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We consider a stochastic logistic growth model involving both birth and death rates in the drift and diffusion coefficients for which extinction eventually occurs almost surely. The associated complete Fokker-Planck equation describing the…

Statistics Theory · Mathematics 2013-07-09 Fabien Campillo , Marc Joannides , Irène Larramendy-Valverde

Fluctuations of cell state, e.g., abundances of some proteins, have attracted much attention both theoretically and experimentally. The distribution of such state over cells, however, is not only a result of intracellular stochastic…

Biological Physics · Physics 2007-05-23 Katsuhiko Sato , Kunihiko Kaneko

We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…

Probability · Mathematics 2014-01-16 Amarjit Budhiraja , Abhishek Pal Majumder

We consider the overdamped dynamics of a paradigmatic long-range system of particles residing on the sites of a one-dimensional lattice, in the presence of thermal noise. The internal degree of freedom of each particle is a periodic…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Alessandro Campa , Stefano Ruffo

It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a…

Mathematical Physics · Physics 2009-11-11 Michael Kiessling , Carlo Lancellotti

We consider particles on a one-dimensional lattice whose evolution is governed by nearest-neighbor interactions where particles that have reached size zero are removed from the system. Concentrating on configurations with infinitely many…

Analysis of PDEs · Mathematics 2016-10-20 Michael Helmers , Barbara Niethammer , Juan J. L. Velazquez

The most general local Markovian stochastic model is investigated, for which it is known that the evolution equation is the Fokker-Planck equation. Special cases are investigated where uncorrelated initial states remain uncorrelated.…

Statistical Mechanics · Physics 2009-11-11 Amir Aghamohammadi , Mohammad Khorrami

In the framework of finite-dimensional Fock space models, for a predefined fixed mean number of particles $\bar{n}_{k}$, it is shown that there is a ``large'' multi-dimensional subspace $s_{\bar{n}_{k}}$ of initial pure states, in the space…

General Relativity and Quantum Cosmology · Physics 2020-12-10 Bogusław Broda

We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction…

Probability · Mathematics 2024-12-20 Mikhail Menshikov , Serguei Popov , Andrew Wade

Typically, aggregation-diffusion is modeled by parabolic equations that combine linear or nonlinear diffusion with a Fokker-Planck convection term. Under very general suitable assumptions, we prove that radial solutions of the evolution…

Analysis of PDEs · Mathematics 2021-12-15 Jose A. Carrillo , David Gómez-Castro , Juan Luis Vázquez

The main aim of this work is to establish an averaging principle for a wide class of interacting particle systems in the continuum. This principle is an important step in the analysis of Markov evolutions and is usually applied for the…

Mathematical Physics · Physics 2022-03-17 Martin Friesen , Yuri Kondratiev

This paper is the second of two papers devoted to the study of the evolution of the cosmological horizons (particle and event horizons). Specifically, in this paper we consider the extremely general case of an accelerated universe with…

Cosmology and Nongalactic Astrophysics · Physics 2015-09-28 Berta Margalef-Bentabol , Juan Margalef-Bentabol , Jordi Cepa

We prove a scattering result near certain steady states for a Hartree equation for a random field. This equation describes the evolution of a system of infinitely many particles. It is an analogous formulation of the usual Hartree equation…

Analysis of PDEs · Mathematics 2020-07-02 Charles Collot , Anne-Sophie de Suzzoni

We study, using numerical simulations, the dynamical evolution of self-gravitating point particles in static euclidean space, starting from a simple class of infinite ``shuffled lattice'' initial conditions. These are obtained by applying…

Statistical Mechanics · Physics 2008-11-26 Thierry Baertschiger , Michael Joyce , Andrea Gabrielli , Francesco Sylos Labini

In the present paper we discuss problems concerning evolutions of densities related to Ito diffusions in the framework of the statistical exponential manifold. We develop a rigorous approach to the problem, and we particularize it to the…

Probability · Mathematics 2009-01-12 Damiano Brigo , Giovanni Pistone

We study a class of interacting particle systems on $\mathbb{R}$ with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump rates $v_+$, $v_-$ and stochastic type switching driven by…

Probability · Mathematics 2026-05-14 Sayan Banerjee , Andrew Nguyen

We study existence and uniqueness of the solution to the Vlasov-Poisson system describing a plasma constituted by different species evolving in $\mathbb{R}^3$, whose particles interact via the Coulomb potential. The species can have both…

Mathematical Physics · Physics 2019-12-03 Silvia Caprino , Guido Cavallaro , Carlo Marchioro

We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…

Statistical Mechanics · Physics 2026-05-19 Alessandro Taloni , Gianni Pagnini , Aleksei Chechkin

We propose a novel method to solve a chemical diffusion master equation of birth and death type. This is an infinite system of Fokker-Planck equations where the different components are coupled by reaction dynamics similar in form to a…

Probability · Mathematics 2022-03-29 Alberto Lanconelli

Particle acceleration by turbulence plays a role in many astrophysical environments. The non- linear evolution of the underlying cosmic-ray spectrum is complex and can be described by a Fokker-Planck equation, which in general has to be…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-22 Julius Donnert , Gianfranco Brunetti