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We present a unified framework, with quantitative estimates, for deterministic interacting particle systems whose pairwise interactions may depend on heterogeneous labels. Heterogeneity is kept at every level by adding a frozen label…

偏微分方程分析 · 数学 2026-05-21 Thierry Paul , Emmanuel Trélat

We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in which each particle is driven by a vanishing independent…

概率论 · 数学 2021-08-10 Amarjit Budhiraja , Michael Conroy

We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…

概率论 · 数学 2025-07-21 Simon Gabriel

Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…

统计力学 · 物理学 2017-10-05 Tobias Grafke , Eric Vanden-Eijnden

We consider a particle system with a mean-field-type interaction perturbed by some common and individual noises. When the interacting kernels are sublinear and only locally Lipschitz-continuous, relying on arguments based on the tightness…

概率论 · 数学 2020-07-27 Angelo Rosello

Particle-based stochastic reaction-diffusion (PBSRD) models are a popular approach for studying biological systems involving both noise in the reaction process and diffusive transport. In this work we derive coarse-grained deterministic…

概率论 · 数学 2021-09-02 Samuel A. Isaacson , Jingwei Ma , Konstantinos Spiliopoulos

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

概率论 · 数学 2023-09-14 Amarjit Budhiraja , Pavlos Zoubouloglou

We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity,…

统计力学 · 物理学 2019-05-07 Hong Qian

We study the mean-field limit of a model of biological neuron networks based on the so-called stochastic integrate-and-fire (IF) dynamics. Our approach allows to derive a continuous limit for the macroscopic behavior of the system, the…

概率论 · 数学 2023-09-11 Pierre-Emmanuel Jabin , Datong Zhou

The brain's activity is characterized by the interaction of a very large number of neurons that are strongly affected by noise. However, signals often arise at macroscopic scales integrating the effect of many neurons into a reliable…

动力系统 · 数学 2012-11-07 Jonathan Touboul , G. Bard Ermentrout

We introduce and study a new class of fronts in finite particle number reaction-diffusion systems, corresponding to propagating up a reaction rate gradient. We show that these systems have no traditional mean-field limit, as the nature of…

统计力学 · 物理学 2007-05-23 Elisheva Cohen , David A. Kessler , Herbert Levine

We analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the…

统计力学 · 物理学 2022-11-18 Trifce Sandev , Ljupco Kocarev , Ralf Metzler , Aleksei Chechkin

We prove pathwise convergence of the layerwise evolution of tokens in a finite-depth, finite-width transformer model with MultiLayer Perceptron (MLP) blocks to a continuous-time stochastic interacting particle system. We also identify the…

Nucleon drift and diffusion mechanisms in central collisions of asymmetric heavy-ions at near-barrier energies are investigated in the framework of a stochastic mean-field approach. Expressions for diffusion and drift coefficients for…

核理论 · 物理学 2011-07-08 B. Yilmaz , S. Ayik , D. Lacroix , K. Washiyama

We consider the exit problem for small white noise perturbation of a smooth dynamical system on the plane in the neighborhood of a hyperbolic critical point. We show that if the distribution of the initial condition has a scaling limit then…

概率论 · 数学 2015-05-19 Sergio Angel Almada Monter , Yuri Bakhtin

We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean [J. Phys. A: Math. and…

统计力学 · 物理学 2025-01-13 Richard E. Spinney , Richard G. Morris

We study a stochastic lattice gas of particles undergoing asymmetric diffusion in two dimensions. Transitions between a low-density uniform phase and high-density non-uniform phases characterized by localized or extended structure are…

凝聚态物理 · 物理学 2009-10-22 Kwan-tai Leung

We consider a system of $N$ interacting particles, governed by transport and diffusion, that converges in a mean-field limit to the solution of a McKean-Vlasov equation. From the observation of a trajectory of the system over a fixed time…

统计理论 · 数学 2021-03-16 Laetitia Della Maestra , Marc Hoffmann

We investigate the dynamics of large stochastic networks with different timescales and nonlinear mean-field interactions. After deriving the limit equations for a general class of network models, we apply our results to the celebrated…

动力系统 · 数学 2013-03-01 Jonathan Touboul , Maciej Krupa , Mathieu Desroches

Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…

概率论 · 数学 2009-08-03 Michel Benaim , Olivier Raimond
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