Related papers: Field theories and exact stochastic equations for …
We present an approach to the dynamics of interacting particle systems, which allows to derive path integral formulas from purely stochastic considerations. We show that the resulting field theory is a dual version of the standard theory of…
Active particles that translate chemical energy into self-propulsion can maintain a far-from-equilibrium steady state and perform work. The entropy production measures how far from equilibrium such a particle system operates and serves as a…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
For reaction-diffusion processes with at most bimolecular reactants, we derive well-behaved, numerically tractable, exact Langevin equations that govern a stochastic variable related to the response field in field theory. Using duality…
Complex systems are composed of many particles or agents that move and interact with one another. The underlying mathematical framework to model many of these systems must incorporate the spatial transport of particles and their…
Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…
We provide a perturbative framework to calculate extreme events of non-Markovian processes, by mapping the stochastic process to a two-species reaction diffusion process in a Doi-Peliti field theory combined with the Martin-Siggia-Rose…
We treat a relativistically moving particle interacting with a quantum field from an open system viewpoint of quantum field theory by the method of influence functionals or closed-time-path coarse-grained effective actions. The particle…
We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the…
In this paper we continue the study of the derivation of different types of kinetic equations which arise from scaling limits of interacting particle systems. We began this study in \cite{NVW}. More precisely, we consider the derivation of…
Stochastic systems have a control-theoretic interpretation in which noise plays the role of control. In the weak-noise limit, relevant at low temperatures or in large populations, this leads to a precise mathematical mapping: the most…
We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…
We systematically derive an exact coarse-grained description for interacting particles with thermodynamically consistent stochastic dynamics, applicable across different observation scales, the mesoscopic and the macroscopic. We implement…
Particles and fields are standard components in numerical simulations like transport simulations in nuclear physics and have very well understood dynamics. Still, a common problem is the interaction between particles and fields due to their…
In a reaction-diffusion system, fluctuations in both diffusion and reaction events, have important effects on the steady-state statistics of the system. Here, we argue through extensive lattice simulations, mean-field type arguments, and…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…
We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…