Related papers: Mean field limit for interacting systems on co-evo…
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…
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…
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.…
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,…
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…
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…
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,…
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…
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…
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…
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…
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…
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…
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…
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…
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.…
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…
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…
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…
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…