Related papers: Non-autonomous interacting particle systems in con…
The time-dependence of correlation functions under the influence of classical equations of motion is described by an exact evolution equation. For conservative systems thermodynamic equilibrium is a fixed point of these equations. We show…
A large class of evolutionary processes can be modeled by a rule which involves self-replication of some physical quantity with a non local rescaling. I show that a class of such models are exactly solvable -- in the discrete as well as…
The dynamics of a quantum system coupled to a classical environment and subject to constraints that drive it out of equilibrium is described. The evolution of the system is governed by the quantum-classical Liouville equation. Rather than…
Analogues of stepping--stone models are considered where the site--space is continuous, the migration process is a general Markov process, and the type--space is infinite. Such processes were defined in previous work of the second author by…
We study a class of interacting particle systems on $\mathbb{R}$ with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump rates $v_+$, $v_-$ and stochastic type switching driven by…
In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…
A stable-like process is a Feller process $(X_t)_{t\geq 0}$ taking values in $\mathbb{R}^d$ and whose generator behaves, locally, like an $\alpha$-stable L\'evy process, but the index $\alpha$ and all other characteristics may depend on the…
This thesis investigates critical phenomena and equilibrium states in various stochastic models through three interconnected studies. In the first chapter, we analyze the Activated Random Walk model on a one-dimensional ring in the…
One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…
This note is a companion article to the recent paper L\"ocherbach, Loukianova, Marini (2024). We consider mean field systems of interacting particles. Each particle jumps with a jump rate depending on its position. When jumping, a…
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…
Gravitational and electrostatic interactions are fundamental examples of systems with long-range interactions. Equilibrium properties of simple models with long-range interactions are well understood and exhibit exotic behaviors : negative…
We give an explicit stochastic Hamiltonian model of discontinuous unitary evolution for quantum spontaneous jumps like in a system of atoms in quantum optics, or in a system of quantum particles that interacts singularly with "bubbles"…
The dynamics is studied of an infinite continuum system of jumping and coalescing point particles. In the course of jumps, the particles repel each other whereas their coalescence is free. As the equation of motion we take a kinetic…
We introduce a semi-implicit Euler-Maruyama approximation which preservers the non-colliding property for some class of non-colliding particle systems such as Dyson Brownian motions, Dyson-Ornstein-Uhlenbeck processes and Brownian particles…
Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a…
Particles moving inside a fluid near, and interacting with, invariant manifolds is a common phenomenon in a wide variety of applications. One elementary question is whether we can determine once a particle has entered a neighbourhood of an…
Interacting quantum systems evolving from an uncorrelated composite initial state generically develop quantum correlations -- entanglement. As a consequence, a local description of interacting quantum system is impossible as a rule. A…
In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…
A continuum individual-based model of hopping and coalescing particles is introduced and studied. Its microscopic dynamics are described by a hierarchy of evolution equations obtained in the paper. Then the passage from the micro- to…