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We study a class of one-dimensional particle systems with true (Bird type) binary interactions, which includes Kac's model of the Boltzmann equation and nonlinear equations for the evolution of wealth distribution arising in kinetic…

Probability · Mathematics 2016-05-05 Roberto Cortez , Joaquin Fontbona

We address the interaction of single- and two-qubit systems with external fluctuating transverse fields and analyze in details the dynamical decoherence induced by Gaussian and non-Gaussian noise, e.g. random telegraph noise (RTN). Upon…

Quantum Physics · Physics 2016-01-14 Matteo A. C. Rossi , Matteo G. A. Paris

This work focuses on the mean field stochastic partial differential equations with nonlinear kernels. We first prove the existence and uniqueness of strong and weak solutions for mean field stochastic partial differential equations in the…

Probability · Mathematics 2025-08-19 Wei Hong , Shihu Li , Wei Liu

We study an interacting particle system in $\mathbf{R}^d$ motivated by Stein variational gradient descent [Q. Liu and D. Wang, NIPS 2016], a deterministic algorithm for sampling from a given probability density with unknown normalization.…

Analysis of PDEs · Mathematics 2018-11-07 Jianfeng Lu , Yulong Lu , James Nolen

We consider a class of particle systems described by differential equations (both stochastic and deterministic), in which the interaction network is determined by the realization of an Erd\H{o}s-R\'enyi graph with parameter $p_n\in (0, 1]$,…

Probability · Mathematics 2019-08-06 Fabio Coppini , Helge Dietert , Giambattista Giacomin

In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…

Probability · Mathematics 2007-05-23 Matteo Ortisi

Based on a class of moderately interacting particle systems, we establish a quantitative approximation for density-dependent McKean-Vlasov SDEs and the corresponding nonlinear, nonlocal PDEs. The SDE is driven by both Brownian motion and…

Probability · Mathematics 2025-04-02 Ke Song , Zimo Hao , Mingkun Ye

We derive an asymptotic log-Harnack inequality for nonlinear monotone SPDE driven by possibly degenerate multiplicative noise. Our main tool is the asymptotic coupling by the change of measure. As an application, we show that, under certain…

Probability · Mathematics 2024-09-19 Zhihui Liu

In recent years, material-induced noise arising from defects has emerged as an impediment to quantum-limited measurement in systems ranging from microwave qubits to gravity wave interferometers. As experimental systems push to ever smaller…

Quantum Physics · Physics 2016-07-06 R. O. Behunin , F. Intravaia , P. T. Rakich

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

Probability · Mathematics 2026-05-06 Solesne Bourguin , Konstantinos Spiliopoulos

When two resonantly interacting modes are in contact with a thermostat, their statistics is exactly Gaussian and the modes are statistically independent despite strong interaction. Considering noise-driven system, we show that when one mode…

Chaotic Dynamics · Physics 2021-07-28 N. Vladimirova , M. Shavit , S. Belan , G. Falkovich

We provide an experimental study of the relationship between the action of different classical noises on the dephasing dynamics of a two-level system and the non-Markovianity of the quantum dynamics. The two-level system is encoded in the…

We propose a nonparametric framework for the analysis of networks, based on a natural limit object termed a graphon. We prove consistency of graphon estimation under general conditions, giving rates which include the important practical…

Statistics Theory · Mathematics 2013-09-30 Patrick J. Wolfe , Sofia C. Olhede

The relation between microscopic and macroscopic entities in the generally covariant theories is considered, and it is argued that a sensible definition of the macroscopic averages requires a restriction of the allowed transformations of…

General Relativity and Quantum Cosmology · Physics 2008-11-26 S. Antoci

We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

Probability · Mathematics 2026-05-28 Paul Nikolaev

We develop and present a generalization of the GN-model - the generalized Gaussian noise (GGN) model - to enabling a fair application of GN-model to predict generation of nonlinear interference when loss parameters relevantly vary with…

Optics · Physics 2018-06-25 Mattia Cantono , Dario Pilori , Alessio Ferrari , Vittorio Curri

Controlling quantum systems under correlated non-Markovian noise, particularly when strongly coupled, poses significant challenges in the development of quantum technologies. Traditional quantum control strategies, heavily reliant on…

Quantum Physics · Physics 2024-05-01 Arinta Auza , Akram Youssry , Gerardo Paz-Silva , Alberto Peruzzo

In this paper we investigate the well-posedness of backward or forward stochastic differential equations whose law is constrained to live in an a priori given (smooth enough) set and which is reflected along the corresponding ''normal''…

Probability · Mathematics 2019-03-05 Philippe Briand , Pierre Cardaliaguet , Paul-Éric Chaudru de Raynal , Ying Hu

We consider particle systems with mean-field interactions whose distribution is invariant by translations. Under the assumption that the system seen from its centre of mass be reversible with respect to a Gibbs measure, we establish large…

Probability · Mathematics 2019-04-25 Julien Reygner

We introduce a new analysis method to deal with stationary non-Gaussian noises in gravitational wave detectors in terms of the independent component analysis. First, we consider the simplest case where the detector outputs are linear…

General Relativity and Quantum Cosmology · Physics 2016-11-03 Soichiro Morisaki , Jun'ichi Yokoyama , Kazunari Eda , Yousuke Itoh
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