相关论文: Multiple-particle diffusion processes from the vie…

This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…

We numerically and analytically investigate the behavior of a non-equilibrium phase transition in the second Schl\"ogl autocatalytic reaction scheme. Our model incorporates both an interaction-induced phase separation and a bifurcation in…

Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…

We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…

We consider a particle moving in $d\geq 2$ dimensions, its velocity being a reversible diffusion process, with identity diffusion coefficient, of which the invariant measure behaves, roughly, like $(1+|v|)^{-\beta}$ as $|v|\to \infty$, for…

We consider certain random matrix eigenvalue dynamics, akin to Dyson Brownian motion, introduced by Rider and Valko. We show that from every initial condition, including ones involving coinciding coordinates, the dynamics, enhanced with…

We study a model for flocking given by a $n$-particle system under which each particle jumps forward by a random amount, independently sampled from a given distribution $\theta$, with rate given by a non-increasing function $w$ of its…

We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…

We apply a recently proposed novel thermostating mechanism to an interacting many-particle system where the bulk particles are moving according to Hamiltonian dynamics. At the boundaries the system is thermalized by deterministic and…

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly…

We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…

We introduce methods for large scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method at a cost comparable to the…

The steady state and phase ordering kinetics in a pure active Borwnian particle system are studied in recent years. In binary mixture of active and passive Brownian particles passive particles are used as probe to understand the properties…

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

We study one-dimensional spinless fermions with random interactions, but without any on-site disorder. We find that random interactions generically stabilize a many-body localized phase, in spite of the completely extended single-particle…

We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…

We deal with two following classes of equilibrium stochastic dynamics of infinite particle systems in continuum: hopping particles (also called Kawasaki dynamics), i.e., a dynamics where each particle randomly hops over the space, and…

We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…

According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…