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We investigate the behavior of systems of interacting diffusion processes, known as volatility-stabilized market models in the mathematical finance literature, when the number of diffusions tends to infinity. We show that, after an…
We demonstrate that in the space of distributions operated on by lattice Boltzmann methods that there exists a vicinity of the equilibrium where collisions with entropy balance are possible and, at the same time, there exist an area of…
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 prove the Large Deviation Principle for the empirical process in a system of locally interacting Brownian motions in the nonequilibrium dynamic. Such a phenomenon has been proven only for two lattice systems: the symmetric simple…
Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply…
Suppose that a point-like steady source at $x=0$ injects particles into a half-infinite line. The particles diffuse and die. At long times a non-equilibrium steady state sets in, and we assume that it involves many particles. If the…
For reaction-diffusion processes without exclusion, in which the particles can exist in the same site of a one-dimensional lattice, we study all the integrable models which can be obtained by imposing a boundary condition on the master…
We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…
Using an analytically tractable lattice model for reaction-diffusion processes of hard-core particles we demonstrate that under nonequilibrium conditions phase coexistence may arise even if the system is effectively one-dimensional as e.g.…
This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a…
We study the existence and the exponential ergodicity of a general interacting particle system, whose components are driven by independent diffusion processes with values in an open subset of $\mathds{R}^d$, $d\geq 1$. The interaction…
In this paper a general theorem of constructing infinite particle systems of jump types with long range interactions is presented. It can be applied to the system that each particle undergoes an $\alpha$-stable process and interaction…
We prove a scattering result near certain steady states for a Hartree equation for a random field. This equation describes the evolution of a system of infinitely many particles. It is an analogous formulation of the usual Hartree equation…
To investigate novel aspects of pattern formation in spin systems, we use a mapping between reactive concentrations in a reaction-diffusion system and spin orientations in a dynamic multiple-spin Ising model. While pattern formation in…
Irreversible random sequential deposition of interacting particles is widely used to model aggregation phenomena in physical, chemical, and biophysical systems. We show that in one dimension the exact time dependent solution of such…
In the present work we study self-interacting diffusions following an infinite dimensional approach. First we prove existence and uniqueness of a solution with Markov property. Then we study the corresponding transition semigroup and, more…
We use a deterministic particle method to produce numerical approximations to the solutions of an evolution cross-diffusion problem for two populations. According to the values of the diffusion parameters related to the intra and…
We consider the quasi-deterministic behavior of systems with a large number, $n$, of deterministically interacting constituents. This work extends the results of a previous paper [J. Stat. Phys. 99:1225-1249 (2000)] to include vector-valued…
We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…
We introduce and study a class of probabilistic generative models, where the latent object is a finite-dimensional diffusion process on a finite time interval and the observed variable is drawn conditionally on the terminal point of the…