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Large ensembles of stochastically evolving interacting particles describe phenomena in diverse fields including statistical physics, neuroscience, biology, and engineering. In such systems, the infinitesimal evolution of each particle…
We present a collision model for particle-particle and particle-wall interactions in interface-resolved simulations of particle-laden flows. Three types of inter-particle interactions are taken into account: (1) long- and (2) short-range…
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…
We study the nonequilibrium stationary state of a one-dimensional inertial run-and-tumble particle (IRTP) trapped in a harmonic potential. We find that the presence of inertia leads to two distinct dynamical scenarios, namely, overdamped…
This article shows how to combine the relative entropy method by D. Bresch, P.-E. Jabin, and Z. Wang in arXiv:1706.09564, arXiv:1906.04093 and the regularized $L^2(\mathbb{R}^d)$-estimate by Oelschl\"ager (Probability theory and related…
Driven non-equilibrium lattice models have wide-ranging applications in contexts such as mass transport, traffic flow, and transport in biological systems. In this work, we investigate the steady-state properties of a one-dimensional…
We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…
We consider systems of mean-field interacting diffusions, where the pairwise interaction structure is described by a sparse (and potentially inhomogeneous) random graph. Examples include the stochastic Kuramoto model with pairwise…
We study the Fleming-Viot particle process formed by N interacting continuous-time asymmetric random walks on the cycle graph, with uniform killing. We show that this model has a remarkable exact solvability, despite the fact that it is…
The shape and the inverse participation ratio (IPR) of local spectral density (LSD) are studied for a generic isolated system of coupled quantum states, the Hamiltonian of which is represented by a band random matrix with the disordered…
We derive a class of multi-species aggregation-diffusion systems from stochastic interacting particle systems via relative entropy method with quantitative bounds. We show an algebraic $L^1$-convergence result using moderately interacting…
This is a review based on the presentation done at the seminar Laurent Schwartz in December 2021. It is announcing results in the forthcoming [Menegaki-Mouhot-Marahrens'22]. This work presents a new simple quantitative method for proving…
The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a…
We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as sales ranks at online bookstores. We prove that the joint…
We consider a class of multi-layer interacting particle systems and characterize the set of ergodic measures with finite moments. The main technical tool is duality combined with successful coupling.
We study a particle immersed in a heat bath, in the presence of an external force which decays at least as rapidly as $1/x$, for example a particle interacting with a surface through a Lennard-Jones or a logarithmic potential. As time…
In this paper, we investigate gradient estimate of the Poisson equation and the exponential convergence in the Wasserstein metric $W_{1,d_{l^1}}$, uniform in the number of particles, and uniform-in-time propagation of chaos for the…
In this two-part paper, we consider multicomponent systems in which each component can iteratively exchange information with other components in its neighborhood in order to compute, in a distributed fashion, the average of the components'…
We use the Random Matrix Theory (RMT) to study the probability distribution function and moments of the wave power transmitted inside systems with ergodic wave motion. The results describe either open multichannel systems or their closed…
Recent molecular dynamics simulations show that a dilute relativistic gas equilibrates to a Juettner velocity distribution if ensemble velocities are measured simultaneously in the observer frame. The analysis of relativistic Brownian…