相关论文: Duality for stochastic models of transport
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
Self-activation coupled to a transport mechanism results in traveling waves that describe polymerization reactions, forest fires, tumor growth, and even the spread of epidemics. Diffusion is a simple and commonly used model of particle…
Deterministic equilibrium flows in transport networks can be investigated by means of Markov's processes defined on the dual graph representations of the network. Sustained movement patterns are generated by a subset of automorphisms of the…
Brownian dynamics play a key role in understanding the diffusive transport of micro particles in a bounded environment. In geometries containing confining walls, physical laws determine the behavior of the random trajectories at the…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
In this thesis, we develop multiscale models for particle simulations in population dynamics. These models are characterised by prescribing particle motion on two spatial scales: microscopic and macroscopic. At the microscopic level, each…
The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…
Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
A class of two-species ({\it three-states}) bimolecular diffusion-limited models of classical particles with hard-core reacting and diffusing in a hypercubic lattice of arbitrary dimension is investigated. The manifolds on which the…
"Quantum trajectories" are solutions of stochastic differential equations also called Belavkin or Stochastic Schr\"odinger Equations. They describe random phenomena in quantum measurement theory. Two types of such equations are usually…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
In this paper we consider two related stochastic models. The first one is a branching system consisting of particles moving according to a Markov family in R^d and undergoing subcritical branching with a constant rate of V>0. New particles…
We study a system of interacting particles in a periodically moving external potential, within the simplest possible description of paradigmatic symmetric exclusion process on a ring. The model describes diffusion of hardcore particles…
We prove that the transport of any differentiable scalar observable in $d$-dimensional non-equilibrium systems is bounded from above by the total entropy production scaled by the amount the observation "stretches" microscopic coordinates.…
In this volume a theory for models of transport in the presence of a free boundary is developed. Macroscopic laws of transport are described by PDEs. When the system is open, there are several mechanisms to couple the system with the…
A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…
Information relaxation and duality in Markov decision processes have been studied recently by several researchers with the goal to derive dual bounds on the value function. In this paper we extend this dual formulation to controlled Markov…