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We study Markovian symmetry and non-symmetry random evolutions in $\mathbf{R}^n$. Weak convergence of Markovian symmetry random evolution to Wiener process and of Markovian non-symmetry random evolution to a diffusion process with drift is…

Probability · Mathematics 2011-12-30 Igor V. Samoilenko

We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…

Probability · Mathematics 2025-02-18 Shivam Singh Dhama , Konstantinos Spiliopoulos

In the paper, we study a new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains based on the Markov-Dobrushin condition. This result generalizes the convergence estimates for any positive number of transition…

Probability · Mathematics 2021-10-22 Aleksandr A. Shchegolev

This paper is devoted to the study of the dynamics of charged particles in a weakly inhomogeneous dilute gas. More precisely, we consider the existence of unique global in time classical solutions for the Vlasov-MaxwellBoltzmann system and…

Analysis of PDEs · Mathematics 2012-05-08 Seok-Bae Yun

This paper studies the large time behavior of aggregation-diffusion equations. For one spatial dimension with certain assumptions on the interaction potential, the diffusion index $m$, and the initial data, we prove the convergence to the…

Analysis of PDEs · Mathematics 2021-08-23 Ruiwen Shu

We study the pointwise stabilizability of a discrete-time, time-homogeneous, and stationary Markovian jump linear system. By using measure theory, ergodic theory and a splitting theorem of state space we show in a relatively simple way that…

Probability · Mathematics 2013-09-02 Xiongping Dai , Yu Huang , Mingqing Xiao

We construct birth-and-death Markov evolution of states(distributions) of point particle systems in $\mathbb{R}^d$. In this evolution, particles reproduce themselves at distant points (disperse) and die under the influence of each other…

Mathematical Physics · Physics 2012-04-09 Dmitri Finkelshtein , Yuri Kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

Information-theoretic quantities have received significant attention as system-independent measures of correlations in many-body quantum systems, e.g., as universal order parameters of synchronization. In this work, we present a method to…

Quantum Physics · Physics 2025-11-24 Krzysztof Ptaszynski , Maciej Chudak , Massimiliano Esposito

This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…

Performance · Computer Science 2022-11-18 Jie Ding , Ruiming Ma , Zhigui Lin , Zhi Ling

We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…

Condensed Matter · Physics 2007-05-23 Gunter Schuetz , Sven Sandow

This paper studies the long-term behaviour of a continuous time Markov chain formed by two non-negative integer valued components that evolve subject to a competitive interaction. In the absence of interaction the Markov chain is just a…

Probability · Mathematics 2019-10-02 Vadim Shcherbakov , Stanislav Volkov

We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward'' at some time points, with the instantaneous rate…

Probability · Mathematics 2023-03-03 Alexander Stolyar

We studied metastability and extinction time of a finite system with a large number of interacting components in discrete time by means of analytical and numerical investigation. The system is markovian with respect to the potential profile…

Adaptation and Self-Organizing Systems · Physics 2018-12-27 L. Brochini , M. Abadi

In this paper, we are interested in the long-time behaviour of stochastic systems of n interacting vortices: the position in R2 of each vortex evolves according to a Brownian motion and a drift summing the influences of the other vortices…

Probability · Mathematics 2015-01-27 Joaquin Fontbona , Benjamin Jourdain

The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…

Probability · Mathematics 2016-08-16 Hélène Guérin , Sylvie Méléard , Eulalia Nualart

In this paper we consider the field of local times of a discrete-time Markov chain on a general state space, and obtain uniform (in time) upper bounds on the total variation distance between this field and the one of a sequence of $n$…

Probability · Mathematics 2019-03-25 Diego F. de Bernardini , Christophe Gallesco , Serguei Popov

We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…

Probability · Mathematics 2025-12-02 Lucio Galeati , Khoa Lê , Avi Mayorcas

We analyse and interpret the effects of breaking detailed balance on the convergence to equilibrium of conservative interacting particle systems and their hydrodynamic scaling limits. For finite systems of interacting particles, we review…

Statistical Mechanics · Physics 2017-08-21 Marcus Kaiser , Robert L. Jack , Johannes Zimmer

In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…

Dynamical Systems · Mathematics 2020-08-07 Mondher Benjemaa , Wided Gouadri , Mohamed Ali Hammami
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