Related papers: Non-Equilibrium Fluctuations for a Spatial Logisti…
We consider a chain of particles connected by an-harmonic springs, with a boundary force (tension) acting on the last particle, while the first particle is kept pinned at a point. The particles are in contact with stochastic heat baths,…
We obtain the hydrodynamic limit of one-dimensional interacting particle systems describing the macroscopic evolution of the density of mass in infinite volume from the microscopic dynamics. The processes are weak pertubations of the…
We consider population models in which the individuals reproduce, die and also migrate in space. The population size scales according to some parameter $N$, which can have different interpretations depending on the context. Each individual…
We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction…
We introduce a novel linear transport equation that models the evolution of a one-particle distribution subject to free transport and two distinct scattering mechanisms: one affecting the particle's speed and the other its direction. These…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…
This paper analyzes stochastic networks consisting of a set of finite capacity sites where different classes of individuals move according to some routing policy. The associated Markov jump processes are analyzed under a thermodynamic limit…
We study gradient drift-diffusion processes on a probability simplex set with finite state Wasserstein metrics, namely finite state Wasserstein common noises. A fact is that the Kolmogorov transition equation of finite reversible Markov…
In contrast with the understanding of fluctuation symmetries for entropy production, similar ideas applied to the time-symmetric fluctuation sector have been less explored. Here we give detailed derivations of time-symmetric fluctuation…
We study the hydrodynamic and the hydrostatic behavior of the Simple Symmetric Exclusion Process with \emph{slow boundary}. The term \emph{slow boundary} means that particles can be born or die at the boundary sites, at a rate proportional…
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
The one-dimensional symmetric exclusion process, the simplest interacting particle process, is a lattice-gas made of particles that hop symmetrically on a discrete line respecting hard-core exclusion. The system is prepared on the infinite…
We tackle a nonlinear optimal control problem for a stochastic differential equation in Euclidean space and its state-linear counterpart for the Fokker-Planck-Kolmogorov equation in the space of probabilities. Our approach is founded on a…
We show, for a class of discrete Fleming-Viot (or Moran) type particle systems, that the convergence to the equilibrium is exponential for a suitable Wassertein coupling distance. The approach provides an explicit quantitative estimate on…
Motivated by modeling the dynamics of a population living in a flowing medium where the environmental factors are random in space, we have studied an asymmetric variant of the one-dimensional contact process, where the quenched random…
Evolutions of the trading landscape lead to the capability to exchange the same financial instrument on different venues. Because of liquidity issues, the trading firms split large orders across several trading destinations to optimize…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
Using the method of nonequilibrium statistical operator by Zubarev, an approach is proposed for the description of kinetics which takes into account the nonlinear hydrodynamic fluctuations for a quantum Bose system. Non-equilibrium…
We give an exponentially-accurate normal form for a Lagrangian particle moving in a rotating shallow-water system in the semi-geostrophic limit, which describes the motion in the region of an exponentially-accurate slow manifold (a region…