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We prove uniqueness of a martingale problem with boundary conditions on a simplex associated to a differential operator with an unbounded drift. We show that the solution of the martingale problem remains absorbed at the boundary once it…

Probability · Mathematics 2015-05-06 J. Beltrán , M. Jara , C. Landim

We prove the Central Limit Theorem and superpolynomial mixing for environment viewed for the particle process in quasi periodic Diophantine random environment. The main ingredients are smoothness estimates for the solution of the Poisson…

Dynamical Systems · Mathematics 2024-07-24 Klaudiusz Czudek , Dmitry Dolgopyat

Mean field approximation is a powerful technique which has been used in many settings to study large-scale stochastic systems. In the case of two-timescale systems, the approximation is obtained by a combination of scaling arguments and the…

Probability · Mathematics 2023-01-24 Sebastian Allmeier , Nicolas Gast

Interacting particle systems can often be constructed from a graphical representation, by applying local maps at the times of associated Poisson processes. This leads to a natural coupling of systems started in different initial states. We…

Probability · Mathematics 2020-03-19 Tibor Mach , Anja Sturm , Jan M. Swart

We revisit the proof of the liquid-vapor phase transition for systems with finite-range interaction by Lebowitz, Mazel and Presutti and extend it to the case where we additionally include a hard-core interaction to the Hamiltonian. We…

Mathematical Physics · Physics 2015-12-03 Elena Pulvirenti , Dimitrios Tsagkarogiannis

We provide two methods to construct zero-range processes with superlinear rates on ${\mathbb Z}^d$. In the first method these rates can grow very fast, if either the dynamics and the initial distribution are translation invariant or if only…

Probability · Mathematics 2021-05-11 Enrique Andjel , Inés Armendáriz , Milton Jara

We study a zero-range process with two species of interacting particles. We show that the steady state assumes a simple factorised form, provided the dynamics satisfy certain conditions, which we derive. The steady state exhibits a new…

Statistical Mechanics · Physics 2009-11-10 M. R. Evans , T. Hanney

The random batch method (RBM) proposed in [Jin et al., J. Comput. Phys., 400(2020), 108877] for large interacting particle systems is an efficient with linear complexity in particle numbers and highly scalable algorithm for $N$-particle…

Numerical Analysis · Mathematics 2024-03-14 Zhenyu Huang , Shi Jin , Lei Li

We consider large systems of particles interacting through rough but bounded interaction kernels. We are able to control the relative entropy between the $N$-particle distribution and the expected limit which solves the corresponding Vlasov…

Analysis of PDEs · Mathematics 2015-11-13 Pierre-Emmanuel Jabin , Zhenfu Wang

Consider continuous-time random walks on Cayley graphs where the rate assigned to each edge depends only on the corresponding generator. We show that the limiting speed is monotone increasing in the rates for infinite Cayley graphs that…

Probability · Mathematics 2022-10-03 Russell Lyons , Graham White

We discuss statics and dynamics of condensation in a zero-range process with compartments of limited sizes. For the symmetric dynamics the stationary state has a factorized form. For the asymmetric dynamics the steady state factorizes only…

Statistical Mechanics · Physics 2014-02-25 Artem Ryabov

In the context of the long-standing issue of mixing in infinite ergodic theory, we introduce the idea of mixing for observables possessing an infinite-volume average. The idea is borrowed from statistical mechanics and appears to be…

Dynamical Systems · Mathematics 2010-07-27 Marco Lenci

We consider the N-body Schr\"{o}dinger dynamics of bosons in the mean field limit with a bounded pair-interaction potential. According to the previous work \cite{AmNi}, the mean field limit is translated into a semiclassical problem with a…

Mathematical Physics · Physics 2015-05-13 Z. Ammari , F. Nier

In arXiv:1004.1407, Flandoli, Gubinelli, and Priola proposed a stochastic variant of the classical point vortex system of Helmholtz and Kirchoff in which multiplicative noise of transport-type is added to the dynamics. An open problem in…

Probability · Mathematics 2020-11-25 Matthew Rosenzweig

We model the dynamics of avalanches in granular assemblies in partly filled rotating cylinders using a mean-field approach. We show that, upon varying the cylinder angular velocity $\omega$, the system undergoes a hysteresis cycle between…

Disordered Systems and Neural Networks · Physics 2009-10-22 V. G. Benza , Franco Nori , Oscar Pla

The goal of this work is to obtain optimal rates for the convergence problem in mean field control. Our analysis covers cases where the solutions to the limiting problem may not be unique nor stable. Equivalently the value function of the…

Optimization and Control · Mathematics 2023-05-16 Samuel Daudin , François Delarue , Joe Jackson

We survey recent results concerning the total-variation mixing time of the simple exclusion process on the segment (symmetric and asymmetric) and a continuum analog, the simple random walk on the simplex with an emphasis on cutoff results.…

Probability · Mathematics 2021-11-15 Hubert Lacoin

We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…

Probability · Mathematics 2024-12-09 Katharina Schuh , Iain Souttar

We establish the mean-field convergence for systems of points evolving along the gradient flow of their interaction energy when the interaction is the Coulomb potential or a super-coulombic Riesz potential, for the first time in arbitrary…

Analysis of PDEs · Mathematics 2020-12-23 Sylvia Serfaty , appendix with Mitia Duerinckx

We develop a unified theory that encompasses the macroscopic dynamics of recurrent interactions of binary units within arbitrary network architectures. Using the martingale theory, our mathematical analysis provides a complete description…

Biological Physics · Physics 2017-11-22 Farzad Farkhooi , Wilhelm Stannat