相关论文: Stationarity of multivariate particle systems

We study stochastic particle systems with stationary product measures that exhibit a condensation transition due to particle interactions or spatial inhomogeneities. We review previous work on the stationary behaviour and put it in the…

A thermodynamics for systems at a stationary states is formulated. It is based upon the assumption of the existence of local equilibrium in phase space which enables one to interpret the probability density ans its conjugated nonequilibrium…

Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…

We discuss various properties of Probabilistic Cellular Automata, such as the structure of the set of stationary measures and multiplicity of stationary measures (or phase transition) for reversible models.

Under multiplicative drift and other regularity conditions, it is established that the asymptotic variance associated with a particle filter approximation of the prediction filter is bounded uniformly in time, and the nonasymptotic,…

In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…

This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of 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 show how the state of an unstable particle can be defined in terms of stable asymptotic states. This general definition is used to discuss and to solve some old problems connected with the short-time and large-time behaviour of the…

We search for steady states in a class of fluctuating and driven physical systems that exhibit sustained currents. We find that the physical concept of a steady state, well known for systems at equilibrium, must be generalised to describe…

The constants of motion of the following systems are deduced: a relativistic particle with linear dissipation, a no-relativistic particle with a time explicitly depending force, a no-relativistic particle with a constant force and time…

We consider systems of n particles that move with constant velocity between collisions. Their total momentum but not necessarily their kinetic energy is preserved at collisions. As there are no further constraints, these systems are…

The concept of the physical state of a system is ubiquitous in physics but is usually presented in terms of specific cases. For example, the state of a point particle of mass m is completely characterized by its position and momentum. There…

We propose a Poincare-invariant description for the effective dynamics of systems of charged particles by means of intrinsic multipole moments. To achieve this goal we study the effective dynamics of such systems within two frameworks --…

Mass-action chemical reaction systems are frequently used in Computational Biology. The corresponding polynomial dynamical systems are often large (consisting of tens or even hundreds of ordinary differential equations) and poorly…

We consider consistent particle systems, which include independent random walkers, the symmetric exclusion and inclusion processes, as well as the dual of the KMP model. Consistent systems are such that the distribution obtained by first…

We establish well-posedness results for systems of a finite number of stochastic particles driven by independent Brownian motions and subject to a strongly singular drift induced by a Lennard-Jones interaction. In addition to the pairwise…

Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian. More precisely, in short time, it is close to a…

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Interacting particle systems are continuous time Markov processes which are used to construct models in many disciplines. Monotonicity is a property that some interacting particle systems possess. A monotone interacting particle system is…