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We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…
We investigate the motion of a run-and-tumble particle (RTP) in one dimension. We find the exact probability distribution of the particle with and without diffusion on the infinite line, as well as in a finite interval. In the infinite…
We prove a sharpness result for the dynamics of finite-range Interacting Particle Systems (IPS) on $\{0,1\}^{\Z^d}$, which generalizes to a whole class of IPS the sharpness result for the phase transition of the contact process obtained by…
We consider finite and infinite systems of particles on the real line and half-line evolving in continuous time. Hereby, the particles are driven by i.i.d. L\'{e}vy processes endowed with rank-dependent drift and diffusion coefficients. In…
Finding equilibrium points in continuous minmax games has become a key problem within machine learning, in part due to its connection to the training of generative adversarial networks and reinforcement learning. Because of existence and…
The random splitting Langevin Monte Carlo could mitigate the first order bias in Langevin Monte Carlo with little extra work compared other high order schemes. We develop in this work an analysis framework for the sampling error under…
In this paper, we present criteria for non-exponential ergodicity of continuous-time Markov chains on a countable state space. These criteria can be verified by examining the ratio of transition rates over certain paths. We applied this…
We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…
The Random Batch Method (RBM) is an effective technique to reduce the computational complexity when solving certain stochastic differential problems (SDEs) involving interacting particles. It can transform the computational complexity from…
Interacting particle systems are in frequent use to model collective behaviour in various situations and applications. For many systems, the interaction between the agents is restricted to an underlying network structure and often, the…
We study ergodic properties of one-dimensional Brownian motion with resetting. Using generic classes of statistics of times between resets, we find respectively for thin/fat tailed distributions, the normalized/non-normalised invariant…
For particle filters and ensemble Kalman filters it is of practical importance to understand how and why data assimilation methods can be effective when used with a fixed small number of particles, since for many large-scale applications it…
There has been recently a lot of interest in the analysis of the Stein gradient descent method, a deterministic sampling algorithm. It is based on a particle system moving along the gradient flow of the Kullback-Leibler divergence towards…
We develop a continuum limit and mean-field theory for interacting particle systems (IPS) on self-similar networks, a new class of discrete models whose large-scale behavior gives rise to nonlocal evolution equations on fractal domains.…
We test Boltzmann's H-theorem for several models of particle random walk. We study the influence of interaction between the particle and reservoir/detectors on entropy and find entropy increasing in time for some models and behaving…
We study in this paper the large-time asymptotics of the empirical vector associated with a family of finite-state mean-field systems with multi-classes. The empirical vector is composed of local empirical measures characterizing the…
With the help of von Neumann entropy, we study numerically the localization properties of two interacting particles (TIP) with on-site interactions in one-dimensional disordered, quasiperiodic, and slowly varying potential systems,…
We analyse certain degenerate infinite dimensional sub-elliptic generators, and obtain estimates on the long-time behaviour of the corresponding Markov semigroups that describe a certain model of heat conduction. In particular, we establish…
We present an analytical calculation of the hydrodynamic interaction between two spherical particles near an elastic interface such as a cell membrane. The theory predicts the frequency dependent self- and pair-mobilities accounting for the…
We study the interaction between entropy and Wasserstein distance in free probability theory. In particular, we give lower bounds for several versions of free entropy dimension along Wasserstein geodesics, as well as study their topological…