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We consider Mckean-Vlasov type stochastic differential equations with multiplicative noise arising from the random vortex method. Such an equation can be viewed as the mean-field limit of interacting particle systems with singular…

Probability · Mathematics 2024-04-09 Jiawei Li , Zhongmin Qian

We propose a theoretical framework for the study of epidemics in structured metapopulations, with heterogeneous agents, subjected to recurrent mobility patterns. We propose to represent the heterogeneity in the composition of the…

Physics and Society · Physics 2018-08-15 David Soriano-Paños , Laura Lotero , Jesús Gómez-Gardeñes , Alex Arenas

The complexity of large-scale distributed systems, particularly when deployed in physical space, calls for new mechanisms to address composability and reusability of collective adaptive behaviour. Computational fields have been proposed as…

Logic in Computer Science · Computer Science 2019-01-15 Mirko Viroli , Giorgio Audrito , Ferruccio Damiani , Danilo Pianini , Jacob Beal

We propose a way to break symmetry in stochastic dynamics by introducing a dissipation term. We show in a specific mean-field model, that if the reversible model undergoes a phase transition of ferromagnetic type, then its dissipative…

Probability · Mathematics 2015-02-09 Francesca Collet , Paolo Dai Pra , Marco Formentin

The purpose of this paper is to give an overview in the realm of numerical computations of polydispersed turbulent two-phase flows, using a mean-field/PDF approach. In this approach, the numerical solution is obtained by resorting to a…

Fluid Dynamics · Physics 2010-09-21 Eric Peirano , Sergio Chibbaro , Jacek Pozorski , Jean-Pierre Minier

The statement of the mean field approximation theorem in the mean field theory of Markov processes particularly targets the behaviour of population processes with an unbounded number of agents. However, in most real-world engineering…

Probability · Mathematics 2017-05-11 Mahmoud Talebi , Jan Friso Groote , Jean-Paul Linnartz

In this paper we propose a simple mean-field "toy" model for the liquid-glass phase transition. This is the system of $N$ point-like particles confined in a finite volume of a $D$-dimensional space interacting via infinite-range oscillating…

Disordered Systems and Neural Networks · Physics 2007-05-23 Victor Dotsenko

Rich out of equilibrium collective dynamics of strongly interacting large assemblies emerge in many areas of science. Some intriguing and not fully understood examples are the glassy arrest in atomic, molecular or colloidal systems,…

Statistical Mechanics · Physics 2023-05-03 Leticia F. Cugliandolo

This paper presents a Gaussian Process (GP) framework, a non-parametric technique widely acknowledged for regression and classification tasks, to address inverse problems in mean field games (MFGs). By leveraging GPs, we aim to recover…

Computer Science and Game Theory · Computer Science 2023-12-27 Jinyan Guo , Chenchen Mou , Xianjin Yang , Chao Zhou

Disordered systems are characterized by the existence of many sample- dependent local energy minima, that cause a stepwise response when the system is perturbed. In this article we use an approach based on elementary probabilistic methods…

Disordered Systems and Neural Networks · Physics 2017-03-08 Silvio Franz , Stefano Spigler

This article reformulates a common illness-death model in terms of a new system of stochastical differential equations (SDEs). The SDEs are used to estimate epidemiological characteristics and burden of systemic lupus erythematosus in…

Populations and Evolution · Quantitative Biology 2012-01-31 Ralph Brinks

We develop a unified theory that encompasses the macroscopic dynamics of recurrent interactions of binary units within arbitrary network architectures. Using the martingale theory, our mathematical analysis provides a complete description…

Biological Physics · Physics 2017-11-22 Farzad Farkhooi , Wilhelm Stannat

Complex biological processes are usually experimented along time among a collection of individuals. Longitudinal data are then available and the statistical challenge is to better understand the underlying biological mechanisms. The…

Statistics Theory · Mathematics 2015-06-11 Pierre Barbillon , Célia Barthélémy , Adeline Samson

In this article we focus on dynamic network data which describe interactions among a fixed population through time. We model this data using the latent space framework, in which the probability of a connection forming is expressed as a…

Methodology · Statistics 2021-12-21 Kathryn Turnbull , Christopher Nemeth , Matthew Nunes , Tyler McCormick

Mathematical mean-field approaches have been used in many fields, not only in Physics and Chemistry, but also recently in Finance, Economics, and Game Theory. In this paper we will study a new special mean-field problem in a purely…

Probability · Mathematics 2012-10-03 Juan Li

This paper considers a wide family of semiparametric repeated measures regression models, in which the main interest is on estimating population-level quantities such as mean, variance, probabilities etc. Examples of our framework include…

Statistics Theory · Mathematics 2008-12-18 Arnab Maity , Tatiyana V. Apanasovich , Raymond J. Carroll

We introduce a massively parallel replica-exchange grand-canonical sampling algorithm to simulate materials at realistic conditions, in particular surfaces and clusters in reactive atmospheres. Its purpose is to determine in an automated…

Materials Science · Physics 2019-11-20 Yuanyuan Zhou , Matthias Scheffler , Luca M. Ghiringhelli

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

Numerical Analysis · Mathematics 2022-03-03 Giacomo Albi , Roberto Chignola , Federica Ferrarese

We simulate the collective dynamics in spin lattices with long range interactions and collective decay in one, two and three dimensions. Starting from a dynamical mean-field approach derived by local factorization of the density operator we…

Quantum Physics · Physics 2016-01-20 S. Krämer , H. Ritsch

Various formal languages have been proposed in the literature for the individual-based modelling of ecological systems. These languages differ in their treatment of time and space. Each modelling language offers a distinct view and…

Logic in Computer Science · Computer Science 2019-01-31 Mauricio Toro
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