Related papers: On Synchronized Fleming-Viot Particle Systems
In this work we study a kinetic model of active particles with delayed dynamics, and its limit when the number of particles goes to infinity. This limit turns out to be related to delayed differential equations with random initial…
We analyze and simulate a two dimensional Brownian multi-type particle system with death and branching (birth) depending on the position of particles of different types. The system is confined in the two dimensional box, whose boundaries…
We present a simulation scheme for discrete-velocity gases based on {\em local thermodynamic equilibrium}. Exploiting the kinetic nature of discrete-velocity gases, in that context, results in a natural splitting of fluxes, and the…
Beginning with the Everett-DeWitt many-worlds interpretation of quantum mechanics, there have been a series of proposals for how the state vector of a quantum system might be split at any instant into orthogonal branches, each of which…
For a continuous-time Bienaym\'e-Galton-Watson process, $X$, with immigration and culling, $0$ as an absorbing state, call $X^q$ the process that results from killing $X$ at rate $q\in (0,\infty)$, followed by stopping it on extinction or…
The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…
On the basis of multivariate Langevin processes we present a realization of Levy flights as a continuous process. For the simple case of a particle moving under the influence of friction and a velocity dependent stochastic force we…
In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…
This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. A corresponding random dynamical system is formulated in a two-step procedure, at…
We consider diffusion processes x_{t} on the unit interval. Doob-transformation techniques consist of a selection of x_{t}-paths procedure. The law of the transformed process is the one of a branching diffusion system of particles, each…
We consider a stochastic $N$-particle system on a torus in which each particle moving freely can instantaneously thermalize according to the particle configuration at that instant. Following [2], we show that the propagation of chaos does…
The spatial Lambda-Fleming-Viot (SLFV) process (Barton, Etheridge and V\'eber, 2010) can be seen as a generalised Voter Model with configuration space $M^{R^d}$, where M is the set of probability measures on some space K. Such processes are…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
We consider an interacting particle system where equal-sized populations of two types of particles move by random walk steps on a graph, the two types may have different speeds, and meetings of opposite-type particles result in…
Birth and death Markov processes can model stochastic physical systems from percolation to disease spread and, in particular, wildfires. We introduce and analyze a birth-death-suppression Markov process as a model of controlled culling of…
This paper discusses algorithms for solving Markov decision processes (MDPs) that have monotone optimal policies. We propose a two-stage alternating convex optimization scheme that can accelerate the search for an optimal policy by…
We study coming down from infinity for coordinated particle systems. In a coordinated particle system, particles live on a set of sites $V$ and are able to coalesce, migrate, reproduce, and die. The dynamics of these events are coordinated…
Vlasov equations model the dynamics of plasma in the collisionless regime. A standard approach for numerically solving the Vlasov equation is to operator split the spatial and velocity derivative terms, allowing simpler time-stepping…
We consider the evolution of an initially cold, spherically symmetric system of self-gravitating particles. At early times the system undergoes self-similar collapse of the type described by Fillmore & Goldreich and Bertschinger. This stage…
We consider continuous time Markovian processes where populations of individual agents interact stochastically according to kinetic rules. Despite the increasing prominence of such models in fields ranging from biology to smart cities,…