Related papers: Dynamics of interacting particle systems: stochast…
The behavior of the most probable values of the order parameter $x$ and the amplitude $\phi$ of conjugate force fluctuations is studied for a stochastic system with a colored multiplicative noise with absorbing states. The phase diagrams…
An ensemble of classical subsystems interacting with surrounding particles has been considered. In general case, a phase volume of the subsystems ensemble was shown to be a function of time. The evolutional equations of the ensemble are…
Although real-world complex systems typically interact through sparse and heterogeneous networks, analytic solutions of their dynamics are limited to models with all-to-all interactions. Here, we solve the dynamics of a broad range of…
Hydrodynamic theories offer successful approaches that are capable of simulating the otherwise difficult-to-compute dynamics of quantum many-body systems. In this work we derive, within the positive-P phase-space formalism, a new stochastic…
We prove existence and uniqueness for some nonlinear stochastic differential equation used in molecular dynamics, whose nonlinearity comes from a conditional expectation term. We also introduce an interacting particle system in order to…
We construct and study the stochastic force field generated by a Poisson distribution of sources at finite density, $x_1,x_2,\cdots$ in $\mathbb{R}^3$ each of them yielding a long range potential $Q_i\Phi(x-x_i)$ with possibly different…
We introduce a method for determining the functional form of the stochastic and dissipative interactions in a dissipative particle dynamics (DPD) model from projected phase space trajectories. The DPD model is viewed as a coarse graining of…
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…
In this article we study the convergence of a stochastic particle system that interacts through threshold hitting times towards a novel equation of McKean-Vlasov type. The particle system is motivated by an original model for the behavior…
Accurate interaction potentials between microscopic components such as colloidal particles or cells are crucial to understanding a range of processes, including colloidal crystallization, bacterial colony formation, and cancer metastasis.…
Transition pathways of stochastic dynamical systems are typically approximated by instantons. Here we show, using a dynamical system containing two competing pathways, that at low-to-intermediate temperatures, instantons can fail to capture…
We present new method for studying the equilibrium properties of interacting fluids in an arbitrary external filed. The method is valid in any dimension and it yields an exact results in one dimension. Using this approach, we derive a…
We review various methods to investigate the statics and the dynamics of collective composition fluctuations in dense polymer mixtures within fluctuating-field approaches. The central idea of fluctuating-field theories is to rewrite the…
Open quantum systems are powerful effective descriptions of quantum systems interacting with their environments. Studying changes of Fock state probabilities can be intricate in this context since the prevailing description of open quantum…
In this paper, we study the estimation of drift and diffusion coefficients in a two dimensional system of N interacting particles modeled by a degenerate stochastic differential equation. We consider both complete and partial observation…
A new particle-based sampling and approximate inference method, based on electrostatics and Newton mechanics principles, is introduced with theoretical ground, algorithm design and experimental validation. This method simulates an…
The quantum dynamics of a subset of interacting bosons in a subspace of fixed particle number is described in terms of symmetrized many-particle states. A suitable partial trace operation over the von Neumann equation of an $N$-particle…
Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…
't Hooft's derivation of quantum from classical physics is analyzed by means of the classical path integral of Gozzi et al.. It is shown how the key element of this procedure - the loss of information constraint - can be implemented by…
Driven lattice gases as the ASEP are useful tools for the modeling of various stochastic transport processes carried out by self-driven particles, such as molecular motors or vehicles in road traffic. Often these processes take place in…