Related papers: Stochastic Mean-Field Limit: Non-Lipschitz Forces …
In this paper, we study a stochastic parabolic problem involving a nonlocal diffusion operator associated with nonlocal Robin-type boundary conditions. The stochastic dynamics under consideration are driven by a mixture of a classical…
We study a stochastic lattice predator-prey system by means of Monte Carlo simulations that do not impose any restrictions on the number of particles per site, and discuss the similarities and differences of our results with those obtained…
An ensemble of classical subsystems interacting with surrounding particles has been considered. In general case, a phase volume of the subsystems ensemble was shown to be a function of time. The evolutional equations of the ensemble are…
Collective dynamics can be observed among many animal species, and have given rise in the last decades to an active and interdisciplinary field of study. Such behaviors are often modeled by active matter, in which each individual is…
We consider the behavior of a collective variable in a complex system formed by a finite number of interacting subunits. Each of them is characterized by a degree of freedom with an intrinsic nonlinear bistable stochastic dynamics. The lack…
We study the mean-field limit of the Atlas model and its connection to SDEs with dependence on the distribution of hitting and local times. The Atlas model describes a system of Brownian particles on the real line, where only the lowest…
We study an interacting particle system in $\mathbf{R}^d$ motivated by Stein variational gradient descent [Q. Liu and D. Wang, NIPS 2016], a deterministic algorithm for sampling from a given probability density with unknown normalization.…
We report relationships between the effects of noise and applied constant currents on the behavior of a system of excitable elements. The analytical approach based on the nonlinear Fokker-Planck equation of a mean-field model allows us to…
This paper is devoted to the problem of approximating non-linear Stochastic Partial Differential Equations (SPDEs) via interacting particle systems. In particular, we consider the Stochastic McKean-Vlasov equation, which is the…
We introduce the notion of stochastic logarithmic Lipschitz constants and use these constants to characterize stochastic contractivity of It\^o stochastic differential equations (SDEs) with multiplicative noise. We find an upper bound for…
Mean-field approaches where a complex fermionic many-body problem is replaced by an ensemble of independent particles in a self-consistent mean-field can describe many static and dynamical aspects. It generally provides a rather good…
Recent developments in automated tracking allow uninterrupted, high-resolution recording of animal trajectories, sometimes coupled with the identification of stereotyped changes of body pose or other behaviors of interest. Analysis and…
We establish a central limit theorem and large deviations principle that characterises small noise fluctuations of the generalised Dean--Kawasaki stochastic PDE. The fluctuations agree to first order with fluctuations of certain interacting…
We study the role of multiplicative colored noise for different values of the correlation time $\tau_c$ in the dynamics of two competing species, described by generalized Lotka-Volterra equations. The multiplicative colored noise models the…
At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…
In traditional work on numerical schemes for solving stochastic differential equations (SDEs), it is usually assumed that the coefficients are globally Lipschitz. This assumption has been used to establish a powerful analysis of the…
We study stochastic dynamics of an ensemble of N globally coupled excitable elements. Each element is modeled by a FitzHugh-Nagumo oscillator and is disturbed by independent Gaussian noise. In simulations of the Langevin dynamics we…
We study the {\it quasi-classical limit} of a quantum system composed of finitely many non-relativistic particles coupled to a quantized field in Nelson-type models. We prove that, as the field becomes classical and the corresponding…
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…
We develop a mean-field approach for multicomponent stochastic spatially extended systems and use it to obtain a multivariate nonlinear self-consistent Fokker-Planck equation defining the probability density of the state of the system,…