Related papers: A stochastic model of long-range interacting parti…
We argue that the stochastic dynamics of interacting agents which replicate, mutate and die constitutes a non-equilibrium physical process akin to aging in complex materials. Specifically, our study uses extensive computer simulations of…
Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and…
Many biological processes are supported by special molecules, called motor proteins or molecular motors, that transport cellular cargoes along linear protein filaments and can reversibly associate to their tracks. Stimulated by these…
We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does…
We present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…
We propose a hierarchy of multi-level kinetic Monte Carlo methods for sampling high-dimensional, stochastic lattice particle dynamics with complex interactions. The method is based on the efficient coupling of different spatial resolution…
We perform dynamical analysis on a stochastic Rosenzweig-MacArthur model driven by {\alpha}-stable L\'evy motion. We analyze the existence of the equilibrium points, and provide a clear illustration of their stability. It is shown that the…
We analyse a one-dimensional model of hard particles, within ensembles of trajectories that are conditioned (or biased) to atypical values of the time-averaged dynamical activity. We analyse two phenomena that are associated with these…
Realistic models of biological processes typically involve interacting components on multiple scales, driven by changing environment and inherent stochasticity. Such models are often analytically and numerically intractable. We revisit a…
The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…
Several types of stochastic equations are important in thermodynamics, chemistry, evolutionary biology, population dynamics and quantitative social science. For systems with pair interactions four different types of equations are derived,…
We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…
The classical Coulomb gas model has served as one of the most versatile frameworks in statistical physics, connecting a vast range of phenomena across many different areas. Nonequilibrium generalisations of this model have so far been…
The non-equilibrium statistical mechanics and kinetic theory for a model of a confined quasi-two-dimensional gas of inelastic hard spheres is presented. The dynamics of the particles includes an effective mechanism to transfer the energy…
We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…
We review some properties of the stationary states of the Fokker - Planck equation for N interacting particles within a mean field approximation, which yields a non-linear integrodifferential equation for the particle density. Analytical…
We propose a method to analyze the dynamics of systems exhibiting slow relaxation which is based on mesoscopic non-equilibrium thermodynamics. The method allows us to obtain kinetic equations of the Fokker-Planck type for the probability…
The result of 2-dimensional Gaussian lattice fit to a speckle intensity pattern based on a linear model that includes nearest-neighbor interactions is presented. We also include a Monte Carlo simulation of the same spatial speckle pattern…