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We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…

Analysis of PDEs · Mathematics 2025-05-13 François Delarue , Alvin Tse

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

Probability · Mathematics 2016-04-27 Ioannis Kontoyiannis , Sean P. Meyn

We derive a microscopic theory of glassy dynamics based on the transport of voids by micro-string motions, each of which involves particles arranged in a line hopping simultaneously displacing one another. Disorder is modeled by a random…

Disordered Systems and Neural Networks · Physics 2018-03-02 Chi-Hang Lam

We study an optimal control problem of McKean--Vlasov branching diffusion processes, in which the interaction term is determined by the marginal measure induced by all alive particles in the system. Accordingly, the value function is…

Optimization and Control · Mathematics 2025-12-02 Julien Claisse , Jiazhi Kang , Tianxu Lan , Xiaolu Tan

We establish a local martingale $M$ associate with $f(X,Y)$ under some restrictions on $f$, where $Y$ is a process of bounded variation (on compact intervals) and either $X$ is a jump diffusion (a special case being a L\'evy process) or $X$…

Probability · Mathematics 2017-11-22 Offer Kella , Marc Yor

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…

Probability · Mathematics 2022-10-18 Ankan Ganguly , Kavita Ramanan

We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…

Statistical Mechanics · Physics 2016-08-31 Umberto Marini Bettolo Marconi , Pedro Tarazona

We present a theoretical analysis of the dynamic structure factor (DSF) of a liquid at and below the mode coupling critical temperature $T_c$, by developing a self-consistent theoretical treatment which includes the contributions both from…

Statistical Mechanics · Physics 2007-05-23 Sarika Maitra Bhattacharyya , Biman Bagchi , Peter G. Wolynes

In the framework of irreversible thermodynamics, we study autonomous systems of reaction-diffusion equations to show how the entropy and free energy of an open and irreversible reactor depend on concentrations. To do this, we find a…

Statistical Mechanics · Physics 2022-07-13 Aldo Ledesma-Durán , Iván Santamaría-Holek

Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…

Statistical Mechanics · Physics 2026-04-21 Lars Torbjørn Stutzer , Cai Dieball , Aljaž Godec

We study the homogeneous turbulence in the presence of a constant average velocity gradient in an infinite fluid domain, with a novel finite-scale Lyapunov analysis, presented in a previous work dealing with the homogeneous isotropic…

Fluid Dynamics · Physics 2015-03-17 Nicola de Divitiis

In this commentary, we respond to a technical analysis of the Free Energy Principle (hereafter: FEP) presented in "How particular is the physics of the Free Energy Principle" by Aguilera et al. In the target article, the authors analyzed…

Statistical Mechanics · Physics 2022-07-13 Conor Heins , Lancelot Da Costa

Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…

Probability · Mathematics 2020-07-28 Florian Bechtold , Fabio Coppini

Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…

Probability · Mathematics 2019-01-18 Son L. Nguyen , George Yin , Tuan A. Hoang

The behavior of the self diffusion constant of Langevin particles interacting via a pairwise interaction is considered. The diffusion constant is calculated approximately within a perturbation theory in the potential strength about the bare…

Soft Condensed Matter · Physics 2009-11-10 D. S. Dean , A. Lefèvre

We investigate energy diffusion in long-range interacting spin systems, where the interaction decays algebraically as $V(r) \propto r^{-\alpha}$ with the distance $r$ between the sites. We consider prototypical spin systems, the transverse…

Statistical Mechanics · Physics 2025-10-07 Hideaki Nishikawa , Keiji Saito

Kirchhoff's matrix tree theorem is a well-known result that gives a formula for the number of spanning trees in a finite, connected graph in terms of the graph Laplacian matrix. A closely related result is Wilson's algorithm for putting the…

Probability · Mathematics 2013-06-11 Michael J. Kozdron , Larissa M. Richards , Daniel W. Stroock

In this work, we study the extended Falicov-Kimball model at half-filling within the Hartree-Fock approach (HFA) (for various crystal lattices) and compare the results obtained with the rigorous ones derived within the dynamical mean field…

Strongly Correlated Electrons · Physics 2020-11-17 Konrad Jerzy Kapcia , Romuald Lemański , Marcin Jakub Zygmunt

We introduce regenerative tree growth processes as consistent families of random trees with n labelled leaves, n>=1, with a regenerative property at branch points. This framework includes growth processes for exchangeably labelled Markov…

Probability · Mathematics 2013-09-30 Jim Pitman , Douglas Rizzolo , Matthias Winkel

Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in $\mathbf {R}^m$ in the presence of a random environment and…

Probability · Mathematics 2014-07-03 Eric Luçon , Wilhelm Stannat
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