Related papers: Stochastic Fusion of Interacting Particle Systems …
We study the symmetric Dyson exclusion process (SDEP) - a lattice gas with exclusion and long-range, Coulomb-type interactions that emerge both as the maximal-activity limit of the symmetric exclusion process and as a discrete version of…
To mimic the complex transport-like collective phenomena in a man-made or natural system, we study an open network junction model of totally asymmetric simple exclusion process with bulk particle attachment and detachment. The stationary…
In this paper, we construct under general assumptions the stochastic dynamics of an interacting particle system in a bounded domain $\Omega$ with sticky boundary. Under appropriate conditions on the interaction the constructed process…
In the past few decades, the development of fluorescent technologies and microscopic techniques has greatly improved scientists' ability to observe real-time single-cell activities. In this paper, we consider the filtering problem associate…
Quantum stochastic differential equations have been used to describe the dynamics of an atom interacting with the electromagnetic field via absorption/emission processes. Here, by using the full quantum stochastic Schroedinger equation…
A recently introduced particle-based model for fluid dynamics with effective excluded volume interactions is analyzed in detail. The interactions are modeled by means of stochastic multiparticle collisions which are biased and depend on…
We study a one-parameter generalization of the symmetric simple exclusion process on a one dimensional lattice. In addition to the usual dynamics (where particles can hop with equal rates to the left or to the right with an exclusion…
We consider a system of stochastic interacting particles with general diffusion coefficient and drift functions and we study the types of collisions that arise in them. In particular, interactions between particles are inversely…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…
The totally asymmetric simple exclusion process (TASEP) is a stochastic model for the unidirectional dynamics of interacting particles on a $1$D-lattice that is much used in systems biology and statistical physics. Its master equation…
Many biological processes are supported by special molecules, called motor proteins or molecular motors, that transport cellular cargoes along linear protein filaments and can reversibly associate to their tracks. Stimulated by these…
In the context of Markov processes, we show a new scheme to derive dual processes and a duality function based on a boson representation. This scheme is applicable to a case in which a generator is expressed by boson creation and…
We first survey some open questions concerning stochastic interacting particle systems with open boundaries. Then an asymmetric exclusion process with open boundaries that generalizes the lattice gas model of Katz, Lebowitz, and Spohn (KLS)…
We consider the asymmetric simple exclusion process (ASEP) on a semi-infinite chain which is coupled at the end to a reservoir with a particle density that changes periodically in time. It is shown that the density profile assumes a…
We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…
By conditioning a stochastic process on the value of an observable, one obtains a new stochastic process with different properties. We apply this idea in the context of active matter, and condition interacting self-propelled particles on…
We use the stochastic limit method to study long time quantum dynamics of a test particle interacting with a dilute Bose gas. The case of arbitrary form-factors and an arbitrary, not necessarily equilibrium, quasifree low density state of…
In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…
In this paper the normal collision of spherical particles is investigated. The particle interaction is modelled in a macroscopic way using the Hertzian contact force with additional linear damping. The goal of the work is to develop an…
There is a whole range of emergent phenomena in non-equilibrium behaviors can be well described by a set of stochastic differential equations. Inspired by an insight gained during our study of robustness and stability in phage lambda…