Related papers: Empirical Measure and Small Noise Asymptotics unde…
We numerically study the dynamics and the phases of self-propelled disk-shaped particles of different sizes with soft repulsive potential in two dimensions. Size diversity is introduced by the polydispersity index (PDI) $\epsilon$, which is…
We study the convergence of $N-$particle systems described by SDEs driven by Brownian motion and Poisson random measure, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending…
Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…
We have studied the entropy-driven mechanism leading to stationary patterns formation in stochastic systems with local dynamics and non-Fickian diffusion. We have shown that a multiplicative noise fulfilling a fluctuation-dissipation…
We study the asymptotic and pre-asymptotic diffusive properties of Brownian particles in channels whose section varies periodically in space. The effective diffusion coefficient $D_{\mathrm{eff}}$ is numerically determined by the asymptotic…
We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…
We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
We study the non-equilibrium dissipative dynamics of the center of mass of a particle coupled to a field via its internal degrees of freedom. We model the internal and external degrees of freedom of the particle as quantum harmonic…
We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…
Large ensembles of stochastically evolving interacting particles describe phenomena in diverse fields including statistical physics, neuroscience, biology, and engineering. In such systems, the infinitesimal evolution of each particle…
We elucidate how the presence of noise may significantly interact with the synchronization mechanism of systems exhibiting frequency-locking. The response of these systems exhibits a rich variety of behaviors, such as resonances and…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…
The transient behavior of an ecosystem with N random interacting species in the presence of a multiplicative noise is analyzed. The multiplicative noise mimics the interaction with the environment. We investigate different asymptotic…
We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…
Noise-induced transitions between multistable states happen in a multitude of systems, such as species extinction in biology, protein folding, or tipping points in climate science. Large deviation theory is the rigorous language to describe…
In this work we propose a measure for the quantum discord of indistinguishable particles, based on the definition of entanglement of particles given in [H. M. Wiseman et al., Phis. Rev. Lett 91, 097902 (2003)]. This discord of particles is…
A small quantum scattering system (the microsystem) is studied in interaction with a large system (the macrosystem) described by unknown stochastic variables. The interaction between the two systems is diagonal for the microsystem in a…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
We study Barkhausen noise in a diluted two-dimensional Ising model with the extended domain wall and weak random fields occurring due to coarse graining. We report two types of scaling behavior corresponding to (a) low disorder regime where…