Related papers: Infinite-dimensional stochastic differential equat…
We investigate collective behavior of a system of two-dimensional interacting Brownian particles in the hydrodynamic regime. By means of the Martin-Siggia-Rose-Jenssen-de Dominicis formalism, we built up a generating functional for…
The kinetic Brownian motion on the cosphere bundle of a Riemannian manifold $\mathbb{M}$ is a stochastic process that models the geodesic equation perturbed by a random white force of size $\varepsilon$. When $\mathbb{M}$ is compact with…
In present work, we discuss some topological features of charged particles interacting a uniform magnetic field in a finite volume. The edge state solutions are presented, as a signature of non-trivial topological systems, the energy…
We study solutions to backward differential equations that are driven hybridly by a deterministic discontinuous rough path $W$ of finite $q$-variation for $q \in [1, 2)$ and by Brownian motion $B$. To distinguish between integration of…
This paper is concerned with translation invariant networks of linear quantum stochastic systems with nearest neighbour interaction mediated by boson fields. The systems are associated with sites of a one-dimensional chain or a…
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…
Starting from a microscopic model of self-propelled hard spheres we use tools of non-equilibrium statistical mechanics and the kinetic theory of hard spheres to derive a Smoluchowski equation for interacting Active Brownian particles. We…
One of the main objectives of equilibrium state statistical physics is to analyze which symmetries of an interacting particle system in equilibrium are broken or conserved. Here we present a general result on the conservation of…
We prove the existence of random attractors for a large class of degenerate stochastic partial differential equations (SPDE) perturbed by joint additive Wiener noise and real, linear multiplicative Brownian noise, assuming only the standard…
The Ising model, in presence of an external magnetic field, is isomorphic to a model of localized interacting particles satisfying the Fermi statistics. By using this isomorphism, we construct a general solution of the Ising model which…
Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…
We discuss the notion of nonequilibrium chemical potential in gases of non-interacting active particles filling two compartments separated by a potential energy barrier. Different types of active particles are considered: run-and-tumble…
We study relaxation properties of two-body collisions in infinite spatial dimension. We show that this process exhibits multiscaling asymptotic behavior as the underlying distribution is characterized by an infinite set of nontrivial…
We consider an SDE system for signed Coulomb particles moving in $\mathbb R^2$. Due to the singular Coulomb interaction force, collisions between particles of opposite sign will happen in finite time. Upon collision, the colliding particles…
Particle number fluctuations $N(t)$, measured in virtual observation boxes of an image or a simulation, offer a way to quantify particle dynamics when particle tracking is impractical, such as in high-density systems. While traditionally…
This paper presents our study of the asymptotic behavior of a two-component system of Brownian motions undergoing certain singular interactions. In particular, the system is a combination of two different types of particles and the…
The aim of this work is to provide the strong convergence results of numerical approximations of a general second order non-autonomous semilinear stochastic partial differential equation (SPDE) driven simultaneously by an additive…
The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the…
The stacking problem is approached by computational mechanics, using an Ising next nearest neighbor model. Computational mechanics allows to treat the stacking arrangement as an information processing system in the light of a symbol…
We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit…