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We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…

Probability · Mathematics 2023-08-16 Viktor Bezborodov , Luca Di Persio , Martin Friesen , Peter Kuchling

We prove that the solution of the Kac analogue of Boltzmann's equation can be viewed as a probability distribution of a sum of a random number of random variables. This fact allows us to study convergence to equilibrium by means of a few…

Probability · Mathematics 2009-01-19 Ester Gabetta , Eugenio Regazzini

An infinite system of point particles placed in $\mathds{R}^d$ is studied. The particles are of two types; they perform random walks in the course of which those of distinct types repel each other. The interaction of this kind induces an…

Probability · Mathematics 2022-07-18 Yuri Kozitsky , Michael Röckner

We study the long-time behaviour of both the classical second-order Langevin dynamics and the nonlinear second-order Langevin dynamics of McKean-Vlasov type. By a coupling approach, we establish global contraction in an $L^1$ Wasserstein…

Probability · Mathematics 2022-06-08 Katharina Schuh

In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…

Probability · Mathematics 2024-03-27 Kai Du , Yunzhang Li , Yuyang Ye

We introduce a stochastic $N$-particle system and show that, as $N\to \infty$, an effective description ruled by the homogeneous fermionic Uehling-Uhlenbeck equation is recovered. The particle model we consider is the same as the Kac model…

Mathematical Physics · Physics 2015-06-16 M. Colangeli , F. Pezzotti , M. Pulvirenti

We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…

Probability · Mathematics 2025-06-09 Pascal Bianchi , Walid Hachem , Victor Priser

The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…

Quantum Physics · Physics 2014-04-01 Maurice J. M. L. O. Godart

We study a McKean--Vlasov equation arising from a mean-field model of a particle system with positive feedback. As particles hit a barrier they cause the other particles to jump in the direction of the barrier and this feedback mechanism…

Probability · Mathematics 2024-03-27 Ben Hambly , Sean Ledger , Andreas Sojmark

We perform an analytic study on the stochastic thermodynamics of a small classical particle trapped in a time dependent single-well potential in the highly underdamped limit. It is shown that the nonequilibrium probability density function…

Statistical Mechanics · Physics 2019-06-26 Domingos S. P. Salazar , Sérgio A. Lira

We study the Kac particle model for the space-homogenous Landau equation with hard potentials. By showing a sharper Povzner-type inequality, we obtain the uniform-in-time and uniform-in-N propagation of exponential moment for the first…

Analysis of PDEs · Mathematics 2025-08-15 Shuchen Guo

We prove an inequality on the Wasserstein distance with quadratic cost between two solutions of the spatially homogeneous Boltzmann equation without angular cutoff, from which we deduce some uniqueness results. In particular, we obtain a…

Analysis of PDEs · Mathematics 2009-11-13 Nicolas Fournier , Hélène Guérin

The time evolution of the one-point probability vector of stochastic processes and quantum processes for $N$-level systems have been unified. Hence, quantum states and quantum operations can be regarded as generalizations of the one-point…

Quantum Physics · Physics 2026-02-03 Bilal Canturk

For general penalized Markov processes with soft killing, we propose a simple criterion ensuring uniform convergence of conditional distributions in Wasserstein distance to a unique quasi-stationary distribution. We give several examples of…

Probability · Mathematics 2025-11-13 Nicolas Champagnat , Edouard Strickler , Denis Villemonais

The relation between the separability of a system of charged particles in a uniform magnetic field and Galilean symmetry is revisited using Duval's "Bargmann framework". If the charge-to-mass ratios of the particles are identical,…

High Energy Physics - Theory · Physics 2015-05-28 P-M. Zhang , P. A. Horvathy

We use the Fourier based Gabetta-Toscani-Wennberg (GTW) metric $d_2$ to study the rate of convergence to equilibrium for the Kac model in $1$ dimension. We take the initial velocity distribution of the particles to be a Borel probability…

Mathematical Physics · Physics 2017-09-13 Hagop Tossounian

We introduce quantum versions of the Kac Master Equation and the Kac Boltzmann Equation. We study the steady states of each of these equations, and prove a propagation of chaos theorem that relates them. The Quantum Kac Master Equation…

Mathematical Physics · Physics 2018-06-12 Eric A. Carlen , Maria C. Carvalho , Michael P. Loss

We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…

Analysis of PDEs · Mathematics 2025-05-13 François Delarue , Alvin Tse

We consider Kac's 1D N-particle system coupled to an ideal thermostat at temperature T, introduced by Bonetto, Loss, and Vaidyanathan in 2014. We obtain a propagation of chaos result for this system, with explicit and uniform-in-time rates…

Probability · Mathematics 2021-05-19 Roberto Cortez , Hagop Tossounian

We consider the behaviour of branching-selection particle systems in the large population limit. The dynamics of these systems is the combination of the following three components: (a) Motion: particles move on the real line according to a…

Probability · Mathematics 2023-11-22 Jean Bérard , Brieuc Frénais