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We study Langevin-type algorithms for sampling from Gibbs distributions such that the potentials are dissipative and their weak gradients have finite moduli of continuity not necessarily convergent to zero. Our main result is a…

Statistics Theory · Mathematics 2024-03-01 Shogo Nakakita

We find some new results regarding the existence, uniqueness, boundedness, stability and attractivity of the solutions of a class of initial-boundary-value problems characterized by a quasi-linear third order equation which may have…

Mathematical Physics · Physics 2012-09-28 Armando D'Anna , Gaetano Fiore

In this work, we study a stochastic system of N particles associated with the parabolic-parabolic Keller-Segel system. This particle system is singular and non Markovian in that its drift term depends on the past of the particles. When the…

Probability · Mathematics 2023-05-24 Nicolas Fournier , Milica Tomasevic

We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains.…

Statistical Mechanics · Physics 2016-07-20 Stephane Redon , Gabriel Stoltz , Zofia Trstanova

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

We formulate and prove a very general relative version of the Dobrushin-Lanford-Ruelle theorem which gives conditions on constraints of configuration spaces over a finite alphabet such that for every absolutely summable relative…

Mathematical Physics · Physics 2020-05-07 Sebastián Barbieri , Ricardo Gómez , Brian Marcus , Siamak Taati

Dynamics of non-Markovian systems is a classic problem yet it attracts an everlasting activity in physics and beyond. A powerful tool for modeling such setups is the Generalized Langevin Equation, however, its analysis typically poses a…

Statistical Mechanics · Physics 2024-10-29 Mateusz Wiśniewski , Jakub Spiechowicz

The non-Markovian dynamics of open quantum systems is still a challenging task, particularly in the non-perturbative regime at low temperatures. While the Stochastic Liouville-von Neumann equation (SLN) provides a formally exact tool to…

Statistical Mechanics · Physics 2016-12-21 Michael Wiedmann , Jürgen T. Stockburger , Joachim Ankerhold

This article examines large time behaviour of finite state mean-field interacting particle systems. Our first main result is a sharp estimate (in the exponential scale) on the time required for convergence of the empirical measure process…

Probability · Mathematics 2021-03-02 Sarath Yasodharan , Rajesh Sundaresan

The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…

Probability · Mathematics 2007-05-23 Michael Blank , Sergey Pirogov

The long-time asymptotics is analyzed for all finite energy solutions to a model U(1)-invariant nonlinear Klein-Gordon equation in one dimension, with the nonlinearity concentrated at a point. Our main result is that each finite energy…

Analysis of PDEs · Mathematics 2007-05-23 Alexander Komech , Andrew Komech

Statistical systems composed of atoms interacting with each other trough nonintegrable interaction potentials are considered. Examples of these potentials are hard-core potentials and long-range potentials, for instance, the Lennard-Jones…

Statistical Mechanics · Physics 2016-08-03 V. I. Yukalov

We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…

Probability · Mathematics 2024-10-16 Carla Crucianelli , Ludovic Tangpi

In this paper, we present some asymptotic properties of the normalized inverse-Gaussian process. In particular, when the concentration parameter is large, we establish an analogue of the empirical functional central limit theorem, the…

Statistics Theory · Mathematics 2012-06-29 Luai Al Labadi , Mahmoud Zarepour

We study the dynamics of localized pulses in the complex cubic-quintic Ginzburg-Landau (GL) equation with strong nonlinearity management. The generalized complex GL equation, averaged over rapid modulations of the nonlinearity, is derived.…

Pattern Formation and Solitons · Physics 2020-12-22 Fatkhulla Kh. Abdullaev , Sadulla Sh. Tadjimuratov , Abdulaziz A. Abdumalikov

In this paper, we study a general class of inhomogeneous kinetic models that unifies fundamental models in both the statistical physics of particles and of waves, namely the kinetic Boltzmann equations and the kinetic wave equations, in…

Analysis of PDEs · Mathematics 2026-04-10 Manh Hong Duong , Zihui He

We give a complete study of the asymptotic behavior of a simple model of alignment of unit vectors, both at the level of particles , which corresponds to a system of coupled differential equations, and at the continuum level, under the form…

Analysis of PDEs · Mathematics 2018-10-17 Amic Frouvelle , Jian-Guo Liu

For finite interacting particle systems with strong repulsing-attracting or general interactions, we prove global weak well-posedness almost up to the critical threshold of the strengths of attracting interactions (independent of the number…

Probability · Mathematics 2024-08-05 Damir Kinzebulatov

The evolution of finitely many particles obeying Langevin dynamics is described by Dean-Kawasaki equations, a class of stochastic equations featuring a non-Lipschitz multiplicative noise in divergence form. We derive a regularised…

Probability · Mathematics 2019-09-10 Federico Cornalba , Tony Shardlow , Johannes Zimmer

We consider Glauber-type stochastic dynamics of continuous systems \cite{BCC02}, \cite{KL03}, a particular case of spatial birth-and-death processes. The dynamics is defined by a Markov generator in such a way that Gibbs measures of Ruelle…

Mathematical Physics · Physics 2007-05-23 Yuri G. Kondratiev , Maria João Oliveira