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The discerning behavior of living systems relies on accurate interactions selected from the lot of molecular collisions occurring in the cell. To ensure the reliability of interactions, binding partners are classically envisioned as finely…

Molecular Networks · Quantitative Biology 2016-09-28 Denis Michel , Benjamin Boutin , Philippe Ruelle

We consider N run and tumble particles in one dimension interacting via a linear 1D Coulomb potential, an active version of the rank diffusion problem. It was solved previously for N = 2 leading to a stationary bound state in the attractive…

Statistical Mechanics · Physics 2024-11-08 Léo Touzo , Pierre Le Doussal

We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…

Probability · Mathematics 2014-01-16 Amarjit Budhiraja , Abhishek Pal Majumder

We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…

Systems and Control · Computer Science 2014-11-24 Collin C. Lutz , Daniel J. Stilwell

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

A jumping process, defined in terms of jump size distribution and waiting time distribution, is presented. The jumping rate depends on the process value. The process, which is Markovian and stationary, relaxes to an equilibrium and is…

Statistical Mechanics · Physics 2015-07-20 T. Srokowski , A. Kaminska

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Thierry Dauxois , Stefano Ruffo

We investigate the interaction of solitons with an external periodic field within the framework of the modified Korteweg-de Vries (mKdV) equation. In the case of small perturbation a simple dynamical system is used to describe the soliton…

Pattern Formation and Solitons · Physics 2025-03-11 Marcelo V. Flamarion , Efim Pelinovsky , Ioann Melnikov

We investigate the two-points correlation function for several boundary-driven interacting particle systems. Our goal is to show that the time evolution of that correlation function is solution to a partial differential equation that can be…

Probability · Mathematics 2024-10-24 P. Gonçalves , B. Salvador

A new method is introduced allowing to solve exactly the reactions A+A->inert and A+A->A on the 1D lattice with synchronous diffusional dynamics (simultaneous hopping of all particles). Exact connections are found relating densities and…

Condensed Matter · Physics 2010-10-12 Vladimir Privman

We describe stochastic calculus in the context of processes that are driven by an adapted point process of locally finite intensity and are differentiable between jumps. This includes Markov chains as well as non-Markov processes. By…

Probability · Mathematics 2016-07-26 Eric Foxall

We study the spatially homogeneous phases of polar active particles in the low density limit, and specifically the transition from the isotropic phase to collective polar motion. We show that the fundamental quantity of interest for the…

Soft Condensed Matter · Physics 2015-11-04 Khanh-Dang Nguyen Thu Lam , Michael Schindler , Olivier Dauchot

We present a time dependent variational method to learn the mechanisms of equilibrium reactive processes and efficiently evaluate their rates within a transition path ensemble. This approach builds off variational path sampling methodology…

Chemical Physics · Physics 2023-07-10 Aditya N. Singh , David T. Limmer

The effect of interactions on dynamics of coupled motor proteins is investigated theoretically. A simple stochastic discrete model, that allows to calculate explicitly the dynamic properties of the system, is developed. It is shown that…

Soft Condensed Matter · Physics 2009-11-11 Evgeny B. Stukalin , Anatoly B. Kolomeisky

Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…

Probability · Mathematics 2007-05-23 Andreas Eberle , Carlo Marinelli

Complex networks, comprised of individual elements that interact with each other through reaction channels, are ubiquitous across many scientific and engineering disciplines. Examples include biochemical, pharmacokinetic, epidemiological,…

Mathematical Physics · Physics 2013-06-14 John Goutsias , Garrett Jenkinson

In this paper, we consider particle systems with interaction and Brownian motion. We prove that when the initial data is from the sampling of Chorin's method, i.e., the initial vertices are on lattice points $hi\in \mathbb{R}^d$ with mass…

Probability · Mathematics 2015-12-02 Jian-Guo Liu , Yuan Zhang

The interrelationships of the fundamental biological processes natural selection, mutation, and stochastic drift are quantified by the entropy rate of Moran processes with mutation, measuring the long-run variation of a Markov process. The…

Dynamical Systems · Mathematics 2014-01-14 Marc Harper

For some discretely observed path of oscillating Brownian motion with level of self-organized criticality $\rho_0$, we prove in the infill asymptotics that the MLE is $n$-consistent, where $n$ denotes the sample size, and derive its limit…

Statistics Theory · Mathematics 2026-03-12 Johannes Brutsche , Angelika Rohde

In this work, we present a general Milstein-type scheme for McKean-Vlasov stochastic differential equations (SDEs) driven by Brownian motion and Poisson random measure and the associated system of interacting particles where drift,…

Probability · Mathematics 2025-01-08 Sani Biswas , Chaman Kumar , Christoph Reisinger , Verena Schwarz