Related papers: Non-local Conservation Law from Stochastic Particl…
In this paper, we analyse the rate of convergence of a system of $N$ interacting particles with mean-field rank based interaction in the drift coefficient and constant diffusion coefficient. We first adapt arguments by Kolli and Shkolnikhov…
In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
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 this article we study the fractal Navier-Stokes equations by using stochastic Lagrangian particle path approach in Constantin and Iyer \cite{Co-Iy}. More precisely, a stochastic representation for the fractal Navier-Stokes equations is…
We consider infinite particle system on the positive half-line moving independently of each other. When a particle hits the boundary it immediately disappears, and the boundary moves to the right on some fixed quantity (particle size). We…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in which each particle is driven by a vanishing independent…
Understanding how stochastic and non-linear deterministic processes interact is a major challenge in population dynamics theory. After a short review, we introduce a stochastic individual-centered particle model to describe the evolution in…
We study the stability of non-conservative deterministic cross diffusion models and prove that they are approximated by stochastic population models when the populations become locally large. In this model, the individuals of two species…
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…
We study in this paper the longtime behavior of some large but finite populations of interacting stochastic differential equations whose (infinite population) limit Fokker-Planck PDE admits a stable periodic solution. We show that the…
Motivated by a general principle governing regulation mechanisms in biological cells, we investigate a general interaction scheme between different populations of particles and specific particles, referred to as agents. Assuming that each…
We study a system of perfect integrate-and-fire inhibitory neurons. It is a system of stochastic processes which interact through receiving an instantaneous increase at the moments they reach certain thresholds. In the absence of…
In this paper, we study a system of $M$ particles interacting with a reservoir of $N$ particles, where $N >> M$, and compare this setup to one where the $M$-particle system interacts with a thermostat of infinite particles. Our goal is to…
We consider the Langevin dynamics of a many-body system of interacting particles in $d$ dimensions, in a very general setting suitable to model several out-of-equilibrium situations, such as liquid and glass rheology, active self-propelled…
Nonlocal conservation laws are used to describe various realistic instances of crowd behaviors. First, a basic analytic framework is established through an "ad hoc" well posedness theorem for systems of nonlocal conservation laws in several…
We consider multidimensional conservation laws perturbed by multiplicative L\'{e}vy noise. We establish existence and uniqueness results for entropy solutions. The entropy inequalities are formally obtained by the It\^{o}-L\'{e}vy chain…
We analyze certain conservative interacting particle system and establish ergodicity of the system for a family of invariant measures. Furthermore, we show that convergence rate to equilibrium is exponential. This result is of interest…
Two-dimensional random Lorentz gases with absorbing traps are considered in which a moving point particle undergoes elastic collisions on hard disks and annihilates when reaching a trap. In systems of finite spatial extension, the…