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Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…

Probability · Mathematics 2019-01-18 Son L. Nguyen , George Yin , Tuan A. Hoang

Mean-field stochastic differential equations, also called McKean--Vlasov equations, are the limiting equations of interacting particle systems with fully symmetric interaction potential. Such systems play an important role in a variety of…

Dynamical Systems · Mathematics 2025-09-15 Eirini Ioannou , Stefan Klus , Gonçalo dos Reis

Spontaneous synchronization is a remarkable collective effect observed in nature, whereby a population of oscillating units, which have diverse natural frequencies and are in weak interaction with one another, evolves to spontaneously…

Adaptation and Self-Organizing Systems · Physics 2018-08-23 Stefano Gherardini , Shamik Gupta , Stefano Ruffo

In this work we study the dynamics of Kuramoto oscillators on a stochastically evolving network whose evolution is governed by the phases of the individual oscillators and degree distribution. Synchronization is achieved after a threshold…

Physics and Society · Physics 2015-10-28 R. K. Singh , Trilochan Bagarti

We analyze how the transient dynamics of large dynamical systems in the vicinity of a stationary point, modeled by a set of randomly coupled linear differential equations, depends on the network topology. We characterize the transient…

Adaptation and Self-Organizing Systems · Physics 2024-01-17 Wojciech Tarnowski , Izaak Neri , Pierpaolo Vivo

In a series of two papers, we investigate the large deviations and asymptotic behavior of stochastic models of brain neural networks with random interaction coefficients. In this first paper, we take into account the spatial structure of…

Probability · Mathematics 2017-01-05 Tanguy Cabana , Jonathan Touboul

In his classical work on synchronization, Kuramoto derived the formula for the critical value of the coupling strength corresponding to the transition to synchrony in large ensembles of all-to-all coupled phase oscillators with randomly…

Dynamical Systems · Mathematics 2016-12-21 Hayato Chiba , Georgi S. Medvedev

We study Kuramoto phase oscillators with temporal fluctuations in the frequencies. The infinite-dimensional system can be reduced in a Gaussian approximation to two first-order differential equations. This yields a solution for the…

Statistical Mechanics · Physics 2013-11-12 Bernard Sonnenschein , Lutz Schimansky-Geier

Time-continuous dynamical systems defined on graphs are often used to model complex systems with many interacting components in a non-spatial context. In the reverse sense attaching meaningful dynamics to given 'interaction diagrams' is a…

Molecular Networks · Quantitative Biology 2010-07-02 Markus Kirkilionis , Luca Sbano

We consider the problem of modelling restricted interactions between continuously-observed time series as given by a known static graph (or network) structure. For this purpose, we define a parametric multivariate Graph Ornstein-Uhlenbeck…

Statistics Theory · Mathematics 2021-07-08 Valentin Courgeau , Almut E. D. Veraart

We provide an analysis of the classic Kuramoto model of coupled nonlinear oscillators that goes beyond the existing results for all-to-all networks of identical oscillators. Our work is applicable to oscillator networks of arbitrary…

Optimization and Control · Mathematics 2007-05-23 Ali Jadbabaie , Nader Motee , Mauricio Barahona

Large continuous-time Markov chains with exponentially small transition rates arise in modeling complex systems in physics, chemistry and biology. We propose a constructive graph-algorithmic approach to determine the sequence of critical…

Probability · Mathematics 2017-02-01 Tingyue Gan , Maria Cameron

Suppose we are given a system of coupled oscillators on an unknown graph along with the trajectory of the system during some period. Can we predict whether the system will eventually synchronize? Even with a known underlying graph…

Dynamical Systems · Mathematics 2022-08-25 Hardeep Bassi , Richard Yim , Rohith Kodukula , Joshua Vendrow , Cherlin Zhu , Hanbaek Lyu

We are concerned with a stochastic mean curvature flow of graphs over a periodic domain of any space dimension. We establish existence of martingale solutions which are strong in the PDE sense and study their large-time behavior. Our…

Probability · Mathematics 2019-03-13 Nils Dabrock , Martina Hofmanová , Matthias Röger

The Kuramoto model can be formulated as a gradient flow on a nonconvex energy landscape of the form $E(\boldsymbol{\theta}) := \frac{1}{2} \sum_{1\le i,j\le n} A_{ij}\bigl(1-\cos(\theta_i-\theta_j)\bigr).$ A fundamental question is to…

Dynamical Systems · Mathematics 2026-02-06 Hongjin Wu , Ulrik Brandes

Quasistationary states are long-lived nonequilibrium states, observed in some systems with long-range interactions under deterministic Hamiltonian evolution. These intriguing non-Boltzmann states relax to equilibrium over times which…

Statistical Mechanics · Physics 2015-03-17 Shamik Gupta , David Mukamel

We study the long time behavior of the solution to some McKean-Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the asymptotic dynamic of the membrane potential of a spiking neuron…

Probability · Mathematics 2020-08-17 Quentin Cormier , Etienne Tanré , Romain Veltz

The classical Kuramoto model is studied in the setting of an infinite horizon mean field game. The system is shown to exhibit both synchronization and phase transition. Incoherence below a critical value of the interaction parameter is…

Optimization and Control · Mathematics 2022-10-25 Rene Carmona , Quentin Cormier , H. Mete Soner

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…

Probability · Mathematics 2024-01-02 Kavita Ramanan

The Kuramoto model with higher-order interactions has recently been shown to exhibit bistability, explosive synchronization transitions, and rich collective dynamics. Existing analytical approaches, however, typically rely on all-to-all…

Adaptation and Self-Organizing Systems · Physics 2026-05-26 Chanin Kumpeerakij , Juan G. Restrepo