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We prove that the tagged particles of infinitely many Brownian particles in $ \Rtwo $ interacting via a logarithmic (two-dimensional Coulomb) potential with inverse temperature $ \beta = 2 $ are sub-diffusive. The associated delabeled…

概率论 · 数学 2023-11-28 Hirofumi Osada

We study the infinite-dimensional stochastic differential equations (ISDEs) of infinite-particle systems associated with Coulomb random point fields. The stochastic dynamics described by these ISDEs are referred to as Coulomb interacting…

概率论 · 数学 2026-04-21 Hirofumi Osada , Shota Osada

We solve infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles interacting via two-dimensional Coulomb potentials. The equilibrium states of the associated unlabeled stochastic…

概率论 · 数学 2011-02-08 Hirofumi Osada

We investigate the construction of diffusions consisting of infinitely numerous Brownian particles moving in $\mathbb{R}^d$ and interacting via logarithmic functions (two-dimensional Coulomb potentials). These potentials are very strong and…

概率论 · 数学 2013-02-05 Hirofumi Osada

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…

概率论 · 数学 2017-06-14 Yosuke Kawamoto , Hirofumi Osada

We present general theorems solving the long-standing problem of the existence and pathwise uniqueness of strong solutions of infinite-dimensional stochastic differential equations (ISDEs) called interacting Brownian motions. These ISDEs…

概率论 · 数学 2020-06-08 Hirofumi Osada , Hideki Tanemura

We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in $ \mathbb{R}^+$ interacting through the two-dimensional Coulomb potential. The equilibrium states of the…

概率论 · 数学 2015-05-12 Ryuich Honda , Hirofumi Osada

In this note we review recent results on existence and uniqueness of solutions of infinite-dimensional stochastic differential equations describing interacting Brownian motions on $\R^d$.

概率论 · 数学 2016-05-17 Hirofumi Osada , Hideki Tanemura

This paper is concerned with the long time behavior of Langevin dynamics of {\em Coulomb gases} in $\mathbf{R}^d$ with $d\geq 2$, that is a second order system of Brownian particles driven by an external force and a pairwise repulsive…

概率论 · 数学 2020-01-29 Yulong Lu , Jonathan C. Mattingly

We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…

概率论 · 数学 2015-09-01 David Dereudre , Sylvie Roelly

We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…

概率论 · 数学 2014-02-25 Rami Atar , Amarjit Budhiraja

A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…

概率论 · 数学 2007-05-23 Yuri Kondratiev , Eugene Lytvynov , Michael Röckner

We study the long-time behavior of the dynamics of interacting planar Brow-nian particles, confined by an external field and subject to a singular pair repulsion. The invariant law is an exchangeable Boltzmann -- Gibbs measure. For a…

数学物理 · 物理学 2018-08-30 François Bolley , Djalil Chafai , Joaquín Fontbona

Friction is central to the motion of active (self-propelled) objects such as bacteria, animals, and robots. While in a viscous fluid friction is described by Stokes's law, objects in contact with other solid bodies are often governed by…

软凝聚态物质 · 物理学 2024-11-12 Alexander P. Antonov , Lorenzo Caprini , Anton Ldov , Christian Scholz , Hartmut Löwen

We study numerically the motion of a one dimensional array of Brownian particles in a washboard potential, driven by an external stochastic force and interacting via short range repulsive forces. In particular, we investigate the role of…

统计力学 · 物理学 2009-11-11 Giulio Costantini , Fabio Cecconi , Umberto Marini-Bettolo-Marconi

We prove the sets of polynomials on configuration spaces are cores of Dirichlet forms describing interacting Brownian motion in infinite dimensions. Typical examples of these stochastic dynamics are Dyson's Brownian motion and Airy…

概率论 · 数学 2014-12-31 Hirofumi Osada , Hideki Tanemura

The Dirichlet forms related to various infinite systems of interacting Brownian motions are studied. For a given random point field $ \mu $, there exist two natural infinite-volume Dirichlet forms $…

概率论 · 数学 2021-03-30 Yosuke Kawamoto , Hirofumi Osada , Hideki Tanemura

The interplay between Coulomb friction and random excitations is studied experimentally by means of a rotating probe in contact with a stationary granular gas. The granular material is independently fluidized by a vertical shaker, acting as…

软凝聚态物质 · 物理学 2013-04-26 A. Gnoli , A. Puglisi , H. Touchette

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…

统计力学 · 物理学 2012-03-06 Artem Ryabov , Petr Chvosta

This article focuses on a system of sticky Brownian motions, also known as Howitt-Warren martingale problem, and correlated Brownian motions and shows that infinite-dimensional orthogonal polynomials intertwine the dynamics of infinitely…

概率论 · 数学 2024-02-12 Stefan Wagner
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