Related papers: Propagation of chaos for interacting particles sub…
In this paper, quantitative propagation of chaos in $L^\eta$($\eta\in(0,1]$)-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the initial…
Non-deterministic chaos is a new dynamical paradigm where a non-deterministic system is influenced by random perturbations to produce the appearance of complexity. The non-determinism is envisioned to occur only at a single point in phase…
We consider systems of diffusion processes ("particles") interacting through their ranks (also referred to as "rank-based models" in the mathematical finance literature). We show that, as the number of particles becomes large, the process…
In this paper, a general result on the long time $\W_0$-$\widetilde{\W}_1$ type propagation of chaos, propagation of chaos with regularization effect, for mean field interacting particle system driven by L\'{e}vy noise is derived, where…
Stochasticity is a defining feature of the pairwise forces governing interactions in biological systems-from molecular motors to cell-cell adhesion-yet its consequences on large-scale dynamics remain poorly understood. Here, we show that…
We investigate the interplay between coherent effects characteristic of the propagation of linear waves, the non-linear effects due to interactions, and the quantum manifestations of classical chaos due to geometrical confinement, as they…
We analyze order-disorder phase transitions driven by noise that occur in two kinds of network models closely related to the self-propelled model proposed by Vicsek et. al. to describe the collective motion of groups of organisms…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…
We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…
The theory of diffusive acceleration of energetic particles at shock fronts assumes charged particles undergo spatial diffusion in a uniform magnetic field. If, however, the magnetic field is not uniform, but has a stochastic or braided…
The dichotomy between noise-stable and (completely) noise-sensitive stochastic models is of recent interest in probability theory. Of particular interest is the study of lattice models coming from statistical physics. The Fourier transform…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
We study the flocking and pattern formations of active particles with a Vicsek-like model that includes a configuration dependent noise term. In particular, we couple the strength of the noise with both the local density and orientation of…
The trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation in the presence of a convex external potential, without smallness restriction on the interaction. From this are…
Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…
In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…
We describe how noise propagates through a network by calculating the variance of the outputs. Using stochastic calculus and dynamical systems theory, we study the network topologies that accentuate or alleviate the effect of random…
In this paper we present a framework for investigating coloured noise in reaction-diffusion systems. We start by considering a deterministic reaction-diffusion equation and show how external forcing can cause temporally correlated or…
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…