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In this paper, we construct under general assumptions the stochastic dynamics of an interacting particle system in a bounded domain $\Omega$ with sticky boundary. Under appropriate conditions on the interaction the constructed process…

Probability · Mathematics 2015-08-12 Robert Voßhall

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

Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…

Probability · Mathematics 2009-05-12 Amine Asselah , Pablo A. Ferrari , Pablo Groisman

We consider an open quantum system governed $N$-body Lindblad equation and study mean-field limits in this setting. We prove that the $N$-particle dynamics converges, in the sense of quantum relative entropy, to the tensorized solution of…

Mathematical Physics · Physics 2026-05-11 Nina H. Amini , Sofiane Chalal

This paper is concerned with a fluid-particle system given by the incompressible Navier-Stokes equations coupled with the Vlasov(-Fokker-Planck) equation through a drag force. Such a model arises naturally in the study of aerosols, sprays,…

Probability · Mathematics 2026-04-22 Ludovic Goudenège , Christian Olivera , Gabriela Planas , Alexandre Richard

We consider Glauber-type stochastic dynamics of continuous systems \cite{BCC02}, \cite{KL03}, a particular case of spatial birth-and-death processes. The dynamics is defined by a Markov generator in such a way that Gibbs measures of Ruelle…

Mathematical Physics · Physics 2007-05-23 Yuri G. Kondratiev , Maria João Oliveira

We present a purely probabilistic proof of propagation of molecular chaos for $N$-particle systems in dimension $3$ with interaction forces scaling like $1/\vert q\vert^{\lambda}$ with $\lambda<2$ and cut-off at $q = N^{-1/3}$. The proof…

Mathematical Physics · Physics 2015-09-07 Niklas Boers , Peter Pickl

We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…

Analysis of PDEs · Mathematics 2025-03-18 Jesus Correa , Christian Olivera

We consider infinite particle system on the positive half-line moving independently of each other. When a particle hits the boundary it immediately disappears, and the boundary moves to the right on some fixed quantity (particle size). We…

Probability · Mathematics 2012-01-17 V. A. Malyshev , A. A. Zamyatin

We derive the finite-volume correction to the binding energy of an N-particle quantum bound state in a cubic periodic volume. Our results are applicable to bound states with arbitrary composition and total angular momentum, and in any…

High Energy Physics - Lattice · Physics 2018-02-02 Sebastian König , Dean Lee

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Thierry Dauxois , Stefano Ruffo

In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…

Probability · Mathematics 2007-05-23 Matteo Ortisi

We propose a stochastic description of the dynamics of a Bose-Einstein condensate within the context of Nelson stochastic mechanics. We start from the $N$ interacting conservative diffusions, associated with the $N$ Bose particles, and take…

Probability · Mathematics 2025-06-26 Luigi Borasi , Francesco C. De Vecchi , Stefania Ugolini

We prove the convergence of $ \nN $-particle systems of Brownian particles with logarithmic interaction potentials onto a system described by the infinite-dimensional stochastic differential equation (ISDE). % For this proof we present two…

Probability · Mathematics 2017-06-14 Yosuke Kawamoto , Hirofumi Osada

In this article, we study the hydrodynamic limit for a stochastic interacting particle system whose dynamics consists in a superposition of several dynamics: the exclusion rule, that dictates that no more than a particle per site with a…

Probability · Mathematics 2024-09-06 Oslenne Araújo , Patrícia Gonçalves , Alexandre B. Simas

We prove the hydrodynamic limit for a particle system in which particles may have different velocities. We assume that we have two infinite reservoirs of particles at the boundary: this is the so-called boundary driven process. The dynamics…

Probability · Mathematics 2010-03-23 Alexandre B. Simas

Considering the standard abelian sandpile model in one dimension, we construct an infinite volume Markov process corresponding to its thermodynamic (infinite volume) limit. The main difficulty we overcome is the strong non-locality of the…

Probability · Mathematics 2007-05-23 C. Maes , F. Redig , E. Saada , A. Van Moffaert

We perform a detailed study of the relaxation towards equilibrium in the Hamiltonian Mean-Field (HMF) model, a prototype for long-range interactions in $N$-particle dynamics. In particular, we point out the role played by the infinity of…

Statistical Mechanics · Physics 2009-11-10 Y. Y. Yamaguchi , J. Barr'e , F. Bouchet , T. Dauxois , S. Ruffo

Optimal control of interacting particles governed by stochastic evolution equations in Hilbert spaces is an open area of research. Such systems naturally arise in formulations where each particle is modeled by stochastic partial…

Probability · Mathematics 2025-11-27 Filippo de Feo , Fausto Gozzi , Andrzej Święch , Lukas Wessels

Approach to the thermodynamic limit of a non-relativistic ideal gas in a periodic box is investigated. The single particle wave function obeys twisted boundary condition, $\psi(L)=e^{i\theta}\psi(0)$ for which the free particle spectrum is…

Classical Physics · Physics 2025-12-09 Prabal Adhikari , Sona Baghiyan , Rayn Samson