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Swarms of large numbers of agents appear in many biological and engineering fields. Dynamic bi-stability of co-existing spatio-temporal patterns has been observed in many models of large population swarms. However, many reduced models for…
The existence and uniqueness are proved for the global positive solution to the system of stochastic differential equations describing a two-species mutualism model disturbed by the white noise, the centered and non-centered Poisson noises.…
We present a novel approach allowing the study of rare events like fixation under fluctuating environments, modeled as extrinsic noise, in evolutionary processes characterized by the dominance of one species. Our treatment consists of…
A continuum model for a population of self-propelled particles interacting through nematic alignment is derived from an individual-based model. The methodology consists of introducing a hydrodynamic scaling of the corresponding mean-field…
Mean field theory is a device to analyze the collective behavior of a dynamical system comprising many interacting particles. The theory allows to reduce the behavior of the system to the properties of a handful of parameters. In neural…
A model for the evolution of a large population interacting system is considered in which a marked Poisson processes influences their evolution, together with a Brownian motion. Mean field McKean-Vlasov limits of such system are formulated…
In many stochastic games stemming from financial models, the environment evolves with latent factors and there may be common noise across agents' states. Two classic examples are: (i) multi-agent trading on electronic exchanges, and (ii)…
We consider large systems of stochastic interacting particles through discontinuous kernels which has vision geometrical constrains. We rigorously derive a Vlasov-Fokker-Planck type of kinetic mean-field equation from the corresponding…
As a rough model for the collective motions of cells and organisms we develop here the statistical mechanics of swarms of self-propelled particles. Our approach is closely related to the recently developed theory of active Brownian motion…
A canonical foraging task is the patch-leaving problem, in which a forager must decide to leave a current resource in search for another. Theoretical work has derived optimal strategies for when to leave a patch, and experiments have tested…
We study the mean field limit of a rank-based model with common noise, which arises as an extension to models for the market capitalization of firms in stochastic portfolio theory. We show that, under certain conditions on the drift and…
We consider mean-field models for data--clustering problems starting from a generalization of the bounded confidence model for opinion dynamics. The microscopic model includes information on the position as well as on additional features of…
Recent developments in automated tracking allow uninterrupted, high-resolution recording of animal trajectories, sometimes coupled with the identification of stereotyped changes of body pose or other behaviors of interest. Analysis and…
Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system,…
We develop the theory of canonical-dissipative systems, based on the assumption that both the conservative and the dissipative elements of the dynamics are determined by invariants of motion. In this case, known solutions for conservative…
We propose a model based on coupled multiplicative stochastic processes to understand the dynamics of competing species in an ecosystem. This process can be conveniently described by a Fokker-Planck equation. We provide an analytical…
We present a model of soft active particles that leads to a rich array of collective behavior found also in dense biological swarms of bacteria and other unicellular organisms. Our model uses only local interactions, such as Vicsek-type…
This paper explores a stochastic Gause predator-prey model with bounded or sub-linear functional response. The model, described by a system of stochastic differential equations, captures the influence of stochastic fluctuations on…
We consider the Cucker-Smale system with multiplicative noise in a harmonic potential field and investigate the effect of harmonic potential field. In the presence of external potential force, the system is expected to emerge into almost…
We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…