Related papers: Graphon particle systems with common noise
We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…
We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…
We analyze nonlinear collective effects in periodic systems with multi-gap transmission spectra such as light in waveguide arrays or Bose-Einstein condensates in optical lattices. We demonstrate that the inter-band interactions in nonlinear…
We use determinant quantum Monte Carlo to study the single particle properties of quasiparticles and phonons in a variant of the two-dimensional Holstein model that includes an additional non-linear electron-phonon (e-ph) interaction. We…
We utilise the graphon--a continuous mathematical object which represents the limit of convergent sequences of dense graphs--to formulate a general, continuous description of quantum spin systems in thermal equilibrium when the average…
Estimation of a dynamical system's latent state subject to sensor noise and model inaccuracies remains a critical yet difficult problem in robotics. While Kalman filters provide the optimal solution in the least squared sense for linear and…
In this paper, we study a two-species model in the form of a coupled system of nonlinear stochastic differential equations (SDEs) that arises from a variety of applications such as aggregation of biological cells and pedestrian movements.…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
In this paper, we establish large deviation principle for the strong solution of a doubly nonlinear PDE driven by small multiplicative Brownian noise. Motononicity arguments and the weak convergence approach have been exploited in the…
McKean-Vlasov SDEs describe systems where the dynamics depend on the law of the process. The corresponding Fokker-Planck equation is a nonlinear, nonlocal PDE for the corresponding measure flow. In the presence of common noise and…
We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose a novel method based on martingale estimating functions…
We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…
We extend observability metrics based on the empirical observability Gramian from deterministic nonlinear systems to nonlinear stochastic systems in order to capture the impact of process noise on observability. We demonstrate that the…
The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully locally monotone coefficients covering a large variety of physical systems, a wide class of quasilinear SPDEs and a good number of fluid…
We investigate the effects of the gravitational field on the quantum dynamics of non-relativistic particles. We consider N non-relativistic particles, interacting with the linearized gravitational field. Using the Feynman - Vernon influence…
Gravitational wave astronomy has tremendous potential for studying extreme astrophysical phenomena and exploring fundamental physics. The waves produced by binary black hole mergers will provide a pristine environment in which to study…
We study statistical detection of grayscale objects in noisy images. The object of interest is of unknown shape and has an unknown intensity, that can be varying over the object and can be negative. No boundary shape constraints are imposed…
We develop a system of non-linear stochastic evolution equations that describes the continuous measurements of quantum systems with mixed initial state. We address quantum systems with unbounded Hamiltonians and unbounded interaction…
We study a general model for non-gaussian $1/f$ noise based on an infinite range quantum Ising spin system in the paramagnetic state, or equivalently, interacting two-level classical fluctuators. We identify a dilatation interaction term in…
We study large deviation properties of systems of weakly interacting particles modeled by It\^{o} stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures…