Related papers: Exact soliton-like probability measures for intera…
We study the integrable nonlocal nonlinear Schr\"odinger equation proposed by Ablowitz and Musslimani, that is considered as a particular example of equations with parity-time ($\mathcal{PT}$) symmetric self-induced potential. We consider…
We analyse qualitative properties of the solutions to a mean-field equation for particles interacting through a pairwise potential while diffusing by Brownian motion. Interaction and diffusion compete with each other depending on the…
We develop a model in which interactions between nodes of a dynamic network are counted by non homogeneous Poisson processes. In a block modelling perspective, nodes belong to hidden clusters (whose number is unknown) and the intensity…
We are concerned with the absolute continuity of stationary distributions corresponding to some piecewise deterministic Markov process, being typically encountered in biological models. The process under investigation involves a…
The use of stochastic models, in effect piecewise deterministic Markov processes (PDMP), has become increasingly popular especially for the modeling of chemical reactions and cell biophysics. Yet, exact simulation methods, for the…
In the last decade, stochastic models have shown to be very useful for quantitative modelling of social processes. Here, a configurational master equation for the description of behavioral changes by pair interactions of individuals is…
Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a…
We consider a stochastic process driven by a diffusion and jumps. We devise a technique, which is based on a discrete record of observations, for identifying the times when jumps larger than a suitably defined threshold occurred. The…
Soliton propagation dynamics under the presence of a complex potential are investigated. A large variety of qualitatively different potentials, including periodic, semi-infinite periodic and localized potentials, is considered. Cases of…
We propose and analyze a new candidate Lyapunov function for relaxation towards general nonequilibrium steady states. The proposed functional is obtained from the large time asymptotics of time-symmetric fluctuations. For driven Markov jump…
We study approximations of evolving probability measures by an interacting particle system. The particle system dynamics is a combination of independent Markov chain moves and importance sampling/resampling steps. Under global regularity…
In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…
We address the interactions between optical solitons in the system with longitudinally varying nonlocality degree and nonlinearity strength. We consider a physical model describing light propagation in nematic liquid crystals featuring a…
In the series of models with interacting particles in stochastic geometry, a new contribution presents the facet process which is defined in arbitrary Euclidean dimension. In 2D, 3D specially it is a process of interacting segments, flat…
We introduce and analyze a class of interacting particle systems on the real line that combine features of the stochastic rat race and (deterministic) follow-the-leader models. The particle system evolves as a continuous-time pure jump…
We propose a piecewise deterministic Markovian jump process in Hilbert space such that the covariance matrix of this stochastic process solves the thermodynamic quantum master equation. The proposed stochastic process is particularly simple…
The paper deals with the asymptotic properties of a random jump process in a high contrast periodic medium in $\mathbb R^d$, $d\geq 1$. We show that if the coordinates of the random jump process in $\mathbb R^d$ are equipped with an extra…
The exploration of far-from-equilibrium systems has been at the forefront of nonequilibrium thermodynamics, with a particular focus on understanding the fluctuations and response of thermodynamic systems to external perturbations. In this…
Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate…
The mean-field analysis of a multi-population agent-based model is performed. The model couples a particle dynamics driven by a nonlocal velocity with a Markow-type jump process on the probability that each agent has of belonging to a given…