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We consider a branching Brownian motion with linear drift in which particles are killed on exiting the interval (0,K) and study the evolution of the process on the event of survival as the width of the interval shrinks to the critical value…

概率论 · 数学 2012-12-07 Simon Harris , Marion Hesse , Andreas E. Kyprianou

We present a comprehensive computational study of the collective behavior emerging from the competition between self-propulsion, excluded volume interactions and velocity-alignment in a two-dimensionnal model of active particles. We…

软凝聚态物质 · 物理学 2018-01-08 Aitor Martín-Gómez , Demian Levis , Albert Díaz-Guilera , Ignacio Pagonabarraga

Local perturbations in conservative particle systems can have a non-local influence on the stationary measure. To capture this phenomenon, we analyze in this paper two toy models. We study the symmetric exclusion process on a countable set…

概率论 · 数学 2024-10-25 Frank Redig , Ellen Saada

In this paper we study the maximal position process of branching Brownian motion in random spatial environment. The random environment is given by a process $\xi = \left(\xi(x)\right)_{x\in\mathbb{R}}$ satisfying certain conditions. We show…

概率论 · 数学 2022-06-17 Haojie Hou , Yan-Xia Ren , Renming Song

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…

软凝聚态物质 · 物理学 2009-11-13 T. Iwashita , Y. Nakayama , R. Yamamoto

We consider a ranking and selection (R&S) problem with the goal to select a system with the largest or smallest expected performance measure among a number of simulated systems with a pre-specified probability of correct selection. Fully…

统计方法学 · 统计学 2021-04-20 A. B. Dieker , Seong-Hee Kim

We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…

统计力学 · 物理学 2024-04-26 Lea Fernandez , Siegfried Hess , Sabine H. L. Klapp

The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from everywhere in space and time, and the Brownian net is a generalization that also allows branching. They appear in the diffusive scaling limits of…

概率论 · 数学 2017-01-09 Emmanuel Schertzer , Rongfeng Sun , Jan M. Swart

For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is…

概率论 · 数学 2020-09-24 Benjamin Landon

We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…

统计力学 · 物理学 2007-06-13 R. Lambiotte , M. Ausloos

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

概率论 · 数学 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

We study a spatial branching model, where the underlying motion is $d$-dimensional ($d\ge1$) Brownian motion and the branching rate is affected by a random collection of reproduction suppressing sets dubbed mild obstacles. The main result…

概率论 · 数学 2008-12-18 János Engländer

We study a stochastic particle system which models the time evolution of the ranking of books by online bookstores (e.g., Amazon). In this system, particles are lined in a queue. Each particle jumps at random jump times to the top of the…

概率论 · 数学 2009-08-22 Kumiko Hattori , Tetsuya Hattori

Consider a system of particles moving independently as Brownian motions until two of them meet, when the colliding pair annihilates instantly. The construction of such a system of annihilating Brownian motions (aBMs) is straightforward as…

概率论 · 数学 2019-03-07 Matthias Hammer , Marcel Ortgiese , Florian Völlering

We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…

概率论 · 数学 2026-04-14 Mustazee Rahman

We consider a class of branching-selection particle systems on $\R$ similar to the one considered by E. Brunet and B. Derrida in their 1997 paper "Shift in the velocity of a front due to a cutoff". Based on numerical simulations and…

概率论 · 数学 2010-03-03 Jean Bérard , Jean-Baptiste Gouéré

A particle system with a single locally-conserved field (density) in a bounded interval with different densities maintained at the two endpoints of the interval is under study here. The particles interact in the bulk through a long range…

概率论 · 数学 2012-10-02 Mustapha Mourragui , Enza Orlandi

Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing…

统计力学 · 物理学 2022-02-14 Ahmed M. Fouad , Marwa M. Fouad

Although the dynamics of colloids in the vicinity of a solid interface has been widely characterized in the past, experimental studies of Brownian diffusion close to an air-water interface are rare and limited to particle-interface gap…

软凝聚态物质 · 物理学 2022-11-11 Stefano Villa , Christophe Blanc , Abdallah Daddi-Moussa-Ider , Antonio Stocco , Maurizio Nobili

Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…

概率论 · 数学 2022-12-28 Sayan Banerjee , Amarjit Budhiraja , Benjamin Estevez