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We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…

Analysis of PDEs · Mathematics 2025-03-18 Jesus Correa , Christian Olivera

The purpose of this article is to investigate the emergence of cross-diffusion in the time evolution of two slow-fast species in competition. A class of triangular cross-diffusion system is obtained as the singular limit of a fast…

Analysis of PDEs · Mathematics 2025-06-25 Elisabetta Brocchieri , Lucilla Corrias

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…

Probability · Mathematics 2021-12-07 Arianna Giunti , Chenlin Gu , Jean-Christophe Mourrat

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.…

Computational Physics · Physics 2024-06-19 Wenlong Wang

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

Machine Learning · Computer Science 2025-09-03 Andrea Montanari

One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…

Statistical Mechanics · Physics 2015-06-18 Jean-Yves Fortin

Many probabilistic inference problems such as stochastic filtering or the computation of rare event probabilities require model analysis under initial and terminal constraints. We propose a solution to this bridging problem for the widely…

Systems and Control · Electrical Eng. & Systems 2021-05-28 Michael Backenköhler , Luca Bortolussi , Gerrit Großmann , Verena Wolf

We investigate a recently proposed cross-diffusion system modelling the growth of gliobastoma taking into account size exclusion both in the migration and proliferation process. In addition to degenerate nonlinear cross-diffusion the model…

Analysis of PDEs · Mathematics 2017-10-12 Martin Burger , Patricia Friele , Jan-Frederik Pietschmann

A population genetics model based on a multitype branching process, or equivalently a Galton-Watson branching process for multiple alleles, is pre- sented. The diffusion limit forward Kolmogorov equation is derived for the case of neutral…

Populations and Evolution · Quantitative Biology 2018-02-21 Conrad J. Burden , Yi Wei

Nonlocal cross-diffusion systems on the torus, arising in population dynamics and neuroscience, are analyzed. The global existence of weak solutions, the weak-strong uniqueness, and the localization limit are proved. The kernels are assumed…

Analysis of PDEs · Mathematics 2021-09-28 Ansgar Jüngel , Stefan Portisch , Antoine Zurek

In this work we present the convergence of a positivity preserving semi-discrete finite volume scheme for a coupled system of two non-local partial differential equations with cross-diffusion. The key to proving the convergence result is to…

Numerical Analysis · Mathematics 2020-04-13 José A. Carrillo , Francis Filbet , Markus Schmidtchen

We study a one-dimensional cross-diffusion system for two interacting populations on the torus, with a fast-diffusion law with exponent $0< \alpha\le 1$ and different external potentials. For arbitrary non-negative $L^{1}$ initial data with…

Analysis of PDEs · Mathematics 2025-10-10 Charles Elbar , Filippo Santambrogio

In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…

Probability · Mathematics 2024-03-27 Kai Du , Yunzhang Li , Yuyang Ye

Consider a graph where the sites are distributed in space according to a Poisson point process on $\mathbb R^n$. We study a population evolving on this network, with individuals jumping between sites with a rate which decreases…

Probability · Mathematics 2023-04-05 Vincent Bansaye , Michele Salvi

The nonlocal Fisher equation is a diffusion-reaction equation with a nonlocal quadratic competition, which describes the reaction between distant individuals. This equation arises in evolutionary biological systems, where the arena for the…

Pattern Formation and Solitons · Physics 2018-04-25 Yehuda A. Ganan , David A. Kessler

We propose a novel method for sampling and optimization tasks based on a stochastic interacting particle system. We explain how this method can be used for the following two goals: (i) generating approximate samples from a given target…

Dynamical Systems · Mathematics 2021-11-05 J. A. Carrillo , F. Hoffmann , A. M. Stuart , U. Vaes

In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…

Probability · Mathematics 2022-06-24 Alex Infanger , Peter W. Glynn

Given a reaction-advection-diffusion system modelling the sulphation phenomenon, we derive a single regularised non-conservative and path-dependent nonlinear partial differential equation and propose a probabilistic interpretation via a…

Probability · Mathematics 2025-10-14 Daniela Morale , Leonardo Tarquini , Stefania Ugolini

To understand the long-run behavior of Markov population models, the computation of the stationary distribution is often a crucial part. We propose a truncation-based approximation that employs a state-space lumping scheme, aggregating…

Machine Learning · Statistics 2021-05-05 Michael Backenköhler , Luca Bortolussi , Gerrit Großmann , Verena Wolf

For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…

Probability · Mathematics 2025-11-03 Nicolai Jurek Gerber , Franca Hoffmann , Urbain Vaes