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The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…

Probability · Mathematics 2025-09-01 Robert Alexander Crowell

We prove a large deviations principle for the empirical measure of the one dimensional symmetric simple exclusion process in contact with reservoirs. The dynamics of the reservoirs is slowed down with respect to the dynamics of the system,…

Probability · Mathematics 2021-07-16 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann

We study the existence and the rate of equilibration of weak solutions to a two-component system of non-linear diffusion-aggregation equations, with small cross diffusion effects. The aggregation term is assumed to be purely attractive, and…

Analysis of PDEs · Mathematics 2024-06-17 Daniel Matthes , Christian Parsch

This paper studies a stylized model of local interaction where agents choose from an ever increasing set of vertically ranked actions, e.g. technologies. The driving forces of the model are infrequent upward shifts (``updates''), followed…

Statistical Mechanics · Physics 2007-05-23 A. Arenas , A. Diaz-Guilera , C. J. Perez , F. Vega-Redondo

The reversible A <-> B reaction-diffusion process, when species A and B are initially mixed and diffuse with different diffusion coefficients, is investigated using the boundary layer function method. It is assumed that the ratio of the…

Statistical Mechanics · Physics 2008-10-22 M. Sinder , V. Sokolovsky , J. Pelleg

We identify the leading term in the asymptotics of the quadratic Wasserstein distance between the invariant measure and empirical measures for diffusion processes on closed weighted four-dimensional Riemannian manifolds. Unlike results in…

Probability · Mathematics 2024-10-30 Dario Trevisan , Feng-Yu Wang , Jie-Xiang Zhu

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

Probability · Mathematics 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

This paper studies the asymptotic behaviour of the solution of a differential equation perturbed by a fast flow preserving an infinite measure. This question is related with limit theorems for non-stationary Birkhoff integrals. We…

Dynamical Systems · Mathematics 2024-08-07 Maxence Phalempin

We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…

Probability · Mathematics 2007-05-23 Majid Hosseini , Krishnamurthi Ravishankar

This paper studies a recently proposed continuous-time distributed self-appraisal model with time-varying interactions among a network of $n$ individuals which are characterized by a sequence of time-varying relative interaction matrices.…

Optimization and Control · Mathematics 2017-03-17 Weiguo Xia , Ji Liu , Tamer Basar , Xi-Ming Sun

High frequency limit for most of wave phenomena is known as quasiclassical limit or ray optics limit. Propagation of waves in this limit is described in terms of wave fronts and rays. Wave front is a surface of constant phase whose points…

Differential Geometry · Mathematics 2007-05-23 Ruslan Sharipov

We study reaction diffusion equations with a deterministic reaction term as well as two random reaction terms, one that acts on the interior of the domain, and another that acts only on the boundary of the domain. We are interested in the…

Probability · Mathematics 2018-04-16 Sandra Cerrai , Nicholas Paskal

We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…

Other Condensed Matter · Physics 2007-05-23 Evzen Subrt , Petr Chvosta

Self-diffusion of a sphere in a network of rods is analyzed theoretically. Hydrodynamic interactions are taken into account according to the model of Dhont et al., under the assumption that $\ka << 1$ and $\bar{a}/L<<1$, where $1/\kappa$ is…

Soft Condensed Matter · Physics 2015-05-13 Bogdan Cichocki , Maria L. Ekiel-Jezewska

A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…

Probability · Mathematics 2011-10-21 Makoto Katori , Hideki Tanemura

The kinetics of encounter-controlled processes in growing domains is markedly different from that in a static domain. Here, we consider the specific example of diffusion limited coalescence and annihilation reactions in one-dimensional…

Statistical Mechanics · Physics 2018-10-22 F. Le Vot , C. Escudero , E. Abad , S. B. Yuste

A self-consistent equation to derive a discreteness-induced stochastic steady state is presented for reaction-diffusion systems. For this formalism, we use the so-called Kuramoto length, a typical distance over which a molecule diffuses in…

Chemical Physics · Physics 2007-05-23 Yuichi Togashi , Kunihiko Kaneko

The paper is to study the asymptotic dynamics in nonmonotone comparable almost periodic reaction-diffusion system with Dirichlet boundary condition, which is comparable with uniformly stable strongly order-preserving system. By appealing to…

Dynamical Systems · Mathematics 2013-11-20 Feng Cao , Yelai Fu

In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…

Probability · Mathematics 2009-12-12 Ivan del Tenno

In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…

Probability · Mathematics 2014-12-12 Tzu-Wei Yang , Lingjiong Zhu