Related papers: Non-autonomous interacting particle systems in con…
We study equilibrium selection for invariant measures of stochastic dynamical systems with constant step size, under persistent noise and minimal moment assumptions, in a general quasi-Feller framework. Such dynamics arise in…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…
Results from the state-of-the-art molecular dynamics simulations are presented for both equilibrium and nonequilibrium dynamics following vapor-liquid transition in a single component Lennard-Jones system. We have fixed the overall density…
We use the Fokker-Planck equation and its moment equations to study the collective behavior of interacting particles in unsteady one-dimensional flows. Particles interact according to a long-range attractive and a short-range repulsive…
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…
We consider the dynamics of systems of self propelling particles with nonholonomic constraints. A continuum model for a discrete algorithm used in works by T. Vicsek et al. is proposed. For a case of planar geometry the finite flocking…
In this article we study the long time behaviour of measure-valued birth and death processes in continuous time, where the dynamics between jumps are one-dimensional Markov processes including diffusion and jumps. We consider the three…
We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…
We use analytical methods to construct the two-parameter Feller semigroup associated with a Markov process on a line with a moving membrane such that at the points on both sides of the membrane it coincides with the ordinary diffusion…
We analyse the stochastic comparison of interacting particle systems allowing for multiple arrivals, departures and non-conservative jumps of individuals between sites. That is, if $k$ individuals leave site $x$ for site $y$, a possibly…
We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and allows for multiple particles to change state…
The dynamics of a quantum particle bound by an accelerating delta-functional potential is investigated. Three cases are considered, using the reference frame moving along with the {\delta}-function, in which the acceleration is converted…
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…
With the aim of understanding the emergence of collective motion from local interactions of organisms in a "noisy" environment, we study biologically inspired, inherently non-equilibrium models consisting of self-propelled particles. In…
In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…
We study the problem of identification of a proper state-space for the stochastic dynamics of free particles in continuum, with their possible birth and death. In this dynamics, the motion of each separate particle is described by a fixed…
A function with finite asymptotic limits gives rise to a transition equation between a "past system" and a "future system". This question is analyzed in the case of nonautonomous coercive nonlinear scalar ordinary differential equations…
A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…
Charged (nano)particles confined in electrodynamic traps can evolve into strongly correlated Coulomb systems which are the subject of current investigation. Exciting physical phenomena associated to Coulomb systems are reported such as…