Related papers: Exponential ergodicity of infinite system of inter…
A reaction-diffusion problem with an obstacle potential is considered in a bounded domain of $\R^N$. Under the assumption that the obstacle $\K$ is a closed convex and bounded subset of $\mathbb{R}^n$ with smooth boundary or it is a closed…
In this paper we explain that the natural filtration of a continuous Hunt process is continuous, and show that martingales over such a filtration are continuous. We further establish a martingale representation theorem for a class of…
The goal of this paper is to develop a general method to establish conditional ergodicity of infinite-dimensional Markov chains. Given a Markov chain in a product space, we aim to understand the ergodic properties of its conditional…
Interacting systems are ubiquitous in nature and engineering, ranging from particle dynamics in physics to functionally connected brain regions. These interacting systems can be modeled by graphs where edges correspond to the interactions…
For a large class of inhomogeneous interacting particle systems (IPS) on a lattice we develop a rigorous method for mapping them onto homogeneous IPS. Our novel approach provides a direct way of obtaining the statistical properties of such…
The diffusion of finite-size hard-core interacting particles in two- or three-dimensional confined domains is considered in the limit that the confinement dimensions become comparable to the particle's dimensions. The result is a nonlinear…
For affine processes on finite-dimensional cones, we give criteria for geometric ergodicity - that is exponentially fast convergence to a unique stationary distribution. Ergodic results include both the existence of exponential moments of…
Dynamical systems of N particles in \R^{D} interacting by a singular pair potential of mean field type are considered. The systems are assumed to be of gradient type and the existence of a macroscopic limit in the many particle limit is…
Most statistical models for networks focus on pairwise interactions between nodes. However, many real-world networks involve higher-order interactions among multiple nodes, such as co-authors collaborating on a paper. Hypergraphs provide a…
We extend a previously studied lattice model of particles with infinite repulsions to the case of finite energy interactions. The phase diagram is studied using grand canonical Monte Carlo simulation. Simulations of dynamical phenomena are…
We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evolution, they appear as diffusion limits in the asymptotic…
The $hp$-version of the finite element method is applied to a singularly perturbed reaction-diffusion equation posed in one- and two-dimensional domains with analytic boundary. On suitably designed \emph{Spectral Boundary Layer meshes},…
We present general existence and uniqueness results for marked models with pair interactions, exemplified through Gibbs point processes on path space. More precisely, we study a class of infinite-dimensional diffusions under Gibbsian…
Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…
We expand on a previous study of fronts in finite particle number reaction-diffusion systems in the presence of a reaction rate gradient in the direction of the front motion. We study the system via reaction-diffusion equations, using the…
We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…
Optimal control problems are inherently hard to solve as the optimization must be performed simultaneously with updating the underlying system. Starting from an initial guess, Howard's policy improvement algorithm separates the step of…
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
We establish the boundedness of solutions of reaction-diffusion systems with quadratic (in fact slightly super-quadratic) reaction terms that satisfy a natural entropy dissipation property, in any space dimension N>2. This bound imply the…