Related papers: Dynamics of interacting particle systems: stochast…
We review some of the techniques used to study the dynamics of disordered systems subject to both quenched and fast (thermal) noise. Starting from the Martin-Siggia-Rose path integral formalism for a single variable stochastic dynamics, we…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…
We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on…
We construct path integrals for stochastic hybrid reaction-diffusion (RD) processes, in which the reaction terms depend on the discrete state of a randomly switching environment. We proceed by spatially discretizing a given RD system and…
The behaviour and stability of soft and biological matter depend significantly on electrostatic interactions, as particles such as proteins and colloids acquire a charge when dispersed in an electrolytic solution. A typical simplification…
A quantum field theoretic formulation of the dynamics of the Contact Process on a regular graph of degree z is introduced. A perturbative calculation in powers of 1/z of the effective potential for the density of particles phi(t) and an…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
In recent years statistical physicists have developed {\it discrete} "particle-hopping" models of vehicular traffic, usually formulated in terms of {\it cellular automata}, which are similar to the microscopic models of interacting charged…
We consider systems of mean-field interacting diffusions, where the pairwise interaction structure is described by a sparse (and potentially inhomogeneous) random graph. Examples include the stochastic Kuramoto model with pairwise…
Stochastic systems have a control-theoretic interpretation in which noise plays the role of control. In the weak-noise limit, relevant at low temperatures or in large populations, this leads to a precise mathematical mapping: the most…
In this paper, we establish the well-posedness of stochastic heat equations on moving domains, which amounts to a study of infinite dimensional interacting systems. The main difficulty is to deal with the problems caused by the time-varying…
We study the problem of learning unknown parameters in stochastic interacting particle systems with polynomial drift, interaction and diffusion functions from the path of one single particle in the system. Our estimator is obtained by…
The essence of the path integral method in quantum physics can be expressed in terms of two relations between unitary propagators, describing perturbations of the underlying system. They inherit the causal structure of the theory and its…
Particle-particle correlation functions in ionic systems control many of their macroscopic properties. In this work, we use stochastic density functional theory to compute these correlations, and then we analyze their long-range behavior.…
We revisit the Lagrangian formulation of stochastic inflation, where the path-integral approach is employed to derive the Langevin equation governing the dynamics of long-wavelength fields, in contrast to the standard method where the…
The dynamics of interacting quantum systems in the presence of disorder is studied and an exact representation for disorder-averaged quantities via Ito stochastic calculus is obtained. The stochastic integral representation affords many…
Polynomial dynamical systems describing interacting particles in the plane are studied. A method replacing integration of a polynomial multi--particle dynamical system by finding polynomial solutions of a partial differential equations is…