相关论文: Multiple-particle diffusion processes from the vie…
Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
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 study a class of random processes on $N$ particles which can be interpreted as stochastic model of luminescence. Each particle can stay in one of two states: Excited state or ground state. Any particle at ground state is excited with a…
Motivated by the anomalous diffusion observed in clusters of active Brownian particles (ABPs), where the center-of-mass diffusion coefficient scales as $D\sim N^{-1/2}$ with respect to the number $N$ of particles in the cluster, we derive a…
In one-dimensional diffusive processes with discrete steps characterized by geometrically decaying magnitudes, the usual Gaussian broadening familiar from Brownian motion is replaced by bounded probability distributions over particle…
We explore the self-propulsion of an active Ornstein-Uhlenbeck particle with a non-linear velocity dependent friction. Using analytical approach and numerical simulation, we have exactly investigated the dynamical behaviour of the particle…
We investigate the fluctuations of cumulative density of particles in the asymmetric simple exclusion process with respect to the stationary distribution (also known as the steady state), as a stochastic process indexed by $[0,1]$. In three…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
In this paper, we study well-posedness of random periodic solutions of stochastic differential equations (SDEs) of McKean-Vlasov type driven by a two-sided Brownian motion, where the random periodic behaviour is characterised by the…
Jerky active particles are Brownian self-propelled particles which are dominated by ``jerk'', the change in acceleration. They represent a generalization of inertial active particles. In order to describe jerky active particles, a linear…
We study how the two-point density correlation properties of a point particle distribution are modified when each particle is divided, by a stochastic process, into an equal number of identical "daughter" particles. We consider generically…
The (favorable) Falkner-Skan boundary layer profiles are a one parameter ($\beta \in [0,2]$) family of self-similar solutions to the stationary Prandtl system which describes the flow over a wedge with angle $\beta \frac{\pi}{2}$. The most…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We study the stationary state of a chain of harmonic oscillators driven by two active reservoirs at the two ends. These reservoirs exert correlated stochastic forces on the boundary oscillators which eventually leads to a nonequilibrium…
We illustrate how dynamical transitions in nonlinear semiclassical models can be recognized as phase transitions in the corresponding -- inherently linear -- quantum model, where, in a Statistical Mechanics framework, the thermodynamic…
The equilibrium properties of a system of passive diffusing particles in an external magnetic field are unaffected by the Lorentz force. In contrast, active Brownian particles exhibit steady-state phenomena that depend on both the strength…
In this work we study a branching particle system of diffusion processes on the real line interacting through their rank in the system. Namely, each particle follows an independent Brownian motion, but only K $\ge$ 1 particles on the far…
We consider a long-range interacting system of $N$ particles moving on a spherical surface under an attractive Heisenberg-like interaction of infinite range, and evolving under deterministic Hamilton dynamics. The system may also be viewed…
We study a gas of $N$ Brownian particles in the presence of a common stochastic diffusivity $D(t)=B^2(t)$, where $B(t)$ represents a one-dimensional Brownian motion at time $t$. Starting from all the particles localized at the origin, the…