相关论文: Existence, uniqueness and convergence of a particl…
We provide sufficient conditions for the existence and uniqueness of solutions to a stochastic differential equation which arises in a price impact model. These conditions are stated as smoothness and boundedness requirements on utility…
In this work, we study the convergence of the empirical measure of moderately interacting particle systems with singular interaction kernels. First, we prove quantitative convergence of the time marginals of the empirical measure of…
Natural phenomena frequently involve a very large number of interacting molecules moving in confined regions of space. Cellular transport by motor proteins is an example of such collective behavior. We derive a deterministic compartmental…
In this paper, we study the estimation of drift and diffusion coefficients in a two dimensional system of N interacting particles modeled by a degenerate stochastic differential equation. We consider both complete and partial observation…
Abstract polymer models are systems of weighted objects, called polymers, equipped with an incompatibility relation. An important quantity associated with such models is the partition function, which is the weighted sum over all sets of…
Problems of particle dynamics involving unsteady Stokes flows in confined geometries are typically harder to solve than their steady counterparts. Approximation techniques are often the only resort. Felderhof (see e.g. 2005, 2009b) has…
We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…
We consider an infinite system of quasilinear first-order partial differential equations, generalized to contain spacial integration, which describes an incompressible fluid mixture of infinite components in a line segment whose motion is…
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…
In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…
We present some applications of an Interacting Particle System (IPS) methodology to the field of Molecular Dynamics. This IPS method allows several simulations of a switched random process to keep closer to equilibrium at each time, thanks…
We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…
The present paper studies existence and distributional uniqueness of subclasses of stationary hard-core particle systems arising as thinnings of stationary particle processes. These subclasses are defined by natural maximality criteria. We…
Employing the ideas of non-linear preconditioning and testing of the classical proximal point method, we formalise common arguments in convergence rate and convergence proofs of optimisation methods to the verification of a simple…
We conjecture that for a wide class of interacting particle systems evolving in discrete time, namely conservative cellular automata with piecewise linear flow diagram, relaxation to the limit set follows the same power law at critical…
A recently introduced particle-based model for fluid dynamics with effective excluded volume interactions is analyzed in detail. The interactions are modeled by means of stochastic multiparticle collisions which are biased and depend on…
In this paper we study a system of nonlinear partial differential equations, which describes the evolution of two pedestrian groups moving in opposite direction. The pedestrian dynamics are driven by aversion and cohesion, i.e. the tendency…
Colloidal particles that experience perfectly elastic collisions can be modelled using Langevin processes with specular reflection conditions. The article presents a discretisation scheme and offers a conjecture for the rate of convergence…
Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…