相关论文: Dyson Brownian Motion for General $\beta$ and Pote…
Motivated by a theorem of Barbour, we revisit some of the classical limit theorems in probability from the viewpoint of the Stein method. We setup the framework to bound Wasserstein distances between some distributions on infinite…
In the first of two papers, we study the initial boundary-value problem that underlies the theory of the Boltzmann equation for general non-spherical hard particles. In this work, for two congruent ellipses and for a large class of…
In this paper we establish relationships between four important concepts: (a) hitting time problems of Brownian motion, (b) 3-dimensional Bessel bridges, (c) Schr\"odinger's equation with linear potential, and (d) heat equation problems…
We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
A family of heterogeneous mean-field systems with jumps is analyzed. These systems are constructed as a Gibbs measure on block graphs. When the total number of particles goes to infinity, a law of large numbers is shown to hold in a…
Discussed in the paper is the possibility of introducing the concept of Brownian motion of various mesoparticles in the ballistic regime. The case in point is the effect of collisions between thermal excitations in the liquid and the test…
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…
We examine the non-ergodic properties of scaled Brownian motion, a non-stationary stochastic process with a time dependent diffusivity of the form $D(t)\simeq t^{\alpha-1}$. We compute the ergodicity breaking parameter EB in the entire…
We consider the diffusive limit of an unsteady neutron transport equation in a two-dimensional plate with one-speed velocity. We show the solution can be approximated by the sum of interior solution, initial layer, and boundary layer with…
We prove a representation for the support of McKean Vlasov Equations. To do so, we construct functional quantizations for the law of Brownian motion as a measure over the (non-reflexive) Banach space of H\"older continuous paths. By solving…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
In this paper, we study a system of PDEs describing the motion of two compressible viscous fluids occupying the whole space $\mathbb R^d\;(d\in \{2,3\}$). The two phases of the mixture are separated by a $\mathscr{C}^{1+\alpha}$-regular…
We consider the continuous version of the Vicsek model with noise, proposed as a model for collective behavior of individuals with a fixed speed. We rigorously derive the kinetic mean-field partial differential equation satisfied when the…
We present a first-principles thermodynamic approach to provide an alternative to the Langevin equation by identifying the deterministic (no stochastic component) microforce F_{k,BP} acting on a nonequilibrium Brownian particle (BP) in its…
In this work, we study geodesic curvature of the boundary of a two dimensional Alexandrov space of curvature bounded below (CBB). We prove several comparison and globalization theorems for the geodesic curvature, generalizing the known…
This paper continues a study on trajectories of Brownian Motion in a field of soft trap whose radius distribution is unbounded. We show here for both point-to-point and point-to-plane model the volume exponent (the exponent associated to…
The problem of Brownian motion in a periodic potential, under the influence of external forcing, which is either random or periodic in time, is studied in this paper. Multiscale techniques are used to derive general formulae for the steady…
We study branching Brownian motion in hyperbolic space. As hyperbolic Brownian motion is transient, the normalised empirical measure of branching Brownian motion converges to a random measure $\mu_\infty$ on the boundary. We show that the…
We study the one-dimensional ballistic aggregation process in the continuum limit for one-sided Brownian initial velocity (i.e. particles merge when they collide and move freely between collisions, and in the continuum limit the initial…