Related papers: Vlasov scaling for stochastic dynamics of continuo…
We consider Vlasov-type scaling for Markov evolution of birth-and-death type in continuum, which is based on a proper scaling of corresponding Markov generators and has an algorithmic realization in terms of related hierarchical chains of…
We consider Vlasov-type scaling for the Glauber dynamics in continuum with a positive integrable potential, and construct rescaled and limiting evolutions of correlation functions. Convergence to the limiting evolution for the positive…
General birth-and-death as well as hopping stochastic dynamics of infinite particle systems in the continuum are considered. We derive corresponding evolution equations for correlation functions and generating functionals. General…
Two coupled spatial birth-and-death Markov evolutions on $\mathbb{R}^d$ are obtained as unique weak solutions to the associated Fokker-Planck equations. Such solutions are constructed by its associated sequence of correlation functions…
Particle-based simulations of the Vlasov equation typically require a large number of particles, which leads to a high-dimensional system of ordinary differential equations. Solving such systems is computationally very expensive, especially…
In this work we recast the collisional Vlasov-Maxwell and Vlasov-Poisson equations as systems of coupled stochastic and partial differential equations, and we derive stochastic variational principles which underlie such reformulations. We…
A Markov evolution of a system of point particles in $\mathbb{R}^d$ is described at micro-and mesoscopic levels. The particles reproduce themselves at distant points (dispersal) and die, independently and under the influence of each other…
Existing studies on the degree correlation of evolving networks typically rely on differential equations and statistical analysis, resulting in only approximate solutions due to inherent randomness. To address this limitation, we propose an…
We construct the time evolution of Kawasaki dynamics for a spatial infinite particle system in terms of generating functionals. This is carried out by an Ovsjannikov-type result in a scale of Banach spaces, which leads to a local (in time)…
We discuss general concept of Markov statistical dynamics in the continuum. For a class of spatial birth-and-death models, we develop a perturbative technique for the construction of statistical dynamics. Particular examples of such systems…
Molecular dynamics simulations have the potential to provide atomic-level detail and insight to important questions in chemical physics that cannot be observed in typical experiments. However, simply generating a long trajectory is…
The method of obtaining of Vlasov-type equations for systems of interacting massive charged particles from the general relativistic Einstein-Hilbert action is considered. An effective approach to synchronizing the proper times of various…
The evolutions of states is described corresponding to the Glauber dynamics of an infinite system of interacting particles in continuum. The description is conducted on both micro- and mesoscopic levels. The microscopic description is based…
Existing approaches to solving the Vlasov equation treat the system as a partial differential equation on a phase space grid, and track in either an Eulerian, Lagrangian, or semi-Lagrangian picture. We present an alternative approach, which…
The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…
Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…
Let $\Gamma$ denote the space of all locally finite subsets (configurations) in $\mathbb R^d$. A stochastic dynamics of binary jumps in continuum is a Markov process on $\Gamma$ in which pairs of particles simultaneously hop over $\mathbb…
In this paper, we are interested in a generalised Vlasov equation, which describes the evolution of the probability density of a particle evolving according to a generalised Vlasov dynamic. The achievement of the paper is twofold. Firstly,…
General birth-and-death as well as hopping stochastic dynamics of infinite multicomponent particle systems in the continuum are considered. We derive the corresponding evolution equations for quasi-observables and correlation functions. We…
The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the…