相关论文: On uniqueness of maximal coupling for diffusion pr…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
We consider diffusion limited aggregation of particles of two different kinds. It is assumed that a particle of one kind may adhere only to another particle of the same kind. The particles aggregate on a linear substrate which consists of…
We consider the system of one-sided reflected Brownian motions which is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and…
We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motions and create offspring at a constant rate. Particles of…
In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…
Dynamical systems of N particles in \R^{D} interacting by a singular pair potential of mean field type are considered. The systems are assumed to be of gradient type and the existence of a macroscopic limit in the many particle limit is…
We study the existence and long-time asymptotics of weak solutions to a system of two nonlinear drift-diffusion equations that has a gradient flow structure in the Wasserstein distance. The two equations are coupled through a…
When two non-relativistic particles scatter in one dimension, they can become entangled. This entanglement process is constrained by the symmetries of the scattering system and the boundary conditions on the incoming state. Applying these…
Benjamini, Burdzy and Chen (2007) introduced the notion of a shy coupling: a coupling of a Markov process such that, for suitable starting points, there is a positive chance of the two component processes of the coupling staying a positive…
Robustness of two coupled networks system has been studied only for dependency coupling (S. Buldyrev et. al., Nature, 2010) and only for connectivity coupling (E. A. Leicht and R. M. D'Souza, arxiv:09070894). Here we study, using a…
Attractiveness is a fundamental tool to study interacting particle systems and the basic coupling construction is a usual route to prove this property, as for instance in simple exclusion. The derived Markovian coupled process…
We consider a one-dimensional diffusion process $X$ in a $(-\kappa/2)$-drifted Brownian potential for $\kappa\neq 0$. We are interested in the maximum of its local time, and study its almost sure asymptotic behaviour, which is proved to be…
We provide a probabilistic approach to studying minimal surfaces in three-dimensional Euclidean space. Following a discussion of the basic relationship between Brownian motion on a surface and minimality of the surface, we introduce a way…
We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…
We study the appearance and properties of cluster crystals (solids in which the unit cell is occupied by a cluster of particles) in a two-dimensional system of self-propelled active Brownian particles with repulsive interactions.…
We establish the unique solvability of a coupling problem for entire functions which arises in inverse spectral theory for singular second order ordinary differential equations/two-dimensional first order systems and is also of relevance…
We study co-adapted couplings of (canonical hypoelliptic) diffu-sions on the (subRiemannian) Heisenberg group, that we call (Heisenberg) Brow-nian motions and are the joint laws of a planar Brownian motion with its L{\'e}vy area. We show…
The possibility of strong coupling between a single molecule and surface plasmons is analyzed on the basis of a microscopic classical description. It is predicted that strong single molecule - plasmon coupling can happen for a silver…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
Topologically protected nanoscale spin textures, known as magnetic skyrmions, possess particle-like properties and feature emergent magnetism effects. In bulk cubic heli-magnets, distinct skyrmion resonant modes are already identified using…