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Stochastic reaction-diffusion processes may be presented in terms of integrable quantum chains and can be used to describe various biological and chemical systems. Exploiting the integrability of the models one finds in some cases good…
Strong, correlated noise in recurrent neural circuits often passes through nonlinear transfer functions, complicating dynamical mean-field analyses of complex phenomena such as transients and bifurcations. We introduce a method that…
The aim of the paper is to address the behavior in large population of diffusions interacting on a random, possibly diluted and inhomogeneous graph. This is the natural continuation of a previous work, where the homogeneous Erd\H os-R\'enyi…
Modern applications, such as orchestrating the collective behavior of robotic swarms or traffic flows, require the coordination of large groups of agents evolving in unstructured environments, where disturbances and unmodeled dynamics are…
We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and allows for multiple particles to change state…
We introduce multi-population opinion dynamics models linked to the bounded confidence model, aiming to explore how interactions between individuals contribute to the emergence of consensus, polarization, or fragmentation. Existing models…
We consider an ensemble of Ornstein-Uhlenbeck processes featuring a population of relaxation times and a population of noise amplitudes that characterize the heterogeneity of the ensemble. We show that the centre-of-mass like variable…
We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation…
Motivated by call center practice, we propose a tractable model for $\mbox{GI}/\mbox{GI}/n+\mbox{GI}$ queues in the efficiency-driven (ED) regime. We use a one-dimensional diffusion process to approximate the virtual waiting time process…
We introduce a stochastic agent-based model for the flocking dynamics of self-propelled particles that exhibit velocity-alignment interactions with neighbours within their field of view. The stochasticity in the dynamics of the model arises…
The phenomenon of intermittency has been widely discussed in physics literature. This paper provides a model of intermittency based on L\'evy driven Ornstein-Uhlenbeck (OU) type processes. Discrete superpositions of these processes can be…
Constraints can affect dramatically the behavior of diffusion processes. Recently, we analyzed a natural and a technological system and reported that they perform diffusion-like discrete steps displaying a peculiar constraint, whereby the…
We consider the problem of modelling restricted interactions between continuously-observed time series as given by a known static graph (or network) structure. For this purpose, we define a parametric multivariate Graph Ornstein-Uhlenbeck…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…
We consider compartmental models of communicable disease with uncertain contact rates. Stochastic fluctuations are often added to the contact rate to account for uncertainties. White noise, which is the typical choice for the fluctuations,…
Stochastic models in which agents interact with their neighborhood according to a network topology are a powerful modeling framework to study the emergence of complex dynamic patterns in real-world systems. Stochastic simulations are often…
The non-stationary Erlang-A queue is a fundamental queueing model that is used to describe the dynamic behavior of large scale multi-server service systems that may experience customer abandonments, such as call centers, hospitals, and…
This paper investigates the impact of bounded actuation on the connectivity-preserving consensus of two classes of multi-agent systems, with kinematic agents and with Euler- Lagrange agents. The investigation establishes that: (1) there…
In some systems, the behavior of the constituent units can create a `context' that modifies the direct interactions among them. This mechanism of indirect modification inspired us to develop a minimal model of context-dependent spreading.…