Related papers: ISDE with logarithmic interaction and characterist…
We construct a solution for the $1d$ integro-differential stationary equation derived from a finite-volume version of the mesoscopic model proposed in [G. B. Giacomin, J. L. Lebowitz, "Phase segregation dynamics in particle system with long…
We investigate the dynamical spreading of spatial correlations after a quantum quench starting from a magnetically disordered state in the transverse-field Ising model at one (1D) and two spatial dimensions (2D). We analyze specifically the…
For generalized 2D Ising model in an external magnetic field with the interaction of nearest neighbors, next nearest neighbors, all kinds of triple interactions and the quadruple interaction the formulas for finding free energy per lattice…
We discuss a method to solve models with long-range interactions in the microcanonical and canonical ensemble. The method closely follows the one introduced by Ellis, Physica D 133, 106 (1999), which uses large deviation techniques. We show…
In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic,…
A key property of the linear Boltzmann semiconductor model is that as the collision frequency tends to infinity, the phase space density $f = f(x,v,t)$ converges to an isotropic function $M(v)\rho(x,t)$, called the drift-diffusion limit,…
We formulate a class of velocity-free finite-particle methods for mass transport problems based on a time-discrete incremental variational principle that combines entropy and the cost of particle transport, as measured by the Wasserstein…
We revisit the integer lattice (IL) method to numerically solve the Vlasov-Poisson equations, and show that a slight variant of the method is a very easy, viable, and efficient numerical approach to study the dynamics of self-gravitating,…
We study the ferromagnetic random field Ising model (RFIM) on a graph $G=(V,E)$ having maximal degree $\Delta$, where the external field at each vertex is an i.i.d. random variable. When the random field distribution is sufficiently…
We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does…
Although diffusion models have successfully extended to function-valued data, stochastic interpolants -- which offer a flexible way to bridge arbitrary distributions -- remain limited to finite-dimensional settings. This work bridges this…
The path-integral representation of Smoluchowski equation is exploited to explore the stochastic dynamics of a tagged Brownian particle within an interacting system where hydrodynamic effects are neglected. In particular, this formalism is…
In this paper, we consider nonlinear diffusion processes driven by space-time white noises, which have an interpretation in terms of partial differential equations. For a specific choice of coefficients, they correspond to the Landau…
We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the…
We consider in this work the convergence of a split-step Euler type scheme (SSM) for the numerical simulation of interacting particle Stochastic Differential Equation (SDE) systems and McKean-Vlasov Stochastic Differential Equations…
Non-reciprocal interactions are a generic feature of non-equilibrium systems. We define a non-reciprocal generalization of the kinetic Ising model in one spatial dimension. We solve the model exactly using two different approaches for…
In this paper, we consider the density estimation problem associated with the stationary measure of ergodic It\^o diffusions from a discrete-time series that approximate the solutions of the stochastic differential equations. To take an…
In this work we study the transport properties of non-interacting overdamped particles, moving on tilted disordered potentials, subjected to Gaussian white noise. We give exact formulas for the drift and diffusion coefficients for the case…
This paper studies open-loop equilibriums for a general class of time-inconsistent stochastic control problems under jump-diffusion SDEs with deterministic coefficients. Inspired by the idea of Four-Step-Scheme for forward-backward…
We establish well-posedness for a class of systems of SDEs with non-Lipschitz coefficients in the diffusion and jump terms and with two sources of interdependence: a monotone function of all the components in the drift of each SDE and the…