Related papers: Infinite-dimensional stochastic differential equat…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
We present a complete classification of the electron-electron interaction in chaotic quantum dots based on expansion in inverse powers of $1/M$, the number of the electron states in the Thouless window, $M \simeq k_F R$. This classification…
We consider the behaviour of a critical system in the presence of a gradient perturbation of the couplings. In the direction of the gradient an interface region separates the ordered phase from the disordered one. We develop a scaling…
We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…
We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…
Particle interactions are key elements of many dynamical systems. In the context of systems described by a Boltzmann equation, such interactions may be described by a collision integral, a multidimensional integral over the momentum-phase…
A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…
We study strong existence and pathwise uniqueness for a class of infinite-dimensional singular stochastic differential equations (SDE), with state space as the cone $\{x \in \mathbb{R}^{\mathbb{N}}: -\infty < x_1 \leq x_2 \leq \cdots\}$,…
A system of Brownian hard balls is regarded as a reflecting Brownian motion in the configuration space and can be represented by a solution to a Skorohod-type equation. In this article, we consider the case that there are an infinite number…
The goal of these expository notes is to give an introduction to random matrices for non-specialist of this topic focusing on the link between random matrices and systems of particles in interaction. We first recall some general results…
In this paper, we study the existence and uniqueness of solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps. Our work is established in infinite dimensional separable…
Non-reciprocal interactions are a generic feature of non-equilibrium systems. We define a non-reciprocal generalization of the kinetic Ising model in one spatial dimension. We solve the model exactly using two different approaches for…
We present an equation-free dynamic renormalization approach to the computational study of coarse-grained, self-similar dynamic behavior in multidimensional particle systems. The approach is aimed at problems for which evolution equations…
We investigate the tunability of electrostatic coupling between solid state quantum dots as building blocks for quantum bits. Specifically, our analysis is based upon two-dimensional electron systems (2DEG) and depletion by top gates. We…
The problem of two electrons in a two-dimensional random potential is addressed numerically. Specifically, the role of the Coulomb interaction between electrons on localization is investigated by writing the Hamiltonian on a localized basis…
We study analytically the dynamics of anisotropic active Brownian particles (ABPs), and more precisely their intermediate scattering function (ISF). To this end, we develop a systematic closure scheme for the moment expansion of their…
The quantum-mechanical problems of a nonrelativistic free particle, a harmonic oscillator and a Coulomb particle on Minkowski plane are discussed. The Schr\"odinger equations for eigenvalues are obtained using the Beltrami-Laplas operator…
A strong quasi-invariance principle and a finite-dimensional integration by parts formula as in the Bismut approach to Malliavin calculus are obtained through a suitable application of Lie's symmetry theory to autonomous stochastic…
The aim of this paper is to discuss the mathematical modeling of Brownian active particle systems, a recently popular paradigmatic system for self-propelled particles. We present four microscopic models with different types of repulsive…
Analytical solutions of the Coulomb impurity problem of graphene in the absence of a magnetic field show that when the dimensionless strength of the Coulomb potential $g$ reaches a critical value the solutions become supercritical with…