Related papers: Stochastic modelling of dynamical systems with sev…
We develop a stochastic approach to a non de Sitter Universe in a gauge-invariant way and obtain a system of Langevin-type equations which may be considered to be renormalization group equations for the long wave parts of the scalar fields…
We present an approach to the dynamics of interacting particle systems, which allows to derive path integral formulas from purely stochastic considerations. We show that the resulting field theory is a dual version of the standard theory of…
A detailed study of the mean-field solution of Langevin equations with multiplicative noise is presented. Three different regimes depending on noise-intensity (weak, intermediate, and strong-noise) are identified by performing a…
We consider a system of classical Brownian particles interacting via a smooth long-range potential in the mean-field regime, and we analyze the propagation of chaos in form of sharp, uniform-in-time estimates on many-particle correlation…
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…
We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter…
Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly…
Coevolving and competing species or game-theoretic strategies exhibit rich and complex dynamics for which a general theoretical framework based on finite populations is still lacking. Recently, an explicit mean-field description in the form…
Extending the stochastic mean-field model by including pairing, an approach is proposed for describing evolutions of complex many-body systems in terms of an ensemble of Time-Dependent Hartree-Fock Bogoliubov trajectories which is…
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,…
In this study we derive a single-particle equation of motion, from first-principles, starting out with a microscopic description of a tracer particle in a one-dimensional many-particle system with a general two-body interaction potential.…
The mean-field analysis of a multi-population agent-based model is performed. The model couples a particle dynamics driven by a nonlocal velocity with a Markow-type jump process on the probability that each agent has of belonging to a given…
Bridging the gap between individual agent behavior and macroscopic societal patterns is a central challenge in the social sciences. In this work, we propose a solution to this problem via a kinetic theory formulation. We demonstrate that…
Perceptrons are the building blocks of many theoretical approaches to a wide range of complex systems, ranging from neural networks and deep learning machines, to constraint satisfaction problems, glasses and ecosystems. Despite their…
We study the mean-field limit for a class of agent-based models describing flocking with nonlinear velocity alignment. Each agent interacts through a communication protocol $\phi$ and a non-linear coupling of velocities given by the power…
The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adaptive behavior in that its transmission rate along its route…
A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…
We develop a formalism to describe the discrete-time dynamics of systems containing an arbitrary number of interacting species. The individual-based model, which forms our starting point, is described by a Markov chain, which in the limit…
Networks of globally coupled, noise activated, bistable elements with connection time delays are considered. The dynamics of these systems is studied numerically using a Langevin description and analytically using (1) a Gaussian…
The dynamics of an ensemble of bistable elements under the influence of noise and with global time-delayed coupling is studied numerically by using a Langevin description and analytically by using 1) a Gaussian approximation and 2) a…