Related papers: Concentration inequalities for mean field particle…
Deterministic diffusive systems such as the periodic Lorentz gas, multi-baker map, as well as spatially periodic systems of interacting particles, have non-equilibrium stationary states with fractal properties when put in contact with…
We constrain the average density profile of the proton and the amount of event-by-event fluctuations by simultaneously calculating the coherent and incoherent exclusive diffractive vector meson production cross section in deep inelastic…
An interesting opportunity to determine thermodynamic and transport properties in more detail is to identify generic statistical properties of initial density perturbations. Here we study event-by-event fluctuations in terms of correlation…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
The random batch method provides an efficient algorithm for computing statistical properties of a canonical ensemble of interacting particles. In this work, we study the error estimates of the fully discrete random batch method, especially…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
The overdamped dynamics of a charged particle driven by an uniform electric field through a random sequence of scatterers in one dimension is investigated. Analytic expressions of the mean velocity and of the velocity power spectrum are…
We study stochastic particle systems made up of heterogeneous units. We introduce a general framework suitable to analytically study this kind of systems and apply it to two particular models of interest in economy and epidemiology. We show…
Dynamics of spontaneous symmetry breaking and fluctuations in the Lipkin-Meshkov-Glick model are investigated in a stochastic mean-field approach. Different from the standard mean-field, in the stochastic approach, initial state…
In a class of heterogeneous random networks, where each node dynamics is a random dynamical system, interacting with neighbor nodes via a random coupling function, we characterize the hub behavior as the mean-field, subject to statistically…
The convergence of stochastic interacting particle systems in the mean-field limit to solutions of conservative stochastic partial differential equations is established, with optimal rate of convergence. As a second main result, a…
We discuss various measures of net charge (conserved quantities) fluctuations proposed for the identification of critical phenomena in heavy ion collisions. We show the dynamical component of fluctuations of the net charge can be expressed…
A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model fluids with excluded volume effects. This is achieved through the use of biased stochastic multi-particle collisions which…
Many natural phenomena are effectively described by interacting particle systems, which can be modeled using either deterministic or stochastic differential equations (SDEs). In this study, we specifically investigate particle systems…
For continuous-time linear stochastic dynamical systems driven by Wiener processes, we consider the problem of designing ensemble filters when the observation process is randomly time-sampled. We propose a continuous-discrete McKean--Vlasov…
This short review covers a wide selection of topics from a multidisciplinary area of dynamics of nonequilibrium systems in physics, chemistry, biology. Theoretical models of colloid particle and protein deposition and adhesion at surfaces,…
A mean-field-type limit from stochastic moderately interacting many-particle systems with singular Riesz potential is performed, leading to nonlocal porous-medium equations in the whole space. The nonlocality is given by the inverse of a…
We propose a microscopic stochastic approach to improve description of nuclear dynamics beyond the mean-field approximation at low energies. It is shown that, for small amplitude fluctuations, the proposed model gives a result for the…
We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation…
Mean-field theories of the glass transition predict a phase transition to a dynamically arrested state, yet no such transition is observed in experiments or simulations of finite-dimensional systems. We resolve this long-standing…