Related papers: The Atlas Model and SDEs with Boundary Interaction
Relationships between general long-range interacting classical systems on a lattice and the corresponding mean-field models (infinitely long-range interacting models) are investigated. We study systems in arbitrary dimension d for periodic…
We introduce a new lattice growth model, which we call boundary sandpile. The model amounts to potential-theoretic redistribution of a given initial mass on $\mathbb{Z}^d$ ($d\geq 2$) onto the boundary of an (a priori) unknown domain. The…
In this paper, we study averaging principle for a class of McKean-Vlasov stochastic differential equations (SDEs) that contain multiplicative fractional noise with Hurst parameter $H > $ 1/2 and highly oscillatory drift coefficient. Here…
In this work, we investigate the mean-field limit of a model consisting in $m \geq 1 $ tracer particles, coupled to an interacting boson field. We assume the mass of the tracer particles and the expected number of bosons to be of the same…
We study the Brownian motion of a field where there are boundaries in the inflationary field space. Both the field and the boundary undergo Brownian motions with the amplitudes of the noises determined by the Hubble expansion rate of the…
We present a mode-coupling theory (MCT) for the high-density dynamics of two-dimensional spherical active Brownian particles (ABP). The theory is based on the integration-through-transients (ITT) formalism and hence provides a starting…
We investigate the regularizing effect of certain perturbations by noise in singular interacting particle systems under the mean field scaling. In particular, we show that the addition of a suitably irregular path can regularise these…
Many complex structures and stochastic patterns emerge from simple kinetic rules and local interactions, and are governed by scale invariance properties in combination with effects of the global geometry. We consider systems that can be…
This article reviews a few basic features of systems of one-dimensional diffusions with rank-based characteristics. Such systems arise in particular in the modelling of financial markets , where they go by the name of Atlas models. We…
Driven non-equilibrium lattice models have wide-ranging applications in contexts such as mass transport, traffic flow, and transport in biological systems. In this work, we investigate the steady-state properties of a one-dimensional…
In this work we continue to investigate well-posedness for stable driven McKean-Vlasov SDEs with distributional interaction kernel following the approach introduced in [8]. We specifically focus on the impact of the Besov smoothness of the…
The mean field limit for systems of many fermions is naturally coupled with a semiclassical limit. This makes the analysis of the mean field regime much more involved, compared with bosonic systems. In this paper, we study the dynamics of…
We present a mean field model for spin glasses with a natural notion of distance built in, namely, the Edwards-Anderson model on the diluted D-dimensional unit hypercube in the limit of large D. We show that finite D effects are strongly…
We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…
The goal of this article is to establish a central limit theorem for the Euler-Maruyama scheme approximating multidimensional SDEs with elliptic Brownian diffusion, under very mild regularity requirements on the drift coefficients. When the…
Historically, traffic modelling approaches have taken either a particle-like (microscopic) approach, or a gas-like (meso- or macroscopic) approach. Until recently with the introduction of mean-field games to the controls community, there…
We extend the notion of mean-field SDEs to SDEs driven by $G$-Brownian motion. More precisely, we consider a $G$-SDE where the coefficients depend not only on time and the current state but also on the solution as random variable.
The Kob-Andersen model is a fundamental example of a kinetically constrained lattice gas, that is, an interacting particle system with Kawasaki type dynamics and kinetic constraints. In this model, a particle is allowed to jump when…
We present a predictive local field theory for the nonequilibrium dynamics of interacting active Brownian particles with a spherical shape in two spatial dimensions. The theory is derived by a rigorous coarse-graining starting from the…
The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity…