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Two coupled spatial birth-and-death Markov evolutions on $\mathbb{R}^d$ are obtained as unique weak solutions to the associated Fokker-Planck equations. Such solutions are constructed by its associated sequence of correlation functions…
In recent works we developed a model of balanced gas flow where the momentum equation possesses an additional mean field forcing term, which originates from the hard sphere interaction potential between the gas particles. We demonstrated…
A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle…
Mean-field models approximate large stochastic systems by simpler differential equations that are supposed to approximate the mean of the larger system. It is generally assumed that as the stochastic systems get larger (i.e., more people or…
The gradient-flow dynamics of an arbitrary geometric quantity is derived using a generalization of Darcy's Law. We consider flows in both Lagrangian and Eulerian formulations. The Lagrangian formulation includes a dissipative modification…
The spectral fluctuations of quantum (or wave) systems with a chaotic classical (or ray) limit are mostly universal and faithful to random-matrix theory. Taking up ideas of Pechukas and Yukawa we show that equilibrium statistical mechanics…
Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…
We establish a direct connection of quantum Markovianity of an open quantum system to its classical counterpart by generalizing the criterion based on the information flow. Here, the flow is characterized by the time evolution of Helstrom…
We present a general framework which can be used to prove that, in an annealed sense, rescaled spatial stochastic population models converge to generalized propagating fronts. Our work is motivated by recent results of Etheridge, Freeman,…
We study a model of crowd motion following a gradient vector field, with possibly additional interaction terms such as attraction/repulsion, and we present a numerical scheme for its solution through a Lagrangian discretization. The density…
We present an intuitive, conceptual, but semi-rigorous introduction to the celebrated Markov Chain Monte Carlo method using a simple model of population dynamics as our motivation and focusing on a few elementary distributions.…
In this article we investigate driven dissipative quantum dynamics of an ensemble of two-level systems given by a Markovian master equation with collective and non-collective dissipators. Exploiting the permutation symmetry in our model, we…
The existence of global-in-time bounded martingale solutions to a general class of cross-diffusion systems with multiplicative Stratonovich noise is proved. The equations describe multicomponent systems from physics or biology with…
Interacting systems of particles with generalized statistics are considered on both classical and quantum level. It is shown that all possible quantum states and corresponding processes can be represented in terms of certain specific…
Recent developments in Macroscopic Fluctuation Theory show that many interacting particle systems behave macroscopically as a combination of a gradient flow with Hamiltonian dynamics. This observation leads to the natural question how these…
To obtain further insight on possible power law generalizations of Boltzmann equilibrium concepts, a stochastic collision model is investigated. We consider the dynamics of a tracer particle of mass $M$, undergoing elastic collisions with…
A discrete-time model of reacting evolving fields, transported by a bidimensional chaotic fluid flow, is studied. Our approach is based on the use of a Lagrangian scheme where {\it fluid particles} are advected by a $2d$ symplectic map…
We consider the behaviour of branching-selection particle systems in the large population limit. The dynamics of these systems is the combination of the following three components: (a) Motion: particles move on the real line according to a…
This paper presents a mathematical framework for modeling the dynamics of heterogeneous populations. Models describing local and non-local growth and transport processes, dependent on dynamically changing population structures, appear in a…
We consider a quantum system with a time-independent Hamiltonian parametrized by a set of unknown parameters $\alpha$. The system is prepared in a general quantum state by an evolution operator that depends on a set of unknown parameters…