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We introduce a family of particle systems on sparse graphs where local interactions occur via hitting times, providing a dynamic and tractable model for default cascades in large sparsely-connected financial networks. Building on the…

Probability · Mathematics 2026-03-19 Yucheng Guo , Qinxin Yan

We study a system of particles in the interval $[0,\epsilon^{-1}] \cap \mathbb Z$, $\epsilon^{-1}$ a positive integer. The particles move as symmetric independent random walks (with reflections at the endpoints); simultaneously new…

Probability · Mathematics 2013-12-04 Gioia Carinci , Anna De Masi , Cristian Giardinà , Errico Presutti

Collective dynamics can be observed among many animal species, and have given rise in the last decades to an active and interdisciplinary field of study. Such behaviors are often modeled by active matter, in which each individual is…

Mathematical Physics · Physics 2021-08-31 Clément Erignoux

We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…

Probability · Mathematics 2014-09-09 Vadim Gorin , Mykhaylo Shkolnikov

We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the node dynamics depends on the joint empirical distribution…

Probability · Mathematics 2021-07-19 Erhan Bayraktar , Ruoyu Wu

We consider hydrodynamic scaling limits for a class of reversible interacting particle systems, which includes the symmetric simple exclusion process and certain zero-range processes. We study a (non-quadratic) microscopic action functional…

Mathematical Physics · Physics 2018-12-19 Marcus Kaiser , Robert L. Jack , Johannes Zimmer

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,…

Probability · Mathematics 2017-03-01 Augusto Almeida Santos , Soummya Kar , José M. F. Moura , João Xavier

We study the large-population limit of interacting particle systems evolving on adaptive dynamical networks, motivated in particular by models of opinion dynamics. In such systems, agents interact through weighted graphs whose structure…

Analysis of PDEs · Mathematics 2026-01-13 Nathalie Ayi

This is the first of two articles on the study of a particle system model that exhibits a Turing instability type effect. The model is based on two discrete lines (or toruses) with Ising spins, that evolve according to a continuous time…

Probability · Mathematics 2017-07-19 Monia Capanna , Nahuel Soprano-Loto

We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…

Probability · Mathematics 2023-08-16 Viktor Bezborodov , Luca Di Persio , Martin Friesen , Peter Kuchling

The article considers systems of interacting particles on networks with adaptively coupled dynamics. Such processes appear frequently in natural processes and applications. Relying on the notion of graph convergence, we prove that for large…

Dynamical Systems · Mathematics 2026-05-20 Sebastian Throm

We study finite 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 which…

Probability · Mathematics 2024-05-07 Vadim Malyshev , Mikhail Menshikov , Serguei Popov , Andrew Wade

Many complex structures and stochastic patterns emerge from simple kinetic rules and local interactions, and are governed by scale invariance properties in combination with effects of the global geometry. We consider systems that can be…

Statistical Mechanics · Physics 2013-09-17 Adnan Ali , Robin C. Ball , Stefan Grosskinsky , Ellak Somfai

We consider a system of $N$ particles whose interactions are characterized by a (weighted) graph $G^N$. Each particle is a node of the graph with an internal state. The state changes according to Markovian dynamics that depend on the states…

Probability · Mathematics 2024-05-15 Sebastian Allmeier , Nicolas Gast

We consider an interacting particle system which models the sterile insect technique. It is the superposition of a generalized contact process with exchanges of particles on a finite cylinder with open boundaries (see Kuoch et al., 2017).…

Probability · Mathematics 2023-10-24 Mustapha Mourragui , Ellen Saada , Sonia Velasco

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.…

Dynamical Systems · Mathematics 2026-02-02 Georgi S. Medvedev

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…

Probability · Mathematics 2019-09-04 Roberto I. Oliveira , Guilherme Reis

This paper constructs a new interacting particle system on a two--dimensional lattice with geometric jumps near a boundary which partially reflects the particles. The projection to each horizontal level is Markov, and on every level the…

Probability · Mathematics 2016-12-20 Jeffrey Kuan

This paper studies the hydrodynamic limit of a stochastic process describing the time evolution of a system with N neurons with mean-field interactions produced both by chemical and by electrical synapses. This system can be informally…

Probability · Mathematics 2016-08-08 Anna De Masi , Antonio Galves , Eva Löcherbach , Errico Presutti

In this paper, we study weakly interacting diffusion processes on random graphs. Our main focus is on the properties of the mean-field limit and, in particular, on the nonuniqueness and bifurcation structure of stationary states. By…

Dynamical Systems · Mathematics 2025-11-03 Benedetta Bertoli , Grigorios A. Pavliotis , Niccolò Zagli