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A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…
During the last decades, quite a number of interacting particle systems have been introduced and studied in the border area of mathematics and statistical physics. Some of these can be seen as simplistic models for opinion formation…
We investigate a single particle on a 3-dimensional, cubic lattice with a random on-site potential (3D Anderson model). We concretely address the question whether or not the dynamics of the particle is in full accord with the diffusion…
We introduce a formalism modelling communication of distributed agents strictly in continuous-time. Within this framework, we study the problem of synthesising local strategies for individual agents such that a specified set of goal states…
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
This is a pedagogical account on reaction-diffusion systems and their relationship with integrable quantum spin chains. Reaction-diffusion systems are paradigmatic examples of non-equilibrium systems. Their long-time behaviour is strongly…
We obtain the hydrodynamic limit of one-dimensional interacting particle systems describing the macroscopic evolution of the density of mass in infinite volume from the microscopic dynamics. The processes are weak pertubations of the…
Exclusive diffusion on a one-dimensional lattice is studied. In the model particles hop stochastically into both directions with different rates. At the ends of the lattice particles are injected and removed. The exact stationary…
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 equilibrium statistical mechanics of one-dimensional lattice gases with interactions of arbitrary range and shape between first-neighbor atoms is solved exactly on the basis of statistically interacting vacancy particles. Two sets of…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
We consider oscillatory systems of interacting Hawkes processes introduced in Ditlevsen and Loecherbach (2017) to model multi-class systems of interacting neurons together with the diffusion approximations of their intensity processes. This…
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…
We consider a 1D lattice gas model in which the atoms interact via an infinite number of cluster interactions within contiguous atomic chains plus the next nearest neighbor pairwise interaction. All interactions are of arbitrary strength.…
Determinantal process is a dynamical extension of a determinantal point process such that any spatio-temporal correlation function is given by a determinant specified by a single continuous function called the correlation kernel.…
We derive a class of multi-species aggregation-diffusion systems from stochastic interacting particle systems via relative entropy method with quantitative bounds. We show an algebraic $L^1$-convergence result using moderately interacting…
We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation…
A $d$-dimensional branching diffusion, $Z$, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter $b$ (we take $b>0$ for inward O-U and $b<0$ for outward…
We consider systems of agents interacting through topological interactions. These have been shown to play an important part in animal andhuman behavior. Precisely, the system consists of a finite number of particles characterized by their…