Related papers: Interacting particle systems and Yaglom limit appr…
Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a…
We consider systems of agents interacting through topological interactions. These have been shown to play an important part in animal andhuman behavior. Precisely, the system consists of a finite number of particles characterized by their…
We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as…
We study the geometric ergodicity and the long time behavior of the Random Batch Method for interacting particle systems, which exhibits superior numerical performance in recent large-scale scientific computing experiments. We show that for…
We consider a many particle quantum system, in which each particle interacts only with its nearest neighbours. Provided that the energy per particle has an upper bound, we show, that the energy distribution of almost every product state…
Propagation of chaos for interacting particle systems has been an active research topic over decades. We propose an alternative approach to study the mean-field limit of the stochastic interacting particle systems via tools from information…
We introduce an interacting particle system in which two families of reflected diffusions interact in a singular manner near a deterministic interface $I$. This system can be used to model the transport of positive and negative charges in a…
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…
We study a class of swarming problems wherein particles evolve dynamically via pairwise interaction potentials and a velocity selection mechanism. We find that the swarming system undergoes various changes of state as a function of the…
Internal Diffusion Limited Aggregation is an interacting particle system that describes the growth of a random cluster governed by the boundary harmonic measure seen from an internal point. Our paper studies IDLA in $\mathbb{Z}^d$ driven by…
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…
We study the asymptotics of the survival probability for the critical and decomposable branching processes in random environment and prove Yaglom type limit theorems for these processes. It is shown that such processes possess some…
The diffusion of finite-size hard-core interacting particles in two- or three-dimensional confined domains is considered in the limit that the confinement dimensions become comparable to the particle's dimensions. The result is a nonlinear…
We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…
We obtain the hydrodynamic limit of one-dimensional interacting particle systems describing the macroscopic evolution of the density of mass in infinite volume from the microscopic dynamics. The processes are weak pertubations of the…
In this paper we consider an interacting particle system in $\mathbb{R}^d$ modelled as a system of $N$ stochastic differential equations driven by L\'evy processes. The limiting behaviour as the size $N$ grows to infinity is achieved as a…
We consider a sequence of systems of Hawkes processes having mean field interactions in a diffusive regime. The stochastic intensity of each process is a solution of a stochastic differential equation driven by N independent Poisson random…
We study a class of interacting particle systems in which $n$ signed particles move on the real line. At close range particles with the same sign repel and particles with opposite sign attract each other. The repulsion and attraction are…
We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion process that is influenced by the neighboring nodes. The…
The thermodynamic limit of the internal energy and the entropy of the system of quantum interacting particles in random medium is shown to exist under the crucial requirements of stability and temperedness of interactions. The energy turns…