Related papers: From Stochastic Hamiltonian Systems to Stochastic …
We derive stochastic compressible Euler Equation from a Hamiltonian microscopic dynamics. We consider systems of interacting particles with H\"older noise and potential whose range is large in comparison with the typical distance between…
We propose a mathematical derivation of stochastic compressible Navier-Stokes equation. We consider many-particle systems with a Hamiltonian dynamics supplemented by a friction term and environmental noise. Both the interaction potential…
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.…
We consider a finite number of particles characterised by their positions and velocities. At random times a randomly chosen particle, the follower, adopts the velocity of another particle, the leader. The follower chooses its leader…
Starting from a many-body classical system governed by a trace-form entropy we derive, in the stochastic quantization picture, a family of non linear and non-Hermitian Schroedinger equations describing, in the mean filed approximation, a…
We consider the dynamics of finite systems of point masses which move along the real line. We suppose the particles interact pairwise and undergo perfectly inelastic collisions when they collide. In particular, once particles collide, they…
We investigate quantum systems perturbed by noise in the form of repeated interactions between the system and the environment. As the number of interactions (aka time steps) tends to infinity, we show, following the works by Pellegrini,…
The decomposition of the energy of a compressible fluid parcel into slow (deterministic) and fast (stochastic) components is interpreted as a stochastic Hamiltonian interacting particle system (HIPS). It is shown that the McKean-Vlasov…
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…
This paper is concerned with a fluid-particle system given by the incompressible Navier-Stokes equations coupled with the Vlasov(-Fokker-Planck) equation through a drag force. Such a model arises naturally in the study of aerosols, sprays,…
The dynamics of the spin-boson Hamiltonian is considered in the stochastic approximation. The Hamiltonian describes a two-level system coupled to an environment and is widely used in physics, chemistry and the theory of quantum measurement.…
We consider a Hamiltonian system of particles, interacting through of a smooth pair potential. We look at the system on a space scale of order {\epsilon}^1, times of order {\epsilon}^2, and mean velocities of order {\epsilon}, with…
We consider a statistical limit of solutions to the compressible Navier--Stokes system in the high Reynolds number regime in a domain exterior to a rigid body. We investigate to what extent this highly turbulent regime can be modeled by an…
Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…
In recent years, there has been considerable interest in understanding the motion in Hamiltonian systems when phase space is divided into stochastic and integrable regions. This paper studies one aspect of this problem, namely, the motion…
The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…
The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a…
Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…
This contribution presents a derivation of the steady-state distribution of velocities and distances of driven particles on a onedimensional periodic ring. We will compare two different situations: (i) symmetrical interaction forces…
In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…