Related papers: From Stochastic Hamiltonian Systems to Stochastic …
We study the stationary nonequilibrium states of N point particles moving under the influence of an electric field E among fixed obstacles (discs) in a two dimensional torus. The total kinetic energy of the system is kept constant through a…
We consider the integrable family of symmetric boundary-driven interacting particle systems that arise from the non-compact XXX Heisenberg model in one dimension with open boundaries. In contrast to the well-known symmetric exclusion…
We consider physical Hamiltonians that can be represented by the multiparametric Gaussian ensembles, theoretically derive the state ensembles for its eigenstates and analyze the effect of varying system conditions on its bipartite…
Stochastic filtering is defined as the estimation of a partially observed dynamical system. A massive scientific and computational effort is dedicated to the development of numerical methods for approximating the solution of the filtering…
We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…
We explore quantitative descriptors that herald when a many-particle system in $d$-dimensional Euclidean space $\mathbb{R}^d$ approaches a hyperuniform state as a function of the relevant control parameter. We establish quantitative…
We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which we observe multiple independent trajectories of the…
Hamilton variational principle for special type of statistical ensemble of deterministic dynamical systems is derived. Thie form of variational principle allows one to describe the statistical ensemble in terms of wave functions and…
We propose an open-boundary molecular dynamics method in which an atomistic system is in contact with an infinite particle reservoir at constant temperature, volume and chemical potential. In practice, following the Hamiltonian adaptive…
We consider compressible pressureless fluid flows in Lagrangian coordinates in one space dimension. We assume that the fluid self-interacts through a force field generated by the fluid itself. We explain how this flow can be described by a…
We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…
Hamiltonian mechanics describes the evolution of a system through its Hamiltonian. The Hamiltonian typically also represents the energy observable, a Noether-conserved quantity associated with the time-invariance of the law of evolution. In…
In this paper, we study a system of $M$ particles interacting with a reservoir of $N$ particles, where $N >> M$, and compare this setup to one where the $M$-particle system interacts with a thermostat of infinite particles. Our goal is to…
There has been recently a lot of interest in the analysis of the Stein gradient descent method, a deterministic sampling algorithm. It is based on a particle system moving along the gradient flow of the Kullback-Leibler divergence towards…
We discuss a stochastic particle system consisting of a two-dimensional array of particles living in one space dimension. The stochastic evolution bears a certain similarity to Hammersley's process, and the particle interaction is governed…
We construct a relativistically covariant stochastic model for systems of non-interacting spinless particles whose number undergoes random fluctuations. The model is compared with the canonical quantization of the free scalar field in the…
We consider a class of models describing a quantum oscillator in interaction with an environment. We show that models of continuous spontaneous localization based on a stochastic Schr\"odinger equation can be derived as an approximation to…
We prove that there exists a class of non-stationary solutions to the Einstein-Euler equations which have a Newtonian limit. The proof of this result is based on a symmetric hyperbolic formulation of the Einstein-Euler equations which…
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…