相关论文: Mean-field limit versus small-noise limit for some…
We study effects of independent white noise on synchronization phenomena in ensembles of coupled limit cycle oscillators with different native frequencies. We consider a simple model where the ensemble consists of two inter-connected…
We consider interacting particle dynamics with Vicsek type interactions, and their macroscopic PDE limit, in the non-mean-field regime; that is, we consider the case in which each particle/agent in the system interacts only with a…
In this paper, we study weakly interacting diffusion processes on random graphs. Our main focus is on the properties of the mean-field limit and, in particular, on the nonuniqueness and bifurcation structure of stationary states. By…
A mean-field approach (MFA) is proposed for the analysis of orientational order in a two-dimensional system of stochastic self-propelled particles interacting by local velocity alignment mechanism. The treatment is applied to the cases of…
We study the mean-field theory, and the properties of fluctuations, in an out of equilibrium Bose-Fermi system, across the transition to a quantum condensed phase. The system is driven out of equilibrium by coupling to multiple baths, which…
The weak coupling limit for a quantum system, with discrete energy spectrum, coupled to a Bose reservoir with the most general linear interaction is considered: under this limit we have a quantum noise processes substituting for the field.…
In this paper, we study the non-linear diffusion equation associated with a particle system where the common drift depends on the rate of absorption of particles at a boundary. We provide an interpretation as a structural credit risk model…
This paper establishes an indirect approximation theorem for the most probable transition pathway of a stochastic interacting particle system in the mean-field framework. This paper studied the problem of indirect approximation of the most…
The paper has two objectives: proving that the rate of convergence in distribution for mean-field models in CLT regime is $N^{-1/2}$, and obtaining explicit expressions for the infinitesimal generators of two types of measure-valued Markov…
We extend the celebrated Rothschild and Stiglitz (1970) definition of Mean-Preserving Spreads to a dynamic framework. We adapt the original integral conditions to transition probability densities, and give sufficient conditions for their…
We discuss recent results obtained for the Hamiltonian Mean Field model. The model describes a system of N fully-coupled particles in one dimension and shows a second-order phase transition from a clustered phase to a homogeneous one when…
Relationships between inter-cluster synchronization phenomena and external noise are studied on the basis of noise level-free analysis. We consider a mean-field model of ensembles of coupled limit cycle oscillators with two natural…
We establish the local asymptotic normality (LAN) property for estimating a multidimensional parameter in the drift of a system of $N$ interacting particles observed over a fixed time horizon in a mean-field regime $N \rightarrow \infty$.…
A new non-conservative stochastic reaction-diffusion system in which two families of random walks in two adjacent domains interact near the interface is introduced and studied in this paper. Such a system can be used to model the transport…
We establish a connection between tagged particles and size-biased empirical processes in interacting particle systems, in analogy to classical results on the propagation of chaos. In a mean-field scaling limit, the evolution of the…
Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…
The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…
Nucleon transfer in symmetric heavy-ion reactions at energies below the Coulomb barrier is investigated in the framework of a microscopic stochastic mean-field theory. While mean-field alone is known to significantly underpredict the…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward'' at some time points, with the instantaneous rate…