Related papers: Long-time behavior of stochastic model with multi-…
We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…
We consider the short time behaviour of stochastic systems affected by a stochastic volatility evolving at a faster time scale. We study the asymptotics of a logarithmic functional of the process by methods of the theory of homogenisation…
We consider a long-range interacting system of $N$ particles moving on a spherical surface under an attractive Heisenberg-like interaction of infinite range, and evolving under deterministic Hamilton dynamics. The system may also be viewed…
We investigate the long-time evolution of branching diffusion processes (starting with a single particle) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. We analyze the…
We consider an interacting particle system on the one dimensional lattice $\bf Z$ modeling combustion. The process depends on two integer parameters $2\le a<M<\infty$. Particles move independently as continuous time simple symmetric random…
We consider a simple stochastic $N$-particle system, already studied by the same authors in \cite{CPS21}, representing different populations of agents. Each agent has a label describing his state of health. We show rigorously that, in the…
We analyze a stochastic particle system of 5 neighbors. Considering eigenvalue problem of transition matrix, we propose a conjecture that asymptotic distribution of the system is determined by the number of specific local patterns in the…
Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…
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…
We study the stochastic evolution of four species in cyclic competition in a well mixed environment. In systems composed of a finite number $N$ of particles these simple interaction rules result in a rich variety of extinction scenarios,…
An important and incompletely answered question is whether a closed quantum system of many interacting particles can be localized by disorder. The time evolution of simple (unentangled) initial states is studied numerically for a system of…
We study the time evolution of the entanglement entropy of a one-dimensional nonintegrable spin chain, starting from random nonentangled initial pure states. We use exact diagonalization of a nonintegrable quantum Ising chain with…
In this paper we consider an interacting particle system in $\mathbb{R}^d$ modelled as a system of $N$ stochastic differential equations driven by L\'evy processes. The limiting behaviour as the size $N$ grows to infinity is achieved as a…
The short-time behavior of quantum decay of an unstable state initially located within an interaction region of finite range is investigated using a resonant expansion of the survival amplitude. It is shown that in general the short-time…
An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…
We consider a finite number of particles characterised by their positions and velocities. At random times a randomly chosen particle, the follower, adopts the velocity of another particle, the leader. The follower chooses its leader…
The steady state for a system of N particle under the influence of an external field and a Gaussian thermostat and colliding with random "virtual" scatterers can be obtained explicitly in the limit of small field. We show the sequence of…
We study a stochastic system of interacting neurons and its metastable properties. The system consists of $N$ neurons, each spiking randomly with rate depending on its membrane potential. At its spiking time, the neuron potential is reset…
We present and analyze two simple $N$-particle particle systems for the spread of an infection, respectively with binary and with multi-body interactions. We establish a convergence result, as $N \to \infty$, to a set of kinetic equations,…
We have numerically studied the trapping problem in a two-dimensional lattice where particles are continuously generated. We have introduced interaction between particles and directionality of their movement. This model presents a critical…