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We propose an interacting particle system to model the evolution of a system of banks with mutual exposures. In this model, a bank defaults when its normalized asset value hits a lower threshold, and its default causes instantaneous losses…

Probability · Mathematics 2017-05-03 Sergey Nadtochiy , Mykhaylo Shkolnikov

Interacting particle systems provide a fundamental framework for modeling collective behavior in biological, social, and physical systems. In many applications, stochastic perturbations are essential for capturing environmental variability…

Adaptation and Self-Organizing Systems · Physics 2026-02-04 Su Yang , Weiqi Chu , Panayotis G. Kevrekidis

We consider a general framework for multi-type interacting particle systems on graphs, where particles move one at a time by random walk steps, different types may have different speeds, and may interact, possibly randomly, when they meet.…

Probability · Mathematics 2025-05-15 John Haslegrave , Peter Keevash

We establish an explicit rate of convergence for some systems of mean-field interacting diffusions with logistic binary branching towards the solutions of nonlinear evolution equations with non-local self-diffusion and logistic mass growth,…

Probability · Mathematics 2021-09-29 Joaquín Fontbona , Felipe Muñoz-Hernández

Many active matter systems, especially on the microscopic scale, are well approximated as overdamped, meaning that any inertial momentum is immediately dissipated by the environment. On the other hand, especially for macroscopic active…

Soft Condensed Matter · Physics 2020-05-14 Dominic Arold , Michael Schmiedeberg

A multi-scale meshfree particle method for macroscopic mean field approximations of generalized interacting particle models is developed and investigated. The method is working in a uniform way for large and small interaction radii. The…

Numerical Analysis · Mathematics 2017-05-10 Axel Klar , Sudarshan Tiwari

We study recursive maximum likelihood estimation for stochastic interacting particle systems based on continuous observation of a single particle. In this regime, consistent estimation of the finite-particle log-likelihood is not possible,…

Methodology · Statistics 2026-05-04 Louis Sharrock , Nikolas Kantas , Grigorios A. Pavliotis

We generalize multivariate Hawkes processes mainly by including a dependence with respect to the age of the process, i.e. the delay since the last point. Within this class, we investigate the limit behaviour, when n goes to infinity, of a…

Probability · Mathematics 2017-03-16 Julien Chevallier

We discuss biologically inspired, inherently non-equilibrium self-propelled particle models, in which the particles interact with their neighbours by choosing at each time step the local average direction of motion. We summarize some of the…

Statistical Mechanics · Physics 2007-05-23 Andras Czirok , Tamas Vicsek

The evolutionary mechanisms of cooperative behavior represent a fundamental topic in complex systems and evolutionary dynamics. Real-world collective interactions, particularly in multi-agent systems, are often characterized by…

Adaptation and Self-Organizing Systems · Physics 2026-02-23 Yishen Jiang , Xin Wang , Wenqiang Zhu , Ming Wei , Longzhao Liu , Shaoting Tang , Hongwei Zheng

This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of…

Probability · Mathematics 2012-04-17 Pierre Del Moral , Shulan Hu , Liming Wu

Active particle systems of interacting self-propelled particles offer a versatile framework for modeling complex systems. When employed to describe aspects of animal behavior, the complexity of animal movement and decision-making often…

Biological Physics · Physics 2025-01-09 Amir Haluts , Dan Gorbonos , Nir S. Gov

The brain's activity is characterized by the interaction of a very large number of neurons that are strongly affected by noise. However, signals often arise at macroscopic scales integrating the effect of many neurons into a reliable…

Dynamical Systems · Mathematics 2012-11-07 Jonathan Touboul , G. Bard Ermentrout

We study the non-equilibrium steady states in a closed system consisting of interacting particles obeying exclusion principle with quenched hopping rate. Cluster mean field approach is utilized to theoretically analyze the system dynamics…

Statistical Mechanics · Physics 2021-02-03 Bipasha Pal , Arvind Kumar Gupta

Many phenomena can be modeled as network dynamics with punctuate interactions. However, most relevant dynamics do not allow for computational tractability. To circumvent this difficulty, the Poisson Hypothesis regime replaces interaction…

Probability · Mathematics 2024-03-22 Michel Davydov

Collaborative multi-agent robotic systems where agents coordinate by modifying a shared environment often result in undesired dynamical couplings that complicate the analysis and experiments when solving a specific problem or task.…

Robotics · Computer Science 2022-03-10 Daniel Jarne Ornia , Pedro J Zufiria , Manuel Mazo

We introduce and investigate a new model of a finite number of particles jumping forward on the real line. The jump lengths are independent of everything, but the jump rate of each particle depends on the relative position of the particle…

Probability · Mathematics 2015-01-08 Marton Balazs , Miklos Z. Racz , Balint Toth

Biochemistry, ecology, and neuroscience are examples of prominent fields aiming at describing interacting systems that exhibit non-trivial couplings to complex, ever-changing environments. We have recently shown that linear interactions and…

Statistical Mechanics · Physics 2022-08-10 Giorgio Nicoletti , Daniel Maria Busiello

Abridged abstract: Inert interactions between randomly moving entities and spatial disorder play a crucial role in quantifying the diffusive properties of a system. These interactions affect only the movement of the entities, and examples…

Statistical Mechanics · Physics 2022-09-20 Seeralan Sarvaharman , Luca Giuggioli

Particle-like objects are observed to propagate and interact in many spatially extended dynamical systems. For one of the simplest classes of such systems, one-dimensional cellular automata, we establish a rigorous upper bound on the number…

Cellular Automata and Lattice Gases · Physics 2009-10-31 Wim Hordijk , Cosma Rohilla Shalizi , James P. Crutchfield