Related papers: Long Time Results for a Weakly Interacting Particl…
In this paper, we analyse the rate of convergence of a system of $N$ interacting particles with mean-field rank based interaction in the drift coefficient and constant diffusion coefficient. We first adapt arguments by Kolli and Shkolnikhov…
We prove a quantitative result of convergence of a conservative stochastic particle system to the solution of the homogeneous Landau equation for hard potentials. There are two main difficulties: (i) the known stability results for this…
Chemical and biochemical reactions can exhibit surprisingly different behaviours, ranging from multiple steady-state solutions to oscillatory solutions and chaotic behaviours. These types of systems are often modelled by a system of…
We prove the existence of weak solutions of a class of multi-species cross-diffusion systems as well as the propagation of chaos result by means of nonlocal approximation of the nonlinear diffusion terms, coupling methods and compactness…
We study a stochastic particle system which is motivated from grain boundary coarsening in two-dimensional networks. Each particles lives on the positive real line and is labeled as belonging to either Species 1 or Species 2. Species 1…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
We study long time behavior of some nonlinear discrete velocity kinetic equations in the one and three dimensions with periodic boundary conditions. We prove the exponential time decay of solutions towards the global equilibrium in the…
We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…
Experiments motivated by predictions of quantum mechanics indicate non-trivial correlations between spacelike-separated measurements. The phenomenon is referred to as a violation of strong-locality and, after Einstein, called ghostly action…
The influence of the finite number N of particles coupled to a monochromatic wave in a collisionless plasma is investigated. For growth as well as damping of the wave, discrete particle numerical simulations show an N-dependent long time…
Regime switching processes have proved to be indispensable in the modeling of various phenomena, allowing model parameters that traditionally were considered to be constant to fluctuate in a Markovian manner in line with empirical findings.…
In this paper we consider an interacting particle system in $\mathbb{R}^d$ modelled as a system of $N$ stochastic differential equations driven by L\'evy processes. The limiting behaviour as the size $N$ grows to infinity is achieved as a…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
We are interested in a kinetic equation intended to describe the interactions of particles with their environment. We focus on the long time behaviour. We prove that the time derivative of the spatial density goes to 0 and exhibit the omega…
Nonlinear Markov chains with finite state space have been introduced in Kolokoltsov (2010). The characteristic property of these processes is that the transition probabilities do not only depend on the state, but also on the distribution of…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…
We prove an invariance principle for non-stationary random processes and establish a rate of convergence under a new type of mixing condition. The dependence is exponentially decaying in the gap between the past and the future and is…
We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion process that is influenced by the neighboring nodes. The…