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We study approximations of evolving probability measures by an interacting particle system. The particle system dynamics is a combination of independent Markov chain moves and importance sampling/resampling steps. Under global regularity…

Probability · Mathematics 2011-12-12 Andreas Eberle , Carlo Marinelli

In this paper, we consider particle systems with interaction and Brownian motion. We prove that when the initial data is from the sampling of Chorin's method, i.e., the initial vertices are on lattice points $hi\in \mathbb{R}^d$ with mass…

Probability · Mathematics 2015-12-02 Jian-Guo Liu , Yuan Zhang

Interacting systems are ubiquitous in nature and engineering, ranging from particle dynamics in physics to functionally connected brain regions. These interacting systems can be modeled by graphs where edges correspond to the interactions…

Machine Learning · Computer Science 2024-01-25 Zhichao Han , Olga Fink , David S. Kammer

We consider a class of particle systems described by differential equations (both stochastic and deterministic), in which the interaction network is determined by the realization of an Erd\H{o}s-R\'enyi graph with parameter $p_n\in (0, 1]$,…

Probability · Mathematics 2019-08-06 Fabio Coppini , Helge Dietert , Giambattista Giacomin

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

The dynamics of a tagged particle immersed in a fluid of particles of the same size but different mass is studied when the system is confined between two hard parallel plates separated a distance smaller than twice the diameter of the…

Statistical Mechanics · Physics 2022-12-06 P. Maynar , M. I. García de Soria , J. Javier Brey

We demonstrate that weighted graph states (WGS) generated via variable-range interacting Ising spin systems where the interaction strength decays with distance as a power law, characterized by the fall-off rate, can successfully implement…

Quantum Physics · Physics 2025-06-16 Debkanta Ghosh , Keshav Das Agarwal , Pritam Halder , Aditi Sen De

We present a framework that allows for the non-asymptotic study of the $2$-Wasserstein distance between the invariant distribution of an ergodic stochastic differential equation and the distribution of its numerical approximation in the…

Machine Learning · Statistics 2021-09-27 J. M. Sanz-Serna , Konstantinos C. Zygalakis

We study stochastic particle systems made up of heterogeneous units. We introduce a general framework suitable to analytically study this kind of systems and apply it to two particular models of interest in economy and epidemiology. We show…

Soft Condensed Matter · Physics 2013-02-06 Luis F. Lafuerza , Raul Toral

The reconfigurable intelligent surface (RIS) technology allows one to engineer spatial diversity in complex cellular networks. This paper provides a framework for the system-level performance assessment of RIS-assisted networks and in…

Information Theory · Computer Science 2024-11-12 Guodong Sun , Francois Baccelli , Ke Feng , Luis Uzeda Garcia , Stefano Paris

This paper develops a unified framework, based on iterated random operator theory, to analyze the convergence of constant stepsize recursive stochastic algorithms (RSAs). RSAs use randomization to efficiently compute expectations, and so…

Machine Learning · Computer Science 2021-01-06 Abhishek Gupta , William B. Haskell

This article presents a review of some old and new results on the long time behavior of reflected diffusions. First, we present a summary of prior results on construction, ergodicity and geometric ergodicity of reflected diffusions in the…

Probability · Mathematics 2022-08-08 Sayan Banerjee , Amarjit Budhiraja

The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…

Statistical Mechanics · Physics 2012-09-11 V. Zaburdaev , S. Denisov , P. Hanggi

A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…

Probability · Mathematics 2023-01-25 Kai Du , Yifan Jiang , Xiaochen Li

Many low temperature particle systems in mean-field interaction are ergodic with respect to a unique invariant measure, while their (non-linear) mean-field limit may possess several steady states. In particular, in such cases, propagation…

Probability · Mathematics 2025-02-11 Lucas Journel , Pierre Le Bris

Recent theoretical studies of statistical mechanical properties of systems with long range interactions are briefly reviewed. In these systems the interaction potential decays with a rate slower than 1/r^d at large distances r in d…

Statistical Mechanics · Physics 2009-11-13 David Mukamel

We introduce a high dimensional symplectic map, modeling a large system consisting of weakly interacting chaotic subsystems, as a toy model to analyze the interplay between single-particle chaotic dynamics and particles interactions in…

Chaotic Dynamics · Physics 2011-11-10 Massimo Falcioni , Luigi Palatella , Simone Pigolotti , Lamberto Rondoni , Angelo Vulpiani

Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…

Probability · Mathematics 2019-01-11 Luis Fredes , Jean-François Marckert

We develop a random batch Ewald (RBE) method for molecular dynamics simulations of particle systems with long-range Coulomb interactions, which achieves an $O(N)$ complexity in each step of simulating the $N$-body systems. The RBE method is…

Computational Physics · Physics 2021-03-18 Shi Jin , Lei Li , Zhenli Xu , Yue Zhao

Nanochains of atoms, molecules and polymers have gained recent interest in the experimental sciences. This article contributes to an advanced mathematical modeling of the mechanical properties of nanochains that allow for heterogenities,…

Analysis of PDEs · Mathematics 2019-09-17 Laura Lauerbach , Stefan Neukamm , Mathias Schäffner , Anja Schlömerkemper