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We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

Probability · Mathematics 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

The starting point of our analysis is a class of one-dimensional interacting particle systems with two species. The particles are confined to an interval and exert a nonlocal, repelling force on each other, resulting in a nontrivial…

Analysis of PDEs · Mathematics 2018-01-17 Patrick van Meurs

We are interested in exploring interacting particle systems that can be seen as microscopic models for a particular structure of coupled transport flux arising when different populations are jointly evolving. The scenarios we have in mind…

Analysis of PDEs · Mathematics 2017-03-08 Manh Hong Duong , Adrian Muntean , Omar Richardson

For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…

Probability · Mathematics 2025-05-13 Pierre Germain , Pierre Monmarché

In this article, we investigate an interacting particle system featuring random intensities, individual noise, and environmental noise, commonly referred to as stochastic point vortex model. The model serves as an approximation for the…

Probability · Mathematics 2024-02-06 Yufei Shao , Xianliang Zhao

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…

Chemical Physics · Physics 2012-12-20 Maria Bruna , S. Jonathan Chapman

Despite the diversity of materials designated as active matter, virtually all active systems undergo a form of dynamic arrest when crowding and activity compete, reminiscent of the dynamic arrest observed in colloidal and molecular fluids…

Soft Condensed Matter · Physics 2019-05-28 Ludovic Berthier , Elijah Flenner , Grzegorz Szamel

A thermodynamically consistent particle-based model for fluid dynamics with continuous velocities and a non-ideal equation of state is presented. Excluded volume interactions are modeled by means of biased stochastic multiparticle…

Soft Condensed Matter · Physics 2009-11-11 Thomas Ihle , Erkan Tuzel , Daniel M. Kroll

Recent work on stochastic interacting particle systems with two particle species (or single-species systems with kinematic constraints) has demonstrated the existence of spontaneous symmetry breaking, long-range order and phase coexistence…

Statistical Mechanics · Physics 2016-08-16 Gunter M. Schütz

In this paper we analyse a class of nonlinear cross-diffusion systems for two species with local repulsive interactions that exhibit a formal gradient flow structure with respect to the Wasserstein metric. We show that systems where the…

Analysis of PDEs · Mathematics 2019-06-11 M. Burger , J. A. Carrillo , J. -F. Pietschmann , M. Schmidtchen

Complex systems with global interactions tend to be stable if interactions between components are sufficiently homogeneous. In biological systems, which often have small copy numbers and interactions mediated by diffusing agents, noise and…

Biological Physics · Physics 2023-04-14 Fabrizio Olmeda , Steffen Rulands

We study analytically the emergence of spontaneous collective motion within large bidimensional groups of self-propelled particles with noisy local interactions, a schematic model for assemblies of biological organisms. As a central result,…

Statistical Mechanics · Physics 2009-11-11 Eric Bertin , Michel Droz , Guillaume Gregoire

This paper investigates the long time dynamics of interacting particle systems subject to singular interactions. We consider a microscopic system of $N$ interacting point particles, where the time evolution of the joint distribution…

Analysis of PDEs · Mathematics 2024-12-10 Alexis Béjar-López , Alain Blaustein , Pierre-Emmanuel Jabin , Juan Soler

We consider an exclusion process with finite-range interactions in the microscopic interval $[0,N]$. The process is coupled with the simple symmetric exclusion processes in the intervals $[-N,-1]$ and $[N+1,2N]$, which simulate reservoirs.…

Mathematical Physics · Physics 2020-04-22 Pasha Tkachov

Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…

Probability · Mathematics 2021-01-01 Amarjit Budhiraja , Michael Conroy

Understanding how stochastic and non-linear deterministic processes interact is a major challenge in population dynamics theory. After a short review, we introduce a stochastic individual-centered particle model to describe the evolution in…

Probability · Mathematics 2009-06-29 Regis Ferriere , Viet Chi Tran

A recently introduced particle-based model for fluid dynamics with effective excluded volume interactions is analyzed in detail. The interactions are modeled by means of stochastic multiparticle collisions which are biased and depend on…

Soft Condensed Matter · Physics 2007-05-23 Thomas Ihle , Erkan Tuzel

Interaction is so ubiquitous that imaging a world free from it is a difficult fantasy exercise. At the same time, in understanding any complex physical system, our ability of accounting for the mutual interaction of its constituents is…

Quantum Physics · Physics 2015-01-19 Roberto D'Agosta

Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…

Analysis of PDEs · Mathematics 2010-03-12 Wei Wang , A. J. Roberts

Liquid-gas phase coexistence in a boundary-driven diffusive system is studied by analyzing fluctuating hydrodynamics of a density field defined on a one-dimensional lattice with a space interval $\Lambda$. When an interface width $\ell$ is…

Statistical Mechanics · Physics 2024-11-28 Shin-ichi Sasa , Naoko Nakagawa