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We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the system is close to the solution of a…

Probability · Mathematics 2012-01-12 François Bolley , José Alfredo Cañizo , José Antonio Carrillo

Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…

Statistics Theory · Mathematics 2026-02-17 Paromita Banerjee , Anirban Mondal

Gibbs' phase rule states that two-phase coexistence of a single-component system, characterized by an n-dimensional parameter-space, may occur in an n-1-dimensional region. For example, the two equilibrium phases of the Ising model coexist…

Statistical Mechanics · Physics 2009-11-10 M. A. Munoz , F. de los Santos , M. M. Telo da Gama

We study the spatial pattern formation and emerging long range correlations in a model of three species coevolving in space and time according to stochastic contact rules. Analytical results for the pair correlation functions, based on a…

adap-org · Physics 2009-10-28 Marek Grabowski , R. E. Camley

We consider a class of space-time coupled evolution equations (CEEs), obtained by a subordination of the heat operator. Our CEEs reformulate and extend known governing equations of non-Markovian processes arising as scaling limits of…

Analysis of PDEs · Mathematics 2019-03-12 John Herman , Ifan Johnston , Lorenzo Toniazzi

In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show the existence and uniqueness of the solutions to a number…

Probability · Mathematics 2012-10-29 Zhi Zheng , Richard B. Sowers

We consider a multicontinuum model in porous media applications, which is described as a system of coupled flow equations. The coupling between different continua depends on many factors and its modeling is important for porous media…

Probability · Mathematics 2020-01-27 Hakima Bessaih , Razvan Florian Maris

It is shown how to construct a successful co-adapted coupling of two copies of an $n$-dimensional Brownian motion $(B_1,...,B_n)$ while simultaneously coupling all corresponding copies of L\'{e}vy stochastic areas $\int B_i dB_j-\int B_j…

Probability · Mathematics 2011-11-10 Wilfrid S. Kendall

In this paper, we have studied the shapes coexistence in the 180-190Hg isotopes. The SO(6) representation of eigenstates and a transitional Hamiltonian in the Interacting Boson Model are used to consider the evolution from prolate to oblate…

Nuclear Theory · Physics 2017-11-22 H. Sabri , O. Jabbarzade , A. Ghale Asadi , S. K. Mousavi Mobarake

This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…

Quantitative Methods · Quantitative Biology 2025-01-22 Nathalie Wehlitz , Mohsen Sadeghi , Alberto Montefusco , Christof Schütte , Grigorios A. Pavliotis , Stefanie Winkelmann

A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition…

Numerical Analysis · Mathematics 2023-08-29 Wei Liu , Ruoxue Wu , Ruchun Zuo

Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional…

Operator Algebras · Mathematics 2011-01-04 J. Martin Lindsay , Adam G. Skalski

Many types of spatiotemporal patterns have been observed under nonequilibrium conditions. Cycling through four or more states can provide specific dynamics, such as the spatial coexistence of multiple phases. However, transient dynamics…

Statistical Mechanics · Physics 2025-01-07 Hiroshi Noguchi

Empirical observations in marine ecosystems have suggested a balance of biological and advection time scales as a possible explanation of species coexistence. To characterise this scenario, we measure the time to fixation in neutrally…

Populations and Evolution · Quantitative Biology 2018-04-09 Tobias Galla , Vicente Pérez-Muñuzuri

Relying on the method developed in [debusscheromito2014], we prove the existence of a density for two different examples of random fields indexed by $(t,x)\in(0,T]\times \Rd$. The first example consists of SPDEs with Lipschitz continuous…

Probability · Mathematics 2015-02-10 Marta Sanz-Solé , André Süß

We present new theoretical and empirical results on the probability distributions of species persistence times in natural ecosystems. Persistence times, defined as the timespans occurring between species' colonization and local extinction…

Populations and Evolution · Quantitative Biology 2012-03-21 S. Suweis , E. Bertuzzo , L. Mari , I. Rodriguez-Iturbe , A. Maritan , A. Rinaldo

In this paper we find and classify all patterns for a single locus three- and four-allele population genetics models in continuous time. A pattern for a $k$-allele model means all coexisting locally stable equilibria with respect to the…

Populations and Evolution · Quantitative Biology 2011-08-26 Linlin Su , Colbert Sesanker , Roger Lui

This paper studies the stochastic differential equation (SDE) associated to a two-level quantum system (qubit) subject to Hamiltonian evolution as well as unmonitored and monitored decoherence channels. The latter imply a stochastic…

Quantum Physics · Physics 2017-06-28 Alain Sarlette , Pierre Rouchon

What determines biodiversity in nature is a prominent issue in ecology, especially in biotic resource systems that are typically devoid of cross-feeding. Here, we show that by incorporating pairwise encounters among consumer individuals…

Populations and Evolution · Quantitative Biology 2025-06-18 Ju Kang , Shijie Zhang , Yiyuan Niu , Xin Wang

This book is an introduction to the theory of stochastic partial differential equations (SPDEs), using the random field approach pioneered by J.B. Walsh (1986). It consists of two blocks: the core matter (Chapters 1 to 6) and the appendices…

Probability · Mathematics 2026-02-17 Robert C. Dalang , Marta Sanz-Solé