相关论文: Large Scale Brownian Dynamics of Confined Suspensi…
Let $n$ particles move in standard Brownian motion in one dimension, with the process terminating if two particles collide. This is a specific case of Brownian motion constrained to stay inside a Weyl chamber; the Weyl group for this…
We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is…
The conformational and dynamical properties of active Brownian polymers embedded in a fluid depend on the nature of the driving mechanism, e.g., self-propulsion or external actuation of the monomers. Implementations of self-propelled and…
Recently, there has been much interest in activity-induced phase separations in concentrated suspensions of "active Brownian particles" (ABPs), self-propelled spherical particles whose direction of motion relaxes through thermal rotational…
Bi-Directional Grid Constrained (BGC) stochastic processes (BGCSPs) constrain the random movement toward the origin steadily more and more, the further they deviate from the origin, rather than all at once imposing reflective barriers, as…
We consider a single Brownian particle in one dimension in a medium at a constant temperature in the underdamped regime. We stochastically reset the position of the Brownian particle to a fixed point in the space with a constant rate $r$…
The last few years have witnessed an explosion of new numerical methods for filament hydrodynamics. Aside from their ubiquity in biology, physics, and engineering, filaments present unique challenges from an applied-mathematical point of…
Our ability to numerically model and understand the complex flow behavior of solid-bearing suspensions has increased significantly over the last couple of years, partly due to direct numerical simulations that compute flow around individual…
The behavior of active matter under confinement poses significant challenges due to the intricate coupling between dynamics near boundaries and those in the bulk. A defining feature of active matter systems is that a substantial portion of…
In a theoretical and simulation study, active Brownian particles (ABPs) in three-dimensional bulk systems are exposed to time-varying sinusoidal activity waves that are running through the system. A linear response (Green-Kubo) formalism is…
We propose a hybrid estimation procedure to estimate global fixed parameters and subject-specific random effects in a mixed fractional Black-Scholes model based on discrete-time observations. Specifically, we consider $N$ independent…
We develop a systematic framework for the model reduction of multivariate geometric Brownian motions (GBMs), a fundamental class of stochastic processes with broad applications in mathematical finance, population biology, and statistical…
Dissipative particle dynamics (DPD) is a novel particle method for mesoscale modeling of complex fluids. DPD particles are often thought to represent packets of real atoms, and the physical scale probed in DPD models are determined by the…
We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…
Using the method of Brownian dynamics, we investigate the dynamic properties of a 2d suspension of active disks at high P\'eclet numbers using active microrheology. In our simulations the tracer particle is driven either by a constant or an…
Self-propelled particles move along circles rather than along a straight line when their driving force does not coincide with their propagation direction. Examples include confined bacteria and spermatozoa, catalytically driven nanorods,…
The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the…
Dynamic density functionals (DDFs) are popular tools for studying the dynamical evolution of inhomogeneous polymer systems. Here, we present a systematic evaluation of a set of diffusive DDF theories by comparing their predictions with data…
Suspensions of purely repulsive but self-propelled Brownian particles might undergo phase separation, a phenomenon that strongly resembles the phase separation of passive particles with attractions. Here we employ computer simulations to…
We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$. More precisely, the particles branch at rate…