Related papers: Eigenfunction martingale estimators for interactin…
We introduce a system of self-propelled agents (active Brownian particles) with velocity alignment in two spatial dimensions and derive a mean-field theory from the microscopic dynamics via a nonlinear Fokker-Planck equation and a moment…
We perform equilibrium parallel-tempering simulations of the 3D Ising Edwards-Anderson spin glass in a field. A traditional analysis shows no signs of a phase transition. Yet, we encounter dramatic fluctuations in the behaviour of the…
A new particle-based sampling and approximate inference method, based on electrostatics and Newton mechanics principles, is introduced with theoretical ground, algorithm design and experimental validation. This method simulates an…
The 3D Ising-like system in the external field is described using the non-perturbative collective variables method. The universal as well as nonuniversal system characteristics are obtained within the framework of this approach. The…
We consider interacting particle systems with unbounded interaction range on general countably infinite graphs $S$ and prove explicit non-asymptotic error bounds for approximations of the infinite-volume dynamics by systems of finitely many…
We seek to infer the parameters of an ergodic Markov process from samples taken independently from the steady state. Our focus is on non-equilibrium processes, where the steady state is not described by the Boltzmann measure, but is…
In this paper, we develop a new method to estimate the parameters of a deteriorating system under perfect condition-based maintenance. This method is based on the asymptotical behavior of the system, which is studied by using the renewal…
We study the random-field Ising model with long-range interactions and show the exactness of the mean-field theory under certain mild conditions. This is a generalization of the result of Mori for the non-random and spin-glass cases. To…
This note is a companion article to the recent paper L\"ocherbach, Loukianova, Marini (2024). We consider mean field systems of interacting particles. Each particle jumps with a jump rate depending on its position. When jumping, a…
Exactly solvable many-body systems are few and far between, and the utility of approximate methods cannot be overestimated. Entanglement mean field theory is an approximate method to handle such systems. While mean field theories reduce the…
We study heterogeneously interacting diffusive particle systems with mean-field type interaction characterized by an underlying graphon and their finite particle approximations. Under suitable conditions, we obtain exponential concentration…
In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…
We describe an experiment on an underdamped mechanical oscillator used as an information engine. The system is equivalent to an inertial Brownian particle confined in a harmonic potential whose center is controlled by a feedback protocol…
We analyze a non-Markovian mean field interacting spin system, related to the Curie--Weiss model. We relax the Markovianity assumption by replacing the memoryless distribution of the waiting times of a classical spin-flip dynamics with a…
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
We explore non-adiabatic particle production for $N_{\rm f}$ coupled scalar fields in a time-dependent background with stochastically varying effective masses, cross-couplings and intervals between interactions. Under the assumption of weak…
We report on a simple strategy to treat mean-field limits of quantum mechanical systems in which a large number of particles weakly couple to a second-quantized radiation field. Extending the method of counting, introduced in [Lett. Math.…
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…
We consider particle systems with mean-field interactions whose distribution is invariant by translations. Under the assumption that the system seen from its centre of mass be reversible with respect to a Gibbs measure, we establish large…