Related papers: Consistent families of Brownian motions and stocha…
The diffusion in two dimensions of non-interacting active particles that follow an arbitrary motility pattern is considered for analysis. Accordingly, the transport equation is generalized to take into account an arbitrary distribution of…
The flashing Brownian ratchet is a stochastic process that alternates between two regimes, a one-dimensional Brownian motion and a Brownian ratchet, the latter being a one-dimensional diffusion process that drifts towards a minimum of a…
We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and anomalous diffusion behavior, characterized by the Hurst…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…
We give a probabilistic proof for the emergence of the Stable-$1$ Law for the random fluctuations of the mass of the extremal process of branching Brownian Motion away from its tip. This result was already shown by Mytnik et al. albeit…
The migration of a Brownian fluid droplet in a parallel-plate microchannel was investigated using dissipative particle dynamics computer simulations. In a Newtonian solvent, the droplet migrated toward the channel walls due to inertial…
Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…
The scaled Brownian motion (SBM) is regarded as one of the paradigmatic random processes, featuring the anomalous diffusion property characterized by the diffusion exponent. It is a Gaussian, self-similar process with independent…
Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force…
In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…
Brownian dynamics of a self-propelled particle in linear shear flow is studied analytically by solving the Langevin equation and in simulation. The particle has a constant propagation speed along a fluctuating orientation and is…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
We investigate two stochastic models of a growing population subject to selection and mutation. In our models each individual carries a fitness which determines its mean offspring number. Many of these offspring inherit their parent's…
We discuss the geometric foundation behind the use of stochastic processes in the frame bundle of a smooth manifold to build stochastic models with applications in statistical analysis of non-linear data. The transition densities for the…
Probabilistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for the…
In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…
We study the evolution of a collection of individuals subject to Brownian diffusion, reproduction and disappearance. In particular, we focus on the case where the individuals are initially prepared at equilibrium within a confined geometry.…
Segregation patterns of size-bidisperse particle mixtures in a fully-three-dimensional flow produced by alternately rotating a spherical tumbler about two perpendicular axes are studied over a range of particle sizes and volume ratios using…
We study a spatial branching model, where the underlying motion is Brownian motion and the branching is affected by a random collection of reproduction blocking sets called "mild" obstacles. We show that the quenched local growth rate is…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…