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Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…

概率论 · 数学 2016-09-06 Andrey Sarantsev

We consider an interacting particle system in the interval $[1,N]$ with reservoirs at the boundaries. While the dynamics in the channel is the simple symmetric exclusion process, the reservoirs are also particle systems which interact with…

概率论 · 数学 2018-12-05 Thu Dang Thien Nguyen

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

泛函分析 · 数学 2022-04-21 Adam Bobrowski , Tomasz Komorowski

Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…

概率论 · 数学 2019-05-01 Amarjit Budhiraja , Wai-Tong Louis Fan , Ruoyu Wu

We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…

统计力学 · 物理学 2009-11-11 Cristobal Lopez

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

统计力学 · 物理学 2020-11-04 Gennaro Tucci , Andrea Gambassi , Shamik Gupta , Édgar Roldán

Branching Brownian Motion describes a system of particles which diffuse in space and split into offsprings according to a certain random mechanism. In virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the…

概率论 · 数学 2011-06-28 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

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…

系统与控制 · 计算机科学 2014-07-15 Yongxin Chen , Tryphon Georgiou

We consider a model of branching Brownian motion with self repulsion. Self-repulsion is introduced via change of measure that penalises particles spending time in an $\e$-neighbourhood of each other. We derive a simplified version of the…

概率论 · 数学 2021-02-19 Anton Bovier , Lisa Hartung

We study a voting model on a branching Brownian motion process on $\mathbb{R}$ in which the diffusivity of each child particle is increased from that of the parent by a factor of $\gamma>1$. The probability distribution of the overall vote…

偏微分方程分析 · 数学 2023-12-29 Alexander Dunlap , Lenya Ryzhik

A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is…

动力系统 · 数学 2008-12-02 N. Chernov , D. Dolgopyat

We study the height of the maximal particle at time $t$ of a one dimensional branching Brownian motion with a space-dependent branching rate. The branching rate is set to zero in finitely many intervals (obstacles) of order $t$. We obtain…

概率论 · 数学 2022-07-08 Lisa Hartung , Michèle Lehnen

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 $0$, starting with $N$ particles. More precisely, particles…

概率论 · 数学 2024-06-04 Julie Tourniaire

We consider a one-dimensional dyadic branching Brownian motion on $\mathbb{R}$ with positive drift $\beta \in (0,1)$, branching rate $1/2$, reflected at $0$ and killed at a boundary $L > 0$. The killing boundary $L$ is chosen so that the…

概率论 · 数学 2026-04-06 Florin Boenkost , Julie Tourniaire

We implement Bayesian model selection and parameter estimation for the case of fractional Brownian motion with measurement noise and a constant drift. The approach is tested on artificial trajectories and shown to make estimates that match…

数据分析、统计与概率 · 物理学 2018-04-05 Jens Krog , Lars H. Jacobsen , Frederik W. Lund , Daniel Wüstner , Michael A. Lomholt

We find the exponential growth rate of the population outside a ball with time dependent radius for a branching Brownian motion in Euclidean space. We then see that the upper bound of the particle range is determined by the principal…

概率论 · 数学 2017-11-28 Yuichi Shiozawa

We study condensation in several particle systems related to the inclusion process. For an asymmetric one-dimensional version with closed boundary conditions and drift to the right, we show that all but a finite number of particles condense…

统计力学 · 物理学 2012-01-09 Stefan Grosskinsky , Frank Redig , Kiamars Vafayi

We study a model of interacting random walkers that proposes a simple mechanism for the emergence of cooperation in group of individuals. Each individual, represented by a Brownian particle, experiences an interaction produced by the local…

统计力学 · 物理学 2007-05-23 Fabio Cecconi , Giuseppe Gonnella , Gustavo P. Saracco

We study the motion of a solid particle immersed in a Newtonian fluid and confined between two parallel elastic membranes possessing shear and bending rigidity. The hydrodynamic mobility depends on the frequency of the particle motion due…

流体动力学 · 物理学 2016-08-03 Abdallah Daddi-Moussa-Ider , Achim Guckenberger , Stephan Gekle

We consider a branching-selection particle system on $\Z$ with $N \geq 1$ particles. During a branching step, each particle is replaced by two new particles, whose positions are shifted from that of the original particle by independently…

概率论 · 数学 2008-11-06 Jean Bérard