Related papers: The Brownian Mean Field model
Long-lived quasistationary states, associated with stationary stable solutions of the Vlasov equation, are found in systems with long-range interactions. Studies of the relaxation time in a model of $N$ globally coupled particles moving on…
Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…
A Hamiltonian dynamics is defined for the XY model by adding a kinetic energy term. Thermodynamical properties (total energy, magnetization, vorticity) derived from microcanonical simulations of this model are found to be in agreement with…
We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…
Numerical algorithms are proposed for simulating the Brownian dynamics of charged particles in an external magnetic field, taking into account the Brownian motion of charged particles, damping effect and the effect of magnetic field…
We study the dynamical and statistical behavior of the Hamiltonian Mean Field (HMF) model in order to investigate the relation between microscopic chaos and phase transitions. HMF is a simple toy model of $N$ fully-coupled rotators which…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
The framework of Mean-field Games (MFGs) is used for modelling the collective dynamics of large populations of non-cooperative decision-making agents. We formulate and analyze a kinetic MFG model for an interacting system of non-cooperative…
We study the Brownian force model (BFM), a solvable model of avalanche statistics for an interface, in a general discrete setting. The BFM describes the overdamped motion of elastically coupled particles driven by a parabolic well in…
Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance \[ R^{(H,K)}(s,t)= 2^{-K} \left( \left(|s|^{2H}+|t|^{2H} \right)^{K}-|t-s|^{2HK}\right), \qquad s,t\in R. \] We study the existence of bfBm for a given pair…
We study two interacting particle systems, both modeled as a system of $N$ stochastic differential equations driven by Brownian motions with singular kernels and moderate interaction. We show a quantitative result where the convergence rate…
The phase diagram of two-level boson Hamiltonians, including the Interacting Boson Model (IBM), is studied beyond the standard mean field approximation using the Holstein-Primakoff mapping. The limitations of the usual intrinsic state (mean…
The indefinite integral of the homogenized Ornstein-Uhlenbeck process is a well-known model for physical Brownian motion, modelling the behaviour of an object subject to random impulses [L. S. Ornstein, G. E. Uhlenbeck: On the theory of…
The study of the normalized sum of random variables and its asymptotic behaviour has been and continues to be a central chapter in probability and statistical mechanics. When those variables are independent the central limit theorem ensures…
The dynamical mean field theory (DMFT), which is successful in the study of strongly correlated fermions, was recently extended to boson systems [Phys. Rev. B {\textbf 77}, 235106 (2008)]. In this paper, we employ the bosonic DMFT to study…
Simple elastic models of spin-crossover compounds are known empirically to exhibit classical critical behavior. We demonstrate how the long-ranged interactions responsible for this behavior arise naturally upon integrating out mechanical…
We study the N-dependence of the thermodynamical variables and the dynamical behavior of the well-known Hamiltonian Mean Field model. Microcanonical analysis revealed a thermodynamic limit which defers from the a priory traditional…
We find that in generic field theories the combined effect of fluctuations and interactions leads to a probability distribution function which describes fractional Brownian Motion (fBM) and ``complex behavior''. To show this we use the…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…