Related papers: From weakly interacting particles to a regularised…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
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…
Motivated by a phenomenon of phase transition in a model of alignment of self-propelled particles, we obtain a kinetic mean-field equation which is nothing else than the Doi equation (also called Smoluchowski equation) with dipolar…
We consider large systems of stochastic interacting particles through discontinuous kernels which has vision geometrical constrains. We rigorously derive a Vlasov-Fokker-Planck type of kinetic mean-field equation from the corresponding…
Proceeding from the method of stochastic perturbation of a Langevin system associated with the non-viscous Burgers equation we construct a solution to the Riemann problem for the non-interacting particles and sticky particles systems. We…
We propose an explicit drift-randomised Milstein scheme for both McKean--Vlasov stochastic differential equations and associated high-dimensional interacting particle systems with common noise. By using a drift-randomisation step in space…
For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
We study various temporal correlation functions of a tagged particle in one-dimensional systems of interacting point particles evolving with Hamiltonian dynamics. Initial conditions of the particles are chosen from the canonical thermal…
Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
We extend the Langevin approach to a class of driving noises whose generating processes have independent increments with super-heavy-tailed distributions. The time-dependent generalized Fokker-Planck equation that corresponds to the…
We establish a central limit theorem and large deviations principle that characterises small noise fluctuations of the generalised Dean--Kawasaki stochastic PDE. The fluctuations agree to first order with fluctuations of certain interacting…
We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which we observe multiple independent trajectories of the…
We study Langevin dynamics of $N$ Brownian particles on two-dimensional Riemannian manifolds, interacting through pairwise potentials linear in geodesic distance with quenched random couplings. These \emph{frustrated Brownian particles}…
The first goal of this note is to prove the strong well-posedness of McKean-Vlasov SDEs driven by L{\'e}vy processes on $\mathbb{R}^d$ having a finite moment of order $\beta \in [1,2]$ and under standard Lipschitz assumptions on the…
We study an additive-noise approximation to Keller-Segel-Dean-Kawasaki dynamics, which is proposed as an approximate model to the fluctuating hydrodynamics of chemotactically interacting particles around their mean-field limit. As such, the…
We propose a scheme for extending the model Hamiltonian method developed originally for studying the equilibrium properties of complex perovskite systems to include Langevin dynamics. The extension is based on Zwanzig's treatment of…
Stochastic Langevin dynamics has been traditionally used as a tool to describe non-equilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their…
In this paper, we are interested in a generalised Vlasov equation, which describes the evolution of the probability density of a particle evolving according to a generalised Vlasov dynamic. The achievement of the paper is twofold. Firstly,…