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Related papers: The physical basis for Parrondo's games

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Fictitious play (FP) is one of the most fundamental game-theoretical learning frameworks for computing Nash equilibrium in $n$-player games, which builds the foundation for modern multi-agent learning algorithms. Although FP has provable…

Computer Science and Game Theory · Computer Science 2022-05-04 Yurong Chen , Xiaotie Deng , Chenchen Li , David Mguni , Jun Wang , Xiang Yan , Yaodong Yang

This paper considers mean field games with optimal stopping time (OSMFGs) where agents make optimal exit decisions, the coupled obstacle and Fokker-Planck equations in such models pose challenges versus classic MFGs. This paper proposes a…

Numerical Analysis · Mathematics 2023-10-10 Chengfeng Shen , Yifan Luo , Zhennan Zhou

Zeckendorf proved that every natural number $n$ can be expressed uniquely as a sum of non-consecutive Fibonacci numbers, called its Zeckendorf decomposition. Baird-Smith, Epstein, Flint, and Miller created the Zeckendorf game, a two-player…

Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…

Numerical Analysis · Mathematics 2020-08-24 Minghua Chen , Jiankang Shi , Weihua Deng

We propose an elementary proof based on a penalization technique to show the existence and uniqueness of the solution to a system of variational inequalities modelling the friction-based motion of a two-body crawling system. Here for each…

Classical Analysis and ODEs · Mathematics 2024-07-08 Panyu Chen , Alvaro Mateos Gonzalez , Laurent Mertz

The goal of the paper is to introduce a set of problems which we call mean field games of timing. We motivate the formulation by a dynamic model of bank run in a continuous-time setting. We briefly review the economic and game theoretic…

Probability · Mathematics 2017-01-24 Rene Carmona , Francois Delarue , Daniel Lacker

There are many combinatorial games in which a move can terminate the game, such as a checkmate in chess. These moves give rise to diverse situations that fall outside the scope of the classical normal play structure. To analyze these games,…

Combinatorics · Mathematics 2024-02-09 Urban Larsson , Richard J. Nowakowski , Carlos P. Santos

We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…

Computer Science and Game Theory · Computer Science 2023-07-04 Panayotis Mertikopoulos , Ya-Ping Hsieh , Volkan Cevher

We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…

Quantum Physics · Physics 2007-05-23 M. S. Torres , J. M. A. Figueiredo

Dyson demonstrated an equivalence between infinite-range Coulomb gas models and classical random matrix ensembles for study of eigenvalue statistics. We introduce finite-range Coulomb gas (FRCG) models via a Brownian matrix process, and…

Statistical Mechanics · Physics 2017-11-22 Akhilesh Pandey , Avanish Kumar , Sanjay Puri

The resolution of Brownian motion in simulations of micro-particle suspensions can be crucial to reproducing the correct dynamics of individual particles, as well as providing an accurate characterisation of suspension properties. Including…

Fluid Dynamics · Physics 2015-06-16 Eric E. Keaveny

We derive the fully time-dependent solution to a run-and-tumble model for a particle which has tumbling restricted to the boundaries of a one-dimensional interval. This is achieved through a field-theoretic perturbative framework by…

Statistical Mechanics · Physics 2025-08-06 Connor Roberts , Gunnar Pruessner

In this paper, we construct a semi-implicit finite difference method for the time dependent Poisson-Nernst-Planck system. Although the Poisson-Nernst-Planck system is a nonlinear system, the numerical method presented in this paper only…

Numerical Analysis · Mathematics 2019-01-17 Dongdong He , Kejia Pan

Inspired by asynchronous cooperative Parrondo's games we introduce two new types of games in which all players simultaneously play game A or game B or a combination of these two games. These two types of games differ in the way a…

Statistical Mechanics · Physics 2007-05-23 Zoran Mihailovic , Milan Rajkovic

Computing the invariant probability measure of a randomly perturbed dynamical system usually means solving the stationary Fokker-Planck equation. This paper studies several key properties of a novel data-driven solver for low-dimensional…

Numerical Analysis · Mathematics 2024-09-23 Matthew Dobson , Yao Li , Jiayu Zhai

We propose a discrete lattice version of the Fokker-Planck kinetic equation along lines similar to the Lattice-Boltzmann scheme. Our work extends an earlier one-dimensional formulation to arbitrary spatial dimension $D$. A generalized…

Statistical Mechanics · Physics 2009-11-11 Daniele Moroni , Benjamin Rotenberg , Jean-Pierre Hansen , Sauro Succi , Simone Melchionna

Finding a counterfeit coin with the different weight from a set of visually identical coin using a balance, usually a two-armed balance, known as the balance question, is an intersting and inspiring question. Its variants involve…

Information Theory · Computer Science 2020-07-28 Fangqi Li

Mathematical reasoning with algebraic and graphical representations is essential for success in physics courses. Many problems require students to fluently move between algebraic and graphical representations. We developed a freely…

Using the scheme of mesoscopic nonequilibrium thermodynamics, we construct the one- and two- particle Fokker-Planck equations for a system of interacting Brownian particles. By means of these equations we derive the corresponding balance…

Soft Condensed Matter · Physics 2009-11-07 M. Mayorga , L. Romero-Salazar , J. M. Rubi

In this paper, an approximate solution to a specific class of the Fokker-Planck equation is proposed. The solution is based on the relationship between the Schr\"{o}dinger type equation with a partially confining and symmetrical potential.…

Statistical Mechanics · Physics 2015-12-25 M. T. Araujo , E. Drigo Filho
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