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We consider finite and infinite systems of particles on the real line and half-line evolving in continuous time. Hereby, the particles are driven by i.i.d. L\'{e}vy processes endowed with rank-dependent drift and diffusion coefficients. In…

Probability · Mathematics 2011-12-30 Mykhaylo Shkolnikov

Dense cold atomic clouds have been shown to be similar to plasmas. Previous studies showed that such clouds exhibit instabilities induced by long-range interactions. However they did not describe the spatial properties of the dynamics. In…

Atomic Physics · Physics 2016-11-15 Rudy Romain , Antoine Jallageas , Philippe Verkerk , Daniel Hennequin

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…

Probability · Mathematics 2011-06-17 Amarjit Budhiraja , Pierre Del Moral , Sylvain Rubenthaler

This paper concerns the propagation of particles through a quenched random medium. In the one- and two-dimensional models considered, the local dynamics is given by expanding circle maps and hyperbolic toral automorphisms, respectively. The…

Dynamical Systems · Mathematics 2011-10-18 Tapio Simula , Mikko Stenlund

We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…

Populations and Evolution · Quantitative Biology 2021-05-19 Alexandru Hening , Yao Li

We study the dynamics of a particle in continuous time and space, the displacement of which is governed by an internal degree of freedom (spin). In one definite limit, the so-called quantum random walk is recovered but, although quite…

Quantum Physics · Physics 2009-11-10 Claude Aslangul

Stochastic geometric mechanics (SGM) is known for its potential utility in quantifying uncertainty in global climate modelling of the Earth's ocean and atmosphere while also preserving the fundamental advective transport properties of ideal…

Fluid Dynamics · Physics 2023-08-30 Darryl D. Holm , Erwin Luesink

Turbulent magnetic fields are to some extent a universal feature in astrophysical phenomena. Charged particles that encounter these turbulence get on average accelerated according to the so-called second-order Fermi process. However, in…

High Energy Astrophysical Phenomena · Physics 2024-11-25 Dominik Walter , Björn Eichmann

Seismogenic plate boundaries are presumed to behave in a similar manner to a densely packed granular medium, where fault and blocks systems rapidly rearrange the distribution of forces within themselves, as particles do in slowly sheared…

We review the depinning and nonequilibrium phases of collectively interacting particle systems driven over random or periodic substrates. This type of system is relevant to vortices in type-II superconductors, sliding charge density waves,…

Superconductivity · Physics 2017-12-06 C. Reichhardt , C. J. Olson Reichhardt

We study the stochastic dynamics of a system of interacting species in a stochastic environment by means of a continuous-time Markov chain with transition rates depending on the state of the environment. Models of gene regulation in systems…

Dynamical Systems · Mathematics 2019-12-03 Daniele Cappelletti , Abhishek Pal Majumder , Carsten Wiuf

We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…

Probability · Mathematics 2017-01-11 Vincent Bansaye

We demonstrate that the counting statistics of currents in periodically driven ergodic stochastic systems can show sharp changes of some of its properties in response to continuous changes of the driving protocol. To describe this effect,…

Statistical Mechanics · Physics 2015-05-18 V. Y. Chernyak , N. A. Sinitsyn

We introduce a new approach to studying spherical spin glass dynamics based on differential inequalities for one-time observables. Using this approach, we obtain an approximate phase diagram for the evolution of the energy $H$ and its…

Probability · Mathematics 2023-06-23 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

We study several one dimensional step flow models. Numerical simulations show that the slope of the profile exhibits scaling in all cases. We apply a scaling ansatz to the various step flow models and investigate their long time evolution.…

Materials Science · Physics 2009-10-31 Navot Israeli , Hyeong-Chai Jeong , Daniel Kandel , John D. Weeks

We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…

Probability · Mathematics 2019-07-29 Balazs Gerencser , Miklos Rasonyi

Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the stochastic gradient process as a continuous-time…

Probability · Mathematics 2021-05-11 Jonas Latz

We construct two types of equilibrium dynamics of an infinite particle system in a locally compact metric space $X$ for which a permanental point process is a symmetrizing, and hence invariant measure. The Glauber dynamics is a…

Probability · Mathematics 2010-12-10 Guanhua Li , Eugene Lytvynov

We survey results on the description of stochastically evolving genealogies of populations and marked genealogies of multitype populations or spatial populations via tree-valued Markov processes on (marked) ultrametric measure spaces. In…

Probability · Mathematics 2018-09-21 Andrej Depperschmidt , Andreas Greven

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…

Functional Analysis · Mathematics 2018-05-15 Alexei Daletskii
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