相关论文: Large Scale Brownian Dynamics of Confined Suspensi…

We consider the motion of an active Brownian particle with speed fluctuations in d-dimensions in the presence of both translational and orientational diffusion. We use an Ornstein-Uhlenbeck process for active speed generation. Using a…

Continuum models are commonly used to study dendritic deposition in fields ranging from nonequilibrium statistical mechanics to battery research. However, the continuum approximation underlying these models is poorly understood, even in the…

This paper is based on the talk in "Probability Symposium" at Research Institute of Mathematical Sciences (Kyoto University) on 2013/12/18, and gives an announcement of some parts of the results in [1,8,10,11]. We show two instances of…

We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…

Inertia is intrinsic to many living and synthetic active systems, from animals and robotic agents to colloidal swimmers, and it strongly shapes transport. Many such systems employ intermittent restart protocols to regulate exploration.…

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.

Time-lapse microscopy imaging provides direct access to the dynamics of soft and living systems. At mesoscopic scales, such microscopy experiments reveal intrinsic fluctuations, which may have both thermal and non-equilibrium origins. These…

We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…

We study self-diffusion and sedimentation in colloidal suspensions of nearly-hard spheres using the multiparticle collision dynamics simulation method for the solvent with a discrete mesh model for the colloidal particles (MD+MPCD). We…

We present a comparative study of two computer simulation methods to obtain static and dynamic properties of dilute polymer solutions. The first approach is a recently established hybrid algorithm based upon dissipative coupling between…

We consider a structural stochastic volatility model for the loss from a large portfolio of credit risky assets. Both the asset value and the volatility processes are correlated through systemic Brownian motions, with default determined by…

An active Brownian particle is a minimal model for a self-propelled colloid in a dissipative environment. Experiments and simulations show that, in the presence of boundaries and obstacles, active Brownian particle systems approach…

Phoretic colloids self-propel thanks to surface flows generated in response to surface gradients (thermal, electrical, or chemical), that are self-induced and/or generated by other particles. Here we present a scalable and versatile…

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…

We present a multiscale simulation algorithm for amorphous materials, which we illustrate and validate in a canonical case of dense granular flow. Our algorithm is based on the recently proposed Spot Model, where particles in a dense random…

The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of…

The rotational Brownian motion of colloidal spheres in dense suspensions reflects local hydrodynamics and friction, both key to non-linear rheological phenomena such as shear-thickening and jamming, and transport in crowded environments,…

In the present paper, an expansion of the transition density of Hyperbolic Brownian motion with drift is given, which is potentially useful for pricing and hedging of options under stochastic volatility models. We work on a condition on the…

In this study, we investigate the behavior of free inertial Active Brownian Particles (ABP) in the presence of thermal noise. While finding a closed-form solution for the joint distribution of positions, orientations, and velocities using…

Systems comprised of self-steering active Brownian particles are studied via simulations for a minimal cognitive flocking model. The dynamics of the active Brownian particles is extended by an orientational response with limited…