Related papers: Dynamics for the Brownian web and the erosion flow
Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
The dynamical discrete web (DDW), introduced in recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical parameter s. The evolution is by…
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…
Starting with a Brownian motion, we define and study a novel diffusion process by combining stickiness and oscillation properties. The associated stochastic differential equation, resolvent and semigroup are provided. Also the trivariate…
The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…
Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…
The flow of ideas has been extensively studied by physicists, psychologists, and machine learning engineers. This paper adopts specific tools from microrheology to investigate the similarity-based flow of ideas. We introduce a random walker…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…
We use computer simulations to test a simple idea for mapping between long-time self diffusivities obtained from molecular and Brownian dynamics. The strategy we explore is motivated by the behavior of fluids comprising particles that…
Random walks and diffusions in symmetric random environment are known to exhibit metastable behavior: they tend to stay for long times in wells of the environment. For the case that the environment is a one-dimensional two-sided standard…
The dynamics of filaments in flow are central to understanding a wide range of biological and soft-matter systems, yet their behavior under time-dependent forcing remains poorly understood. Here, we investigate the long-time dynamics of…
We give a short overview on our work on ancestral lineages in spatial population models with local regulation. We explain how an ancestral lineage can be interpreted as a random walk in a dynamic random environment. Defining regeneration…
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…
A one-dimensional system of nonintersecting Brownian particles is constructed as the diffusion scaling limit of Fisher's vicious random walk model. $N$ Brownian particles start from the origin at time $t=0$ and undergo mutually avoiding…
Brownian motion has served as a pilot of studies in diffusion and other transport phenomena for over a century. The foundation of Brownian motion, laid by Einstein, has generally been accepted to be far from being complete since the late…
We introduce a class of Markov coalescent processes on the continuous $d$-dimensional torus, in the most general setting of simultaneous multiple mergers, called the Brownian spatial coalescent. It is axiomatically defined through a…
Gravity-driven flows of granular matter are involved in a wide variety of situations, ranging from industrial processes to geophysical phenomena, such as avalanches or landslides. These flows are characterized by the coexistence of solid…
For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…
Two classes of interacting particle systems on $\mathbb{Z}$ are shown to be Pfaffian point processes at fixed times, and for all deterministic initial conditions. The first comprises coalescing and branching random walks, the second…