Related papers: Graphon particle systems with common noise
A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to…
We study interacting particle systems driven by noise, modeling phenomena such as opinion dynamics. We are interested in systems that exhibit phase transitions i.e. non-uniqueness of stationary states for the corresponding McKean-Vlasov…
Understanding defect-phonon interactions in solid-state devices is crucial for improving our current knowledge of quantum platforms. In this work, we develop first-principles calculations for a defect composed of two spin-$1/2$ particles…
A formalism is presented to express decoherence both in the markovian and nonmarkovian regimes and both dissipative and nondissipative in isolated systems. The main physical hypothesis, already contained in the literature, amounts to…
In this paper, we study a linear control system with a given state feedback law. The system is influenced by rapid random sampling occurring at frequency $\frac 1n, n \in \mathbb N$, as well as by white noise of small intensity $\varepsilon…
This paper focuses on the invariant measure of McKean-Vlasov (MV) stochastic differential equations (SDEs) with common noise (wCN) whose coefficients depend on both the state and the measure. Using the existence of the unique solution of…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
We consider a system of interacting particles governed by the generalized Langevin equation (GLE) in the presence of external confining potentials, singular repulsive forces, as well as memory kernels. Using a Mori-Zwanzig approach, we…
By revising the application of the open quantum system approach to the early universe and extending it to the conditions beyond the Markovian approximation, we obtain a new non-Markovian quantum Boltzmann equation. Throughout the paper, we…
The harmonic approximation of ionic fluctuations and the linear coupling between phonons and electrons provide the standard framework to compute, from first principles, the contribution of nuclear dynamics and its interaction with electrons…
We consider a particle system in continuous time, discrete population, with spatial motion and nonlocal branching. The offspring's weights and their number may depend on the mother's weight. Our setting captures, for instance, the processes…
We propose a way to construct manifestly gauge independent quantities out of the gauge dependent quantities occurring in the linearized Einstein equations. Thereupon, we show that these gauge-invariant combinations can be identified with…
We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…
For continuous-time linear stochastic dynamical systems driven by Wiener processes, we consider the problem of designing ensemble filters when the observation process is randomly time-sampled. We propose a continuous-discrete McKean--Vlasov…
This paper studies the numerical simulation of the solution to the McKean-Vlasov equation with common noise. We begin by discretizing the solution in time using the Euler scheme, followed by spatial discretization through the particle…
Motivated by the gravity/fluid correspondence, we introduce a new method for characterizing nonlinear gravitational interactions. Namely we map the nonlinear perturbative form of the Einstein equation to the equations of motion of a…
We investigate a real scalar field whose dynamics is governed by a nonlinear wave equation. We show that classical description can be applied to a quantum system of many interacting bosons provided that some quantum ingredients are…
In the nonlinear diffusion framework, stochastic processes of McKean-Vlasov type play an important role. In some cases they correspond to processes attracted by their own probability distribution: the so-called self-stabilizing processes.…
Various particle filters have been proposed over the last couple of decades with the common feature that the update step is governed by a type of control law. This feature makes them an attractive alternative to traditional sequential Monte…
A dynamical model for the collapse of the wave function in a quantum measurement process is proposed by considering the interaction of a quantum system (spin-1/2) with a macroscopic quantum apparatus interacting with an environment in a…