Related papers: Interacting particle approximation of cross-diffus…
By means of a particle model that includes interactions only via the local particle concentration, we show that hyperballistic diffusion may result. This is done by findng the exact solution of the corresponding non-linear diffusion…
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…
We provide a quantitative asymptotic analysis for the nonlinear Vlasov--Poisson--Fokker--Planck system with a large linear friction force and high force-fields. The limiting system is a diffusive model with nonlocal velocity fields often…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
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…
This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…
In this paper, we derive rigorously a non-local cross-diffusion system from an interacting stochastic many-particle system in the whole space. The convergence is proved in the sense of probability by introducing an intermediate particle…
The influence of crowding on the diffusion of tagged particles in a dense medium is investigated in the framework of a mean-field model, derived in the continuum limit from a microscopic stochastic process with exclusion. The probability…
We consider systems of agents interacting through topological interactions. These have been shown to play an important part in animal andhuman behavior. Precisely, the system consists of a finite number of particles characterized by their…
We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion process that is influenced by the neighboring nodes. The…
We study a nonlocal adhesion model for two interacting tumor cell phenotypes, combining diffusion, pairwise interactions, and random phenotypic switching. The system admits a microscopic diffusion--jump particle description whose mean-field…
In this paper, we investigate the existence of solution for systems of Fokker-Planck equations coupled through a common nonlinear congestion. Two different kinds of congestion are considered: a porous media congestion or \textit{soft}…
An $L^2(R^d)$-valued stochastic N-interacting particle systems is investigated. Existence and uniqueness of solutions for the degenerate nonlinear Fokker-Planck equation for probability measures that corresponds to the mean field limit…
We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…
Many mathematical models for biological phenomena, such as the spread of diseases, are based on reaction-diffusion equations for densities of interacting cell populations. We present a consistent derivation of reaction-diffusion equations…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
We consider a system of $N$ interacting particles, governed by transport and diffusion, that converges in a mean-field limit to the solution of a McKean-Vlasov equation. From the observation of a trajectory of the system over a fixed time…
Using the scheme of mesoscopic nonequilibrium thermodynamics, we construct the one- and two- particle Fokker-Planck equations for a system of interacting Brownian particles. By means of these equations we derive the corresponding balance…
We introduce a one-dimensional stochastic system where particles perform independent diffusions and interact through pairwise coagulation events, which occur at a nontrivial rate upon collision. Under appropriate conditions on the diffusion…
We consider a class of particle systems which appear in various applications such as approximation theory, plasticity, potential theory and space-filling designs. The positions of the particles on the real line are described as a global…