Related papers: Vlasov scaling for stochastic dynamics of continuo…
We describe a general approach to the construction of a state evolution corresponding to the Markov generator of a spatial birth-and-death dynamics in $\mathbb{R}^d$. We present conditions on the birth-and-death intensities which are…
A set of scaling laws, based on the stochastic motions of the granular components of astronomical systems, is applied to a cosmological model with a positive cosmological constant. It follows that the mass of the dominant particle in the…
Numerical methods that approximate the solution of the Vlasov-Poisson equation by a low-rank representation have been considered recently. These methods can be extremely effective from a computational point of view, but contrary to most…
Finite stochastic Markov models play a major role for modelling biochemical pathways. Such models are a coarse-grained description of the underlying microscopic dynamics and can be considered mesoscopic. The level of coarse-graining is to a…
A new class of integro-partial differential equation models is derived for the prediction of granular flow dynamics. These models are obtained using a novel limiting averaging method (inspired by techniques employed in the derivation of…
Difficulties in founding microscopically the Vlasov equation for Coulomb-interacting particles are recalled for both the statistical approach (BBGKY hierarchy and Liouville equation on phase space) and the dynamical approach (single…
In this paper, we present very first results for the adaptive solution on a grid of the phase space of the Vlasov equation arising in particles accelarator and plasma physics. The numerical algorithm is based on a semi-Lagrangian method…
Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…
Validity of fluid models breaks down for non-thermal or weakly collisional plasmas which often occur e.g. in the solar wind. In these regimes one has to resort to modelling through the first-principle Vlasov-Maxwell system, but its…
This short review is devoted to the problem of the equilibrium of stellar dynamical systems in the context of the Vlasov-Poisson model. In a first part we will review some classical problems posed by the application of the Vlasov-Poisson…
Motivated by applications in systems biology, we seek a probabilistic framework based on Markov processes to represent intracellular processes. We review the formal relationships between different stochastic models referred to in the…
We present a microscopic derivation of the 3-dimensional relativistic Vlasov-Maxwell system as a combined mean field and point-particle limit of an $N$-particle system of rigid charges with $N$-dependent radius. The approximation holds for…
We give a stochastic model for the fragmentation phase of a snow avalanche. We construct a fragmentation-branching process related to the avalanches, on the set of all fragmentation sizes introduced by J. Bertoin. A fractal property of this…
In this paper, we study a class of stochastic processes, called evolving network Markov chains, in evolving networks. Our approach is to transform the degree distribution problem of an evolving network to a corresponding problem of evolving…
We study a stochastic model of protein dynamics that explicitly includes delay in the degradation. We rigorously derive the master equation for the processes and solve it exactly. We show that the equations for the mean values obtained…
We show that scaling arguments are very useful to analyze the dynamics of periodically modulated noisy systems. Information about the behavior of the relevant quantities, such as the signal-to-noise ratio, upon variations of the noise…
A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…
We study non oscillating bifurcations of non homogeneous steady states of the Vlasov equation, a situation occurring in galactic models, or for Bernstein-Greene-Kruskal modes in plasma physics. We show that resonances are strongly…
We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…
A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be…