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We prove the existence of solutions of a cross-diffusion parabolic population problem. The system of partial differential equations is deduced as the limit equations satisfied by the densities corresponding to an interacting particles…

Analysis of PDEs · Mathematics 2024-01-29 Gonzalo Galiano , Virginia Selgas

We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…

Probability · Mathematics 2014-09-09 Vadim Gorin , Mykhaylo Shkolnikov

In this work, we consider a multi-population system where the dynamics of each agent evolve according to a system of stochastic differential equations in a general functional setup, determined by the global state of the system. Each agent…

Probability · Mathematics 2025-07-24 Giuseppe D'Onofrio , Anderson Melchor Hernandez

In a previous work we devised a framework to derive generalised gradient systems for an evolution equation from the large deviations of an underlying microscopic system, in the spirit of the Onsager-Machlup relations. Of particular interest…

Mathematical Physics · Physics 2018-06-28 D. R. Michiel Renger

A high-accuracy solution of the diffraction problem has become necessary for the treatment of certain special questions of statistical physics. This article reports the creation of a computer program that serves as an instrumental method of…

Optics · Physics 2013-08-30 Vladimir V. Savukov , Igor V. Golubenko

Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…

Probability · Mathematics 2020-05-20 Julien Petit , Renaud Lambiotte , Timoteo Carletti

We consider a generic system composed of a fixed number of particles distributed over a finite number of energy levels. We make only general assumptions about system's properties and the entropy. System's constraints other than fixed number…

Probability · Mathematics 2020-03-12 Tomasz M. Łapiński

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

Probability · Mathematics 2016-01-26 Paul Dupuis , Kavita Ramanan , Wei Wu

Graphene is an ideal 2D material system bridging electronic and photonic devices. It also breaks the fundamental speed and size limits by electronics and photonics, respectively. Graphene offers multiple functions of signal transmission,…

Applied Physics · Physics 2018-10-19 Rong Wang , Xingang Ren , Ze Yan , Lijun Jiang , Wei E. I. Sha , Guangcun Shan

We derive a class of multi-species aggregation-diffusion systems from stochastic interacting particle systems via relative entropy method with quantitative bounds. We show an algebraic $L^1$-convergence result using moderately interacting…

Probability · Mathematics 2025-01-07 José Antonio Carrillo , Shuchen Guo , Alexandra Holzinger

We present classes of models in which particles are dropped on an arbitrary fixed finite connected graph, obeying adhesion rules with screening. We prove that there is an invariant distribution for the resulting height profile, and Gaussian…

Probability · Mathematics 2010-12-23 S. R. Fleurke , M. Formentin , C. Kuelske

In a multiplex network, a set of nodes is connected by different types of interactions, each represented as a separate layer within the network. Multiplexes have emerged as a key instrument for modeling large-scale complex systems, due to…

Probability · Mathematics 2025-10-13 Ankan Ganguly , Bhaswar B. Bhattacharya

We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…

Probability · Mathematics 2022-05-24 Shuo Yan

In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary…

Optimization and Control · Mathematics 2015-09-23 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

Specify a randomized algorithm that, given a very large graph or network, extracts a random subgraph. What can we learn about the input graph from a single subsample? We derive laws of large numbers for the sampler output, by relating…

Statistics Theory · Mathematics 2017-10-13 Peter Orbanz

This paper is concerned with the mean-field limit for the gradient flow evolution of particle systems with pairwise Riesz interactions, as the number of particles tends to infinity. Based on a modulated energy method, using regularity and…

Analysis of PDEs · Mathematics 2016-07-06 Mitia Duerinckx

A system of $N$ weakly interacting particles whose dynamics is given in terms of jump-diffusions with a common factor is considered. The common factor is described through another jump-diffusion and the coefficients of the evolution…

Probability · Mathematics 2015-09-18 A. Budhiraja , E. Kira , Subhamay Saha

The collective dynamics of interacting dynamical units on a network crucially depends on the properties of the network structure. Rather than considering large but finite graphs to capture the network, one often resorts to graph limits and…

Dynamical Systems · Mathematics 2024-08-06 Christian Bick , Davide Sclosa

The decomposition of the energy of a compressible fluid parcel into slow (deterministic) and fast (stochastic) components is interpreted as a stochastic Hamiltonian interacting particle system (HIPS). It is shown that the McKean-Vlasov…

Fluid Dynamics · Physics 2020-10-02 Simon Hochgerner

We provide a numerical study of the macroscopic model of [3] derived from an agent-based model for a system of particles interacting through a dynamical network of links. Assuming that the network remodelling process is very fast, the…