Related papers: Moderate deviations for fully coupled multiscale w…
In this paper, we study a class of multiscale McKean-Vlasov stochastic systems where the entire system depends on the distribution of the fast component. First of all, by the Poisson equation method we prove that the slow component…
The zig-zag process is a piecewise deterministic Markov process in position and velocity space. The process can be designed to have an arbitrary Gibbs type marginal probability density for its position coordinate, which makes it suitable…
We demonstrate how the presence of continuous weak symmetry can be used to analytically diagonalize the Liouvillian of a class Markovian dissipative systems with arbitrary strong interactions or nonlinearity. This enables an exact…
We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…
In this article, we study the mean field limit of weakly interacting diffusions for confining and interaction potentials that are not necessarily convex. We explore the relationship between the large $N$ limit of the constant in the…
In this contribution we prove the existence of weak solutions to degenerate parabolic systems arising from the coupled moisture movement, transport of dissolved species and heat transfer through partially saturated porous materials.…
The aim of the paper is to establish a large deviation principle (LDP) for the empirical measure of mean-field interacting diffusions in a random environment. The point is to derive such a result once the environment has been frozen…
This paper studies the large time behavior of aggregation-diffusion equations. For one spatial dimension with certain assumptions on the interaction potential, the diffusion index $m$, and the initial data, we prove the convergence to the…
We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space $\V$ of functions of finite variation…
For a class of interacting particle systems in continuous space, we show that finite-volume approximations of the bulk diffusion matrix converge at an algebraic rate. The models we consider are reversible with respect to the Poisson…
We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation…
The mean-field limit in a weakly interacting stochastic many-particle system for multiple population species in the whole space is proved. The limiting system consists of cross-diffusion equations, modeling the segregation of populations.…
We study the existence and the rate of equilibration of weak solutions to a two-component system of non-linear diffusion-aggregation equations, with small cross diffusion effects. The aggregation term is assumed to be purely attractive, and…
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…
This work develops a particle system addressing the approximation of McKean-Vlasov stochastic differential equations (SDEs). The novelty of the approach lies in involving low discrepancy sequences nontrivially in the construction of a…
In stochastic systems with weak noise, the logarithm of the stationary distribution becomes proportional to a large deviation rate function called the quasi-potential. The quasi-potential, and its characterization through a variational…
We consider a Markovian approximation, of weak coupling type, to an open system perturbation involving emission, absorption and scattering by reservoir quanta. The result is the general form for a quantum stochastic flow driven by creation,…
In this work, we consider one-dimensional particles interacting in mean-field type through a bounded kernel. In addition, when particles hit some barrier (say zero), they are removed from the system. This absorption of particles is…
In \cite{BCP}, the authors built and studied an algorithm based on the (self)-interaction of a dynamics with its occupation measure to approximate Quasi-Stationary Distributions (QSD) of general Markov chains conditioned to stay in a…
We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The…