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We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in which each particle is driven by a vanishing independent…

Probability · Mathematics 2021-08-10 Amarjit Budhiraja , Michael Conroy

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

We review the latest advances in the analytical modelling of single file diffusion. We focus first on the derivation of the fractional Langevin equation that describes the motion of a tagged file particle. We then propose an alternative…

Statistical Mechanics · Physics 2015-02-17 Alessandro Taloni , Fabio Marchesoni

We study the nonequilibrium interaction of two isotropic chemically-active particles taking into account the exact near-field chemical interactions as well as hydrodynamic interactions. We identify regions in the parameter space wherein the…

Fluid Dynamics · Physics 2020-04-23 Babak Nasouri , Ramin Golestanian

The aim of this review is to provide a concise overview of some of the generic approaches that have been developed to deal with the statistical description of large systems of interacting dissipative 'units'. The latter notion includes,…

Statistical Mechanics · Physics 2017-03-08 Eric Bertin

A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…

Statistical Mechanics · Physics 2017-10-12 Maria Bruna , S. Jonathan Chapman , Martin Robinson

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…

Statistical Mechanics · Physics 2024-06-24 Jérémie Klinger , Grant M. Rotskoff

We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…

Probability · Mathematics 2023-08-16 Viktor Bezborodov , Luca Di Persio , Martin Friesen , Peter Kuchling

Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…

Statistical Mechanics · Physics 2013-02-05 Yu. E. Kuzovlev

We investigate the critical behavior of a reaction-diffusion system exhibiting a continuous absorbing-state phase transition. The reaction-diffusion system strictly conserves the total density of particles, represented as a non-diffusive…

Statistical Mechanics · Physics 2009-10-31 Romualdo Pastor-Satorras , Alessandro Vespignani

We consider a model of Non-Brownian self-propelled particles with anti-alignment interactions where particles try to avoid each other by attempting to turn into opposite directions. The particles undergo apparent Brownian motion, even…

Statistical Mechanics · Physics 2023-03-07 Thomas Ihle , Rüdiger Kürsten , Benjamin Lindner

We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…

Probability · Mathematics 2020-11-17 Carlo Orrieri

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

Statistical Mechanics · Physics 2013-01-21 Marco Baiesi , Christian Maes

We propose a derivation of a nonequilibrium Langevin dynamics for a large particle immersed in a background flow field. A single large particle is placed in an ideal gas heat bath composed of point particles that are distributed…

Mathematical Physics · Physics 2012-10-17 Matthew Dobson , Frédéric Legoll , Tony Lelièvre , Gabriel Stoltz

In the nonlinear diffusion framework, stochastic processes of McKean-Vlasov type play an important role. In some cases they correspond to processes attracted by their own probability distribution: the so-called self-stabilizing processes.…

Probability · Mathematics 2014-09-04 Samuel Herrmann , Julian Tugaut

A system-size expansion method is incorporated into the Doi-Peliti formalism for stochastic chemical kinetics. The basic idea of the incorporation is to introduce a new decomposition of unity associated with a so-called Cole-Hopf…

Statistical Mechanics · Physics 2010-03-16 Kazunori Itakura , Jun Ohkubo , Shin-ichi Sasa

We present a simple derivation of the stochastic equation obeyed by the density function for a system of Langevin processes interacting via a pairwise potential. The resulting equation is considerably different from the phenomenological…

Condensed Matter · Physics 2009-10-28 David S. Dean

Characterising the statistical properties of classical interacting particle systems is a long-standing question. For Brownian particles the microscopic density obeys a stochastic evolution equation, known as the Dean--Kawasaki equation.…

Statistical Mechanics · Physics 2025-09-30 Aurélien Grabsch , Davide Venturelli , Olivier Bénichou

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

The exact evolution of a system coupled to a complex environment can be described by a stochastic mean-field evolution of the reduced system density. The formalism developed in Ref. [D.Lacroix, Phys. Rev. E77, 041126 (2008)] is illustrated…

Nuclear Theory · Physics 2009-11-13 Denis Lacroix , Guillaume Hupin