Related papers: Variational interacting particle systems and Vlaso…
We are interested in exploring interacting particle systems that can be seen as microscopic models for a particular structure of coupled transport flux arising when different populations are jointly evolving. The scenarios we have in mind…
We establish uniqueness for a class of first-order Hamilton-Jacobi equations with Hamiltonians that arise from the large deviations of the empirical measure and empirical flux pair of weakly interacting Markov jump processes. As a corollary…
In this paper we investigate a class of variational reaction-diffusion systems with strong competition driven by beyond-pairwise interactions. The model involves $d$ nonnegative components interacting through $k$-wise terms, with $3 \leq k…
We prove a maximality theorem for one-parameter dynamical systems including multiplier one-parameter dynamical systems. Our main result is new even for one-parameter actions on commutative multiplier algebras including the algebra of…
A fluid-particle system of the inhomogeneous Navier-Stokes equations and Vlasov equation in the three dimensional space is considered in this paper. The coupling arises from the drag force in the fluid equations and the acceleration in the…
This paper deals with the general discounted impulse control problem of a piecewise deterministic Markov process. We investigate a new family of epsilon-optimal strategies. The construction of such strategies is explicit and only…
We consider the dynamics of particle systems where the particles are confined by impenetrable barriers to a bounded, possibly non-convex domain $\Omega$. When particles hit the boundary, we consider an instant change in velocity, which…
We consider a variational problem related to the shape of charged liquid drops at equilibrium. We show that this problem never admits global minimizers with respect to $L^1$ perturbations preserving the volume. This leads us to study it in…
A new pairwise cost function is proposed for the optimal transport barycenter problem, adopting the form of the minimal action between two points, with a Lagrangian that takes into account an underlying probability distribution. Under this…
The article considers systems of interacting particles on networks with adaptively coupled dynamics. Such processes appear frequently in natural processes and applications. Relying on the notion of graph convergence, we prove that for large…
Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…
We explore the conditions on a pair interaction for the validity of the Vlasov equation to describe the dynamics of an interacting $N$ particle system in the large $N$ limit. Using a coarse-graining in phase space of the exact Klimontovich…
A classical approach for the analysis of the longtime behavior of Markov processes is to consider suitable Lyapunov functionals like the variance or more generally $\Phi$-entropies. Via purely analytic arguments it can be shown that these…
We introduce the problem of minimal actuator placement in a linear control system so that a bound on the minimum control effort for a given state transfer is satisfied while controllability is ensured. We first show that this is an NP-hard…
We review probabilistic approaches to the Gross-Pitaevskii theory describing interacting dilute systems of particles. The main achievement are large deviations principles for the mean occupation measure of a large system of interacting…
We propose notions of minimax and viscosity solutions for a class of fully nonlinear path-dependent PDEs with nonlinear, monotone, and coercive operators on Hilbert space. Our main result is well-posedness (existence, uniqueness, and…
We consider a mixed variational problem in real Hilbert spaces, defined on on the unbounded interval of time and governed by a history-dependent operator. We state the unique solvability of the problem, which follows from a general…
We establish new results for path-dependent Hamilton-Jacobi equations with nonlinear monotone, and coercive operators on Hilbert space, which were initially studied in Bayraktar and Keller [J. Funct. Anal., 275 (8) (2018), pp. 2096-2161].…
Many decision problems in economics, information technology, and industry can be transformed to an optimal stopping of adapted random vectors with some utility function over the set of Markov times with respect to filtration build by the…
This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a…