Brownian particles with logarithmic interaction potentials onto a system described by the infinite-dimensional stochastic differential equation (ISDE). % For this proof we present two…
We explore an analogy between the thermodynamics of a free dissipative quantum particle and that of an electromagnetic field between two mirrors of finite conductivity. While a free particle isolated from its environment will effectively be…