Related papers: Large systems of diffusions interacting through th…
The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…
Constraints can affect dramatically the behavior of diffusion processes. Recently, we analyzed a natural and a technological system and reported that they perform diffusion-like discrete steps displaying a peculiar constraint, whereby the…
We consider a macroscopic model for the growth of living tissues incorporating pressure-driven dispersal and pressure-modulated proliferation. Assuming a power-law relation between the mechanical pressure and the cell density, the model can…
We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…
The dynamics of dispersal-structured populations, consisting of competing individuals that are characterized by different diffusion coefficients but are otherwise identical, is investigated. Competition is taken into account through…
We consider an Allen-Cahn equation with nonlinear diffusion, motivated by the study of the scaling limit of certain interacting particle systems. We investigate its singular limit and show the generation and propagation of an interface in…
We study a fractional cross-diffusion system that describes the evolution of multi-species populations in the regime of large-distance interactions in a bounded domain. We prove existence and weak-strong uniqueness results for the…
We consider a dynamic model of interconnected banks. New banks can emerge, and existing banks can default, creating a birth-and-death setup. Microscopically, banks evolve as independent geometric Brownian motions. Systemic effects are…
We consider infinite-dimensional diffusions where the interaction between the coordinates has a finite extent both in space and time. In particular, it is not supposed to be smooth or Markov. The initial state of the system is Gibbs, given…
We consider a family of McKean--Vlasov equations arising as the large particle limit of a system of interacting particles on the positive half-line with common noise and feedback. Such systems are motivated by structural models for systemic…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
New weak and strong existence and weak and strong uniqueness results for multi-dimensional stochastic McKean--Vlasov equations are established under relaxed regularity conditions. Weak existence is a variation of Krylov's weak existence for…
Making sense of complex inhomogeneous systems composed of many interacting species is a grand challenge that pervades basically all natural sciences. Phase separation and pattern formation in reaction-diffusion systems have been largely…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…
We consider singularly perturbed convection-diffusion equations on one-dimensional networks (metric graphs) as well as the transport problems arising in the vanishing diffusion limit. Suitable coupling condition at inner vertices are…
We study optimal control problems for interacting branching diffusion processes, a class of measure-valued dynamics capturing both spatial motion and branching mechanisms. From the perspective of the dynamic programming principle, we…
A novel probabilistic framework for modelling anomalous diffusion is presented. The resulting process is Markovian, non-homogeneous, non-stationary, non-ergodic, and state-dependent. The fundamental law governing this process is driven by…
In this paper, we study a two-species model in the form of a coupled system of nonlinear stochastic differential equations (SDEs) that arises from a variety of applications such as aggregation of biological cells and pedestrian movements.…
Dispersion curves to a oscillatory reaction-diffusion system with the self-consistent flow have obtained by means of numerical calculations. The flow modulates the shape of dispersion curves and characteristics of traveling waves. The point…