Related papers: Weakly self-interacting velocity jump processes fo…

This article is concerned with the design and analysis of discrete time Feynman-Kac particle integration models with geometric interacting jump processes. We analyze two general types of model, corresponding to whether the reference process…

We study reaction-diffusion systems where diffusion is by jumps whose sizes are distributed exponentially. We first study the Fisher-like problem of propagation of a front into an unstable state, as typified by the A+B $\to$ 2A reaction. We…

There are various cases of animal movement where behaviour broadly switches between two modes of operation, corresponding to a long distance movement state and a resting or local movement state. Here a mathematical description of this…

In this article, we consider a jump diffusion process (X_t)observed at discrete times t=0,Delta,...,nDelta. The sampling interval Delta tends to 0 and nDelta tends to infinity. We assume that (X_t) is ergodic, strictly stationary and…

The present paper is concerned with some self-interacting diffusions $(X_t,t\geq 0)$ living on $\mathbb{R}^d$. These diffusions are solutions to stochastic differential equations: $$\mathrm{d}X_t = \mathrm{d}B_t - g(t)\nabla V(X_t -…

In this article we study the long-time behavior of incompressible ideal flow in a half plane from the point of view of vortex scattering. Our main result is that certain asymptotic states for half-plane vortex dynamics decompose naturally…

Micro- and nano-scale systems driven by rapid changes in control parameters (control protocols) dissipate significant energy. In the fast-protocol limit, we find that protocols that minimize dissipation at fixed duration are universally…

In this paper we consider a biased velocity jump process with excluded-volume interactions for chemotaxis, where we account for the size of each particle. Starting with a system of N individual hard rod particles in one dimension, we derive…

Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…

We obtain a lower bound for the coarse Ricci curvature of continuous time pure jump Markov processes, with an emphasis on interacting particle systems. Applications to several models are provided, with a detailed study of the herd behavior…

We consider a slow-fast stochastic process where the slow component is a jump process on a measurable index set whose transition rates depend on the position of the fast component. Between the jumps, the fast component evolves according to…

We study a system of self-propelled disks that perform run-and-tumble motion, where particles can adopt more than one internal state. One of those internal states can be transmitted to another particle if the particle carrying this state…

In this paper we consider three classes of interacting particle systems on $\mathbb Z$: independent random walks, the exclusion process, and the inclusion process. We allow particles to switch their jump rate (the rate identifies the type…

We extend the principles of information thermodynamics to study energy and information exchanges between coupled systems composed of one part undergoing a Markov jump process and another underdamped diffusion. We derive integral fluctuation…

Biological and synthetic microswimmers display a wide range of swimming trajectories depending on driving forces and torques. In this paper we consider a simple overdamped model of self-propelled particles with a constant self-propulsion…

The jump processes W(t) on [0,\infty[ with transitions w -> alpha w at rate b*w^beta (0 =< alpha =< 1, b>0, beta>0) are considered. Their moments are shown to decay not faster than algebraically for t -> \infty, and an equilibrium…

Jump diffusion processes are widely used to model asset prices over time, mainly for their ability to capture complex discontinuous behavior, but inference on the model parameters remains a challenge. Here our goal is posterior inference on…

Negative differential mobility is the phenomenon in which the velocity of a particle decreases when the force driving it increases. We study this phenomenon in Markov jump models where a particle moves in the presence of walls that act as…

We analyse the hydrodynamical behavior of the long jumps symmetric exclusion process in the presence of a slow barrier. The jump rates are given by a symmetric transition probability $p(\cdot)$ with infinite variance. When jumps occur from…

We study active surface wetting using a minimal model of bacteria that takes into account the intrinsic motility diversity of living matter. A mixture of "fast" and "slow" self-propelled Brownian particles is considered in the presence of a…