Related papers: Competing particle systems evolving by interacting…
After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of…
In this article a fractional cross-diffusion system is derived as the rigorous many-particle limit of a multi-species system of moderately interacting particles that is driven by L\'{e}vy noise. The form of the mutual interaction is…
In these lecture we explain why limiting distribution function, like the Tracy-Widom distribution, or limit processes, like the Airy_2 process, arise both in random matrices and interacting particle systems. The link is through a common…
The paper identifies families of quasi-stationary initial conditions for infinite Brownian particle systems within a large class and provides a construction of the particle systems themselves started from such initial conditions. Examples…
Purely self-gravitating systems of point particles have been extensively studied in astrophysics and cosmology, mainly through numerical simulations, but understanding of their dynamics still remains extremely limited. We describe here…
We investigate the diffusive properties of energy fluctuations in a one-dimensional diatomic chain of hard-point particles interacting through a square--well potential. The evolution of initially localized infinitesimal and finite…
The law of a positive infinitely divisible process with no drift is characterized by its L\'evy measure on the paths space. Based on recent results of the two authors, it is shown that even for simple examples of such processes, the…
We consider an interacting particle system $(\eta_t)_{t\geq 0}$ with values in $\{0,1\}^{\mathbb{Z}}$, in which each vacant site becomes occupied with rate 1, while each connected component of occupied sites become vacant with rate equal to…
We consider a finite number of particles characterised by their positions and velocities. At random times a randomly chosen particle, the follower, adopts the velocity of another particle, the leader. The follower chooses its leader…
A classical approach for the analysis of the longtime behavior of Markov processes is to consider suitable Lyapunov functionals like the variance or more generally $\Phi$-entropies. Via purely analytic arguments it can be shown that these…
We study a stochastic system of $N$ interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle $i$ carries two attributes: the spatial location $X_t^i\in \mathbb{T}^d$, and the type $\Xi_t^i\in…
This paper provides a multivariate extension of Bertoin's pathwise construction of a L\'evy process conditioned to stay positive/negative. Thus obtained processes conditioned to stay in half-spaces are closely related to the original…
We study the two-dimensional Langevin dynamics of a two-component system, whose components are in contact with heat baths kept at different temperatures. Dynamics is constrained by an optical trap and the \text{dissimilar} species interact…
We study, using numerical simulations, the dynamical evolution of self-gravitating point particles in static euclidean space, starting from a simple class of infinite ``shuffled lattice'' initial conditions. These are obtained by applying…
The effects of the propagation of particles which have a finite life-time and an according broad distribution in their mass spectrum are discussed in the context of a transport descriptions. In the first part some example cases of mesonic…
We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…
In this paper, we introduce branching processes in a L\'evy random environment. In order to define this class of processes, we study a particular class of non-negative stochastic differential equations driven by Brownian motions and Poisson…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
We investigate the behavior of systems of interacting diffusion processes, known as volatility-stabilized market models in the mathematical finance literature, when the number of diffusions tends to infinity. We show that, after an…
A new computational method is presented for study suspensions of charged soft particles undergoing fluctuating hydrodynamic and electrostatic interactions. The proposed model is appropriate for polymers, proteins and porous particles…