Related papers: Pathwise Regularisation of Singular Interacting Pa…
Power-law noises abound in nature and have been observed extensively in both time series and spatially varying environmental parameters. Although, recent years have seen the extension of traditional stochastic partial differential equations…
We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…
We present a unified framework, with quantitative estimates, for deterministic interacting particle systems whose pairwise interactions may depend on heterogeneous labels. Heterogeneity is kept at every level by adding a frozen label…
Some form of nonperturbative regularization is necessary if effective field theory treatments of the NN interaction are to yield finite answers. We discuss various regularization schemes used in the literature. Two of these methods involve…
We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…
Weakly scattering random lasers exhibit lasing modes that spatially overlap and can interact strongly via gain saturation. Consequently, lasing in high-threshold modes may be suppressed by strong low-threshold lasing modes. We numerically…
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…
We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…
A finite-state Markov chain is introduced in the noise terms of the three-dimensional stochastic Navier-Stokes equations in order to allow for transitions between two types of multiplicative noises. We call such systems as stochastic…
Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…
In a system of noisy self-propelled particles with interactions that favor directional alignment, collective motion will appear if the density of particles increases beyond a certain threshold. In this paper, we argue that such a threshold…
We consider a class of weakly interacting particle systems of mean-field type. The interactions between the particles are encoded in a graph sequence, i.e., two particles are interacting if and only if they are connected in the underlying…
We study a sequential system of interacting diffusions in which particle $i$ interacts only with its predecessors through the empirical measure $\mu_t^{i-1}$, yielding a directed, non-exchangeable mean-field approximation of a…
Path integrals play a crucial role in describing the dynamics of physical systems subject to classical or quantum noise. In fact, when correctly normalized, they express the probability of transition between two states of the system. In…
The kinetics of relaxation in quantum systems induced by anomalous fluctuating noise is studied in detail. In this study two processes are considered, as examples: (1) relaxation in two-level system caused by external noise with slowly…
Efficient simulation of stochastic partial differential equations (SPDE) on general domains requires noise discretization. This paper employs piecewise linear interpolation of noise in a fully discrete finite element approximation of a…
We show a linear response statement for fixed points of a family of Markov operators which are perturbations of mixing and regularizing operators. We apply the statement to random dynamical systems on the interval given by a deterministic…
We establish a Sanov type large deviation principle for an ensemble of interacting Brownian rough paths. As application a large deviations for the ($k$-layer, enhanced) empirical measure of weakly interacting diffusions is obtained. This in…
We consider systems of $N$ particles in dimension one, driven by pair Coulombian or gravitational interactions. When the number of particles goes to infinity in the so called mean field scaling, we formally expect convergence towards the…
In this paper, we study weakly interacting diffusion processes on random graphs. Our main focus is on the properties of the mean-field limit and, in particular, on the nonuniqueness and bifurcation structure of stationary states. By…