Related papers: From Stochastic Hamiltonian Systems to Stochastic …
We consider a basic stochastic particle system consisting of $N$ identical particles with isotropic $k$-particle synchronization, $k\geq 2$. In the limit when both number of particles $N$ and time $t=t(N)$ grow to infinity we study an…
An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…
We propose a conservative two-dimensional particle model in which particles carry a continuous and classical spin. The model includes standard ferromagnetic interactions between spins of two different particles, and a nonstandard coupling…
We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…
We consider a physical system comprising discrete massive particles on the real line whose trajectories interact via perfectly inelastic collision, also known as sticky particles. It turns out that polygons formed in a convex "cumulative…
Stochastic evolution underpins several approaches to the dynamics of open quantum systems, such as random modulation of Hamiltonian parameters, the stochastic Schrodinger equation (SSE), and the stochastic Liouville equation (SLE). These…
Convergence of particle systems to the Vlasov-Navier-Stokes equations is a difficult topic with only fragmentary results. Under a suitable modification of the classical Stokes drag force interaction, here a partial result in this direction…
The stochastic approach to the determination of the largest Lyapunov exponent of a many-particle system is tested in the so-called mean-field XY-Hamiltonians. In weakly chaotic regimes, the stochastic approach relates the Lyapunov exponent…
The method of obtaining of Vlasov-type equations for systems of interacting massive charged particles from the general relativistic Einstein-Hilbert action is considered. An effective approach to synchronizing the proper times of various…
The conserved Kuramoto-Sivashinsky (CKS) equation, u_t = -(u+u_xx+u_x^2)_xx, has recently been derived in the context of crystal growth, and it is also strictly related to a similar equation appearing, e.g., in sand-ripple dynamics. We show…
We consider infinite particle system on the positive half-line moving independently of each other. When a particle hits the boundary it immediately disappears, and the boundary moves to the right on some fixed quantity (particle size). We…
We propose a stochastic description of the dynamics of a Bose-Einstein condensate within the context of Nelson stochastic mechanics. We start from the $N$ interacting conservative diffusions, associated with the $N$ Bose particles, and take…
Two fundamental models in plasma physics are given by the Vlasov-Maxwell-Boltzmann system and the compressible Euler-Maxwell system which both capture the complex dynamics of plasmas under the self-consistent electromagnetic interactions at…
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,…
Stochastic dynamics of a quantum system driven by $N$ statistically independent random sudden quenches in a fixed time interval is studied. We reveal that with growing $N$ the system approaches a deterministic limit indicating…
We consider the motion of a large number of heavy particles in a Newtonian fluid occupying a bounded spatial domain. When we say "heavy", we mean a particle with a mass density that approaches infinity at an appropriate rate as its radius…
We develop an approximate second quantization method for describing the many-particle systems in the presence of bound states of particles at low energies (the kinetic energy of particles is small in comparison to the binding energy of…
We study a stochastic particle system which models the time evolution of the ranking of books by online bookstores (e.g., Amazon). In this system, particles are lined in a queue. Each particle jumps at random jump times to the top of the…
We determine filtering and master equations for a quantum system interacting with wave packet of light in a continuous-mode squeezed number state. We formulate the problem of conditional evolution of a quantum system making use of model of…
We study infinite systems of particles which undergo coalescence and fragmentation, in a manner determined solely by their masses. A pair of particles having masses $x$ and $y$ coalesces at a given rate $K(x,y)$. A particle of mass $x$…