Related papers: One Brownian Stochastic Flow
Brownian dynamics play a key role in understanding the diffusive transport of micro particles in a bounded environment. In geometries containing confining walls, physical laws determine the behavior of the random trajectories at the…
We consider the system of sticky-reflected Brownian particles on the real line proposed in [arXiv:1711.03011]. The model is a modification of the Howitt-Warren flow but now the diffusion rate of particles is inversely proportional to the…
We study a scaling limit associated to a model of planar aggregation. The model is obtained by composing certain independent random conformal maps. The evolution of harmonic measure on the boundary of the cluster is shown to converge to the…
Brownian motion is a well-known model for normal diffusion, but not all physical phenomena behave according to a Brownian motion. Many phenomena exhibit irregular diffusive behavior, called anomalous diffusion. Examples of anomalous…
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…
We study a general model of granular Brownian ratchet consisting of an asymmetric object moving on a line and surrounded by a two-dimensional granular gas, which in turn is coupled to an external random driving force. We discuss the two…
A harmonically trapped active Brownian particle exhibits two types of positional distributions -- one has a single peak, the other has a single well -- that signify steady-state dynamics with low and high activity, respectively. Adding…
Non-typical transport phenomena may arise when randomly driven particles remain in an active relationship with the environment instead of being passive. If we attribute to Brownian particles an ability to induce alterations of the…
In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…
We describe a criterion for particles suspended in a randomly moving fluid to aggregate. Aggregation occurs when the expectation value of a random variable is negative. This random variable evolves under a stochastic differential equation.…
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 study stochastic particle transport between two reservoirs along a channel, where the particles are pumped against a bias by a traveling wave potential. It is shown that phase transitions of period-averaged densities or currents occur…
Brownian oscillator, i.e. a micron-sized or smaller particle trapped in a thermally fluctuating environment is studied. The confining harmonic potential can move with a constant velocity. As distinct from the standard Langevin theory, the…
The dynamics of two Brownian particles trapped by two neighboring harmonic potentials in a linear shear flow is investigated. The positional correlation functions in this system are calculated analytically and analyzed as a function of the…
We perform a coarse-graining analysis of the paradigmatic active matter model, Active Brownian Particles, yielding a continuum description in terms of balance laws for mass, linear and angular momentum, and energy. The derivation of the…
We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…
Control of stochastic systems is a challenging open problem in statistical physics, with potential applications in a wealth of systems from biology to granulates. Unlike most cases investigated so far, we aim here at controlling a genuinely…
We consider a stationary sequence $(X_n)$ constructed by a multiple stochastic integral and an infinite-measure conservative dynamical system. The random measure defining the multiple integral is non-Gaussian, infinitely divisible and has a…
We propose and test a method to interpolate sparsely sampled signals by a stochastic process with a broad range of spatial and/or temporal scales. To this end, we extend the notion of a fractional Brownian bridge, defined as fractional…
The infinite Atlas model describes a countable system of competing Brownian particles where the lowest particle gets a unit upward drift and the rest evolve as standard Brownian motions. The stochastic process of gaps between the particles…