Related papers: The Atlas Model and SDEs with Boundary Interaction
We recover the so-called field-road diffusion model as the hydrodynamic limit of an interacting particle system. The former consists of two parabolic PDEs posed on two sets of different dimensions (a "field" and a "road" in a population…
The dynamics of hard-core interacting Brownian particles in an external potential field is studied in one dimension. Using the Jepsen line we find a very general and simple formula relating the motion of the tagged center particle, with the…
Swarm robotic systems have foreseeable applications in the near future. Recently, there has been an increasing amount of literature that employs mean-field partial differential equations (PDEs) to model the time-evolution of the probability…
We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the node dynamics depends on the joint empirical distribution…
Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…
In this paper, we consider the problem of joint parameter estimation for drift and diffusion coefficients of a stochastic McKean-Vlasov equation and for the associated system of interacting particles. The analysis is provided in a general…
We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…
The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adaptive behavior in that its transmission rate along its route…
We study a discrete-time interacting particle system with continuous state space which is motivated by a mathematical model for turnover through branching in actin filament networks. It gives rise to transient clusters reminiscent of actin…
We investigate the nonequilibrium dynamics of spherical active Brownian particles in three spatial dimensions that interact via a pair potential. The investigation is based on a predictive local field theory that is derived by a rigorous…
We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…
We introduce a systematic method for expanding general spin-glass Hamiltonians in terms of Mattis interactions, providing a novel perspective for understanding the fundamental differences between short-range Edwards-Anderson (EA) and…
We consider a novel McKean--Vlasov control problem with contagion through killing of particles and common noise. Each particle is killed at an exponential rate according to an intensity process that increases whenever the particle is…
We report Brownian dynamics (BD) simulation and theoretical results for a system of spherical colloidal particles with permanent dipole moments in a rotating magnetic field. Performing simulations at a fixed packing fraction and dipole…
We investigate the interacting, one-dimensional Rice-Mele model, a prototypical fermionic model of topological properties. To set the stage, we firstly compute the single-particle spectral function, the local density, and the boundary…
Via constructing an asymptotic coupling by reflection, in this paper we establish uniform-in-time estimates on probability distances for mean-field type SDEs, where the drift terms under consideration are dissipative merely in the long…
In this volume a theory for models of transport in the presence of a free boundary is developed. Macroscopic laws of transport are described by PDEs. When the system is open, there are several mechanisms to couple the system with the…
Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing…
This paper introduces a system of stochastic differential equations (SDE) of mean-field type that models pedestrian motion. The system lets the pedestrians spend time at, and move along, walls, by means of sticky boundaries and boundary…
We consider the well-known Lieb-Liniger (LL) model for $N$ bosons interacting pairwise on the line via the $\delta$-potential in the mean-field scaling regime. Assuming suitable asymptotic factorization of the initial wave functions and…