Related papers: Interacting particle systems and Yaglom limit appr…
We consider heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with weights characterized by an underlying graphon. A law of large numbers result is established as…
We introduce a new method for online parameter estimation in stochastic interacting particle systems, based on continuous observation of a small number of particles from the system. Our method recursively updates the model parameters using…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total…
We use a deterministic particle method to produce numerical approximations to the solutions of an evolution cross-diffusion problem for two populations. According to the values of the diffusion parameters related to the intra and…
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…
Most of the published articles on random motions have been devoted to the study of the telegraph process or its generalizations that describe the random motion in $R^n$ of a single particle in a Markov or semi-Markov medium. However, up to…
We solve a non-equilibrium statistical mechanics problem exactly, namely, the single-file dynamics of N hard-core interacting particles (the particles cannot pass each other) of size \Delta diffusing in a one dimensional system of finite…
We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward'' at some time points, with the instantaneous rate…
We consider the behaviour of branching-selection particle systems in the large population limit. The dynamics of these systems is the combination of the following three components: (a) Motion: particles move on the real line according to a…
In this paper, we study a system of $M$ particles interacting with a reservoir of $N$ particles, where $N >> M$, and compare this setup to one where the $M$-particle system interacts with a thermostat of infinite particles. Our goal is to…
We construct a simple example, surely known to Harry Kesten, of an R-transient Markov chain on a countable state space S with cemetery state delta. The transition matrix K on S is irreducible and strictly substochastic. We determine the…
In this paper, we study the long-time behavior of a fluid particle immersed in a turbulent fluid driven by a diffusion with jumps, that is, a Feller process associated with a non-local operator. We derive the law of large numbers and…
In this paper we provide an extension of the model discussed in [arXiv:1504.08283] describing two singularly interacting particles on the half-line. In this model, the particles are interacting only whenever at least one particle is…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…
We address the issue of the proximity of interacting diffusion models on large graphs with a uniform degree property and a corresponding mean field model, i.e. a model on the complete graph with a suitably renormalized interaction…
Consider the overdamped limit for a system of interacting particles in the presence of hydrodynamic interactions. For two-body hydrodynamic interactions and one- and two-body potentials, a Smoluchowski-type evolution equation is rigorously…
The Random Batch Method proposed in our previous work [Jin et al., J. Comput. Phys., 400(1), 2020] is not only a numerical method for interacting particle systems and its mean-field limit, but also can be viewed as a model of particle…
We consider infinite particle system on the positive half-line moving independently of each other. When a particle hits the boundary it immediately disappears, and the boundary moves to the right on some fixed quantity (particle size). We…
We propose a collision-oriented particle system to approximate a class of Landau-type equations. This particle system is formally derived from a particle system with random collisions in the grazing regime, and happens to be a special…
We study the limiting behaviour of the empirical measure of a system of diffusions interacting through their ranks when the number of diffusions tends to infinity. We prove that the limiting dynamics is given by a McKean-Vlasov evolution…