Related papers: Flocking with Multiple Types: Competition, Fluid L…
We establish a connection between tagged particles and size-biased empirical processes in interacting particle systems, in analogy to classical results on the propagation of chaos. In a mean-field scaling limit, the evolution of the…
We study a nonlinear graphon particle system driven by both idiosyncratic and common noise, where interactions are governed by a graphon and represented as positive finite measures. Each particle evolves via a McKean-Vlasov-type SDE with…
Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…
We establish a process level large deviation principle for systems of interacting Bessel-like diffusion processes. By establishing weak uniqueness for the limiting non-local SDE of McKean-Vlasov type, we conclude that the latter describes…
We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…
We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…
In this work we propose a model to describe the statistical fluctuations of the self-driven objects (species A) walking against an opposite crowd (species B) in order to simulate the regime characterized by stop-and-go waves in the context…
We study the ballistic L\'evy walk stemming from an infinite mean traveling time between collision events. Our study focuses on the density of spreading particles all starting from a common origin, which is limited by a `light' cone $-v_0…
We study a model for the collective behavior of self-propelled particles subject to pairwise copying interactions and noise. Particles move at a constant speed $v$ on a two--dimensional space and, in a single step of the dynamics, each…
We investigate the linearized hydrodynamic equations of interacting self-propelled particles in two dimensional space. It is found that the small perturbations of density and polarization fields satisfy the hyperbolic partial differential…
We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of the second component. The second…
We consider a coarse-grained description of a system of self-propelled particles given by hydrodynamic equations for the density and polarization fields. We find that the ordered moving or flocking state of the system is unstable to spatial…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
This paper is the first part of a series of papers on filtering for partially observed jump diffusions satisfying a stochastic differential equation driven by Wiener processes and Poisson martingale measures. The coefficients of the…
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…
We consider a minimal go-or-grow model of cell invasion, whereby cells can either proliferate, following logistic growth, or move, via linear diffusion, and phenotypic switching between these two states is density-dependent. Formal analysis…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
We address the question of convergence of evolving interacting particle systems as the number of particles tends to infinity. We consider two types of particles, called positive and negative. Same-sign particles repel each other, and…
Consider a finite system of Brownian particles on the real line. Each particle has drift and diffusion coefficients depending on its current rank relative to other particles, as in Karatzas, Pal and Shkolnikov (2012). We prove some…
We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…