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Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…

Methodology · Statistics 2017-02-21 Alexandre Bouchard-Côté , Sebastian J. Vollmer , Arnaud Doucet

In this paper we prove the convergence of a suitable particle system towards the BGK model. More precisely, we consider an interacting stochastic particle system in which each particle can instantaneously thermalize locally. We show that,…

Mathematical Physics · Physics 2021-04-20 Paolo Buttà , Maxime Hauray , Mario Pulvirenti

Assume that a family of stochastic processes on some Polish space $E$ converges to a deterministic process; the convergence is in distribution (hence in probability) at every fixed point in time. This assumption holds for a large family of…

Dynamical Systems · Mathematics 2012-07-13 Michel Benaim , Jean-Yves Le Boudec

Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…

Probability · Mathematics 2016-09-07 N. V. Krylov , R. Liptser

In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…

Probability · Mathematics 2022-12-06 Maxime Hauray , Etienne Pardoux , Yen V. Vuong

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

Probability · Mathematics 2026-03-10 Partha S. Dey , S. Rasoul Etesami , Aditya S. Gopalan

A Markov evolution of a system of point particles in $\mathbb{R}^d$ is described at micro-and mesoscopic levels. The particles reproduce themselves at distant points (dispersal) and die, independently and under the influence of each other…

Mathematical Physics · Physics 2015-06-11 Dmitri Finkelshtein , Yuri Kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

Originally motivated by the morphogenesis of bacterial microcolonies, the aim of this article is to explore models through different scales for a spatial population of interacting, growing and dividing particles. We start from a microscopic…

Analysis of PDEs · Mathematics 2025-01-07 Marie Doumic , Sophie Hecht , Marc Hoffmann , Diane Peurichard

A class of parabolic cross-diffusion systems modeling the interaction of an arbitrary number of population species is analyzed in a bounded domain with no-flux boundary conditions. The equations are formally derived from a random-walk…

Analysis of PDEs · Mathematics 2015-02-20 Nicola Zamponi , Ansgar Jüngel

In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…

Probability · Mathematics 2021-06-08 Longjie Xie , Li Yang

We introduce a semi-implicit Milstein approximation scheme for some class of non-colliding particle systems modeled by systems of stochastic differential equations with non-constant diffusion coefficients. We show that the scheme converges…

Probability · Mathematics 2019-08-13 Hoang-Long Ngo , Duc-Trong Luong

A nonlocal Busenberg-Travis cross-diffusion system for segregating populations is analyzed in a bounded domain with no-flux boundary conditions. The velocities of the species solve a regularized Darcy law, which can be interpreted as a…

Analysis of PDEs · Mathematics 2026-05-27 Peter Hirvonen , Ansgar Jüngel

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

Functional Analysis · Mathematics 2022-04-21 Adam Bobrowski , Tomasz Komorowski

We use a deterministic particle method to produce numerical approximations to the solutions of an evolution cross-diffusion problem for two populations. According to the values of the diffusion parameters related to the intra and…

Numerical Analysis · Mathematics 2024-01-29 Gonzalo Galiano , Virginia Selgas

We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…

Probability · Mathematics 2024-10-16 Carla Crucianelli , Ludovic Tangpi

The rigorous asymptotics from reaction-cross-diffusion systems for three species with known entropy to cross-diffusion systems for two variables is investigated. The equations are studied in a bounded domain with no-flux boundary…

Analysis of PDEs · Mathematics 2017-10-11 E. S. Daus , L. Desvillettes , A. Jüngel

An implicit Euler finite-volume scheme for a nonlocal cross-diffusion system on the one-dimensional torus, arising in population dynamics, is proposed and analyzed. The kernels are assumed to be in detailed balance and satisfy a weak…

Numerical Analysis · Mathematics 2023-02-23 Ansgar Jüngel , Stefan Portisch , Antoine Zurek

A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…

Statistical Mechanics · Physics 2017-10-12 Maria Bruna , S. Jonathan Chapman , Martin Robinson

In this paper a stochastic reaction diffusion system is considered, which models the spread of a finite population reacting with a non-renewable resource in the presence of individual based noise. A two-parameter phase diagram is…

Probability · Mathematics 2009-01-27 Carl Mueller , Roger Tribe

We study stochastic particle systems with stationary product measures that exhibit a condensation transition due to particle interactions or spatial inhomogeneities. We review previous work on the stationary behaviour and put it in the…

Statistical Mechanics · Physics 2014-02-19 Paul Chleboun , Stefan Grosskinsky