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Statistical systems with time-periodic spatially non-uniform forces are of immense importance in several areas of physics. In this paper, we provide an analytical expression of the time-periodic probability distribution function of…

Plasma Physics · Physics 2015-10-15 Kushal Shah , Balaji Srinivasan

We study a family of interacting particle systems with annihilating and coalescing reactions. Two types of particles are interspersed throughout a transitive unimodular graph. Both types diffuse as simple random walks with possibly…

Probability · Mathematics 2025-11-04 Sungwon Ahn , Matthew Junge , Hanbaek Lyu , Lily Reeves , Jacob Richey , David Sivakoff

A Fokker-Planck type equation for interacting particles with exclusion principle is analysed. The nonlinear drift gives rise to mathematical difficulties in controlling moments of the distribution function. Assuming enough initial moments…

Analysis of PDEs · Mathematics 2008-01-21 José A. Carrillo , Philippe Laurençot , Jesús Rosado

We consider a synchronous process of particles moving on the vertices of a graph $G$, introduced by Cooper, McDowell, Radzik, Rivera and Shiraga (2018). Initially, $M$ particles are placed on a vertex of $G$. At the beginning of each time…

Probability · Mathematics 2024-12-03 Umberto De Ambroggio , Tamás Makai , Konstantinos Panagiotou

We discuss conditions for unique ergodicity of a collective random walk on a continuous circle. Individual particles in this collective motion perform independent (and different in general) random walks conditioned by the assumption that…

Dynamical Systems · Mathematics 2015-06-18 Michael Blank

We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…

We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non negative and form an increasing sequence, while variables…

Probability · Mathematics 2016-09-27 Youri Davydov , Valentin Konakov

We put forward a conjecture of recurrence for a gas of hard spheres that collide elastically in a finite volume. The dynamics consists of a sequence of instantaneous binary collisions. We study how the numbers of collisions of different…

Chaotic Dynamics · Physics 2015-05-27 Alexander Jonathan Vidgop , Itzhak Fouxon

We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…

Probability · Mathematics 2023-07-05 Theodoros Assiotis

Starting from the probability distribution of finite N-body systems, which maximises the Havrda--Charv\'at entropy, we build a Stein-type goodness-of-fit test. The Maxwell--Boltzmann distribution is exact only in the thermodynamic limit,…

Mathematical Physics · Physics 2026-02-16 Jae Wan Shim

We study the time-averaged flow in a model of particles that randomly hop on a finite directed graph. In the limit as the number of particles and the time window go to infinity but the graph remains finite, the large-deviation rate…

Statistical Mechanics · Physics 2020-12-02 Davide Gabrielli , D. R. Michiel Renger

We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the inter-event time of successive renewals. The state describes certain…

Statistical Mechanics · Physics 2020-07-14 Takuma Akimoto , Eli Barkai , Günter Radons

We study a model for flocking given by a $n$-particle system under which each particle jumps forward by a random amount, independently sampled from a given distribution $\theta$, with rate given by a non-increasing function $w$ of its…

Probability · Mathematics 2024-04-23 Sayan Banerjee , Amarjit Budhiraja , Dilshad Imon

A thermodynamically consistent particle-based model for fluid dynamics with continuous velocities and a non-ideal equation of state is presented. Excluded volume interactions are modeled by means of biased stochastic multiparticle…

Soft Condensed Matter · Physics 2009-11-11 Thomas Ihle , Erkan Tuzel , Daniel M. Kroll

Affinity has proven to be a useful tool for quantifying the non-equilibrium character of time continuous Markov processes since it serves as a measure for the breaking of time reversal symmetry. It has recently been conjectured that the…

Statistical Mechanics · Physics 2020-07-27 Matthias Uhl , Udo Seifert

Fleming-Viot diffusions are widely used stochastic models for population dynamics which extend the celebrated Wright-Fisher diffusions. They describe the temporal evolution of the relative frequencies of the allelic types in an ideally…

Computation · Statistics 2026-01-07 Filippo Ascolani , Stefano Damato , Matteo Ruggiero

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

We prove an upper bound for the $\varepsilon$-mixing time of the symmetric exclusion process on any graph G, with any feasible number of particles. Our estimate is proportional to $\mathsf{T}_{\mathsf{RW}(G)}\ln(|V|/\varepsilon)$, where |V|…

Probability · Mathematics 2013-03-18 Roberto Imbuzeiro Oliveira

We prove the optimal rate of quantitative propagation of chaos, uniformly in time, for interacting diffusions. Our main examples are interactions governed by convex potentials and models on the torus with small interactions. We show that…

Probability · Mathematics 2023-01-23 Daniel Lacker , Luc Le Flem

The transition law of every exchangeable Feller process on the space of countable graphs is determined by a $\sigma$-finite measure on the space of $\{0,1\}\times\{0,1\}$-valued arrays. In discrete-time, this characterization amounts to a…

Probability · Mathematics 2015-09-23 Harry Crane