Related papers: Marginal dynamics of interacting diffusions on uni…
We study the limiting behaviour of the empirical measure of a system of diffusions interacting through their ranks when the number of diffusions tends to infinity. We prove that the limiting dynamics is given by a McKean-Vlasov evolution…
We investigate the modulational instability of uniform wave packets governed by a discrete third-order nonlinear Schr\"odinger equation in finite square lattices, modeling light propagation in two-dimensional nonlinear waveguide arrays. We…
A network as a substrate for dynamic processes may have its own dynamics. We propose a model for networks which evolve together with diffusing particles through a coupled dynamics, and investigate emerging structural property. The model…
A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…
We present a first-principles formalism for studying dynamical heterogeneities in glass forming liquids. Based on the Non-Equilibrium Self-Consistent Generalized Langevin Equation theory, we were able to describe the time-dependent local…
We consider a model of large regulatory gene expression networks where the thresholds activating the sigmoidal interactions between genes and the signs of these interactions are shuffled randomly. Such an approach allows for a qualitative…
Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under moderate regularity conditions on the drift and diffusion coefficients. Both drift and diffusion depend on the marginal measure of the…
In this paper we obtain uniform propagation estimates for systems of interacting diffusions. We adopt a general model, satisfying various conditions which ensure that the decay resulting from the internal dynamics term dominates the…
Solving statistical learning problems often involves nonconvex optimization. Despite the empirical success of nonconvex statistical optimization methods, their global dynamics, especially convergence to the desirable local minima, remain…
We study the limiting behavior of interacting particle systems indexed by large sparse graphs, which evolve either according to a discrete time Markov chain or a diffusion, in which particles interact directly only with their nearest…
Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
In this work we investigate the dynamical properties of a mixture of mutually interacting spherical molecules of different masses and sizes. From an analysis of the microscopic laws governing the motion of the molecules we derive a set of…
We are interested in the local limits of families of random trees that satisfy the Markov branching property, which is fulfilled by a wide range of models. Loosely, this property entails that given the sizes of the sub-trees above the root,…
A slowly-varying or thin-layer multiscale assumption empowers macroscale understanding of many physical scenarios from dispersion in pipes and rivers, including beams, shells, and the modulation of nonlinear waves, to homogenisation of…
A novel probabilistic framework for modelling anomalous diffusion is presented. The resulting process is Markovian, non-homogeneous, non-stationary, non-ergodic, and state-dependent. The fundamental law governing this process is driven by…
We analyze the propagation properties of the numerical versions of one and two-dimensional wave equations, semi-discretized in space by finite difference schemes. We focus on high-frequency solutions whose propagation can be described, both…
We are interested in modeling networks in which the connectivity among the nodes and node attributes are random variables and interact with each other. We propose a probabilistic model that allows one to formulate jointly a probability…
The single-file problem of N particles in one spatial dimension is analyzed, when each particle has a randomly distributed diffusion constant D sampled in a density $\rho(D)$. The averaged one-particle distributions of the edge particles…
We analyse the stability of linear dynamical systems defined on sparse, random graphs with predator-prey, competitive, and mutualistic interactions. These systems are aimed at modelling the stability of fixed points in large systems defined…