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We consider a synchronous process of particles moving on the vertices of a graph $G$, introduced by Cooper, McDowell, Radzik, Rivera and Shiraga (2018). Initially, $M$ particles are placed on a vertex of $G$. In subsequent time steps, all…

We investigate Gibbs measures for diffusive particles interacting through a two-body mean field energy. By identifying a gradient structure for the conditional law, we derive sharp bounds on the size of chaos, providing a quantitative…

概率论 · 数学 2025-10-29 Zhenjie Ren , Songbo Wang

The Random Batch Method proposed in our previous work [Jin et al., J. Comput. Phys., 400(1), 2020] is not only a numerical method for interacting particle systems and its mean-field limit, but also can be viewed as a model of particle…

概率论 · 数学 2020-11-24 Shi Jin , Lei Li

We study a stochastic particle system which models the time evolution of the ranking of books by online bookstores (e.g., Amazon). In this system, particles are lined in a queue. Each particle jumps at random jump times to the top of the…

概率论 · 数学 2009-08-22 Kumiko Hattori , Tetsuya Hattori

We discuss numerical aspects related to a new class of nonlinear Stochastic Differential Equations in the sense of McKean, which are supposed to represent non conservative nonlinear Partial Differential equations (PDEs). We propose an…

概率论 · 数学 2016-08-03 Anthony Le Cavil , Nadia Oudjane , Francesco Russo

We establish a necessary and sufficient condition for the propagation of chaos by a family of many-particle Markov processes, if the particles live in a Polish space: a sequence of n-particle Markov transition functions propagates chaos if…

概率论 · 数学 2007-05-23 Alexander David Gottlieb

We study an interacting particle system of a finite number of labelled particles on the integer lattice, in which particles have intrinsic masses and left/right jump rates. If a particle is the minimal-label particle at its site when it…

概率论 · 数学 2025-09-11 Mikhail Menshikov , Serguei Popov , Andrew Wade

The first goal of this note is to prove the strong well-posedness of McKean-Vlasov SDEs driven by L{\'e}vy processes on $\mathbb{R}^d$ having a finite moment of order $\beta \in [1,2]$ and under standard Lipschitz assumptions on the…

概率论 · 数学 2025-04-24 Thomas Cavallazzi

The well-posedness and regularity properties of diffusion-aggregation equations, emerging from interacting particle systems, are established on the whole space for bounded interaction force kernels by utilizing a compactness convergence…

偏微分方程分析 · 数学 2024-06-19 Li Chen , Paul Nikolaev , David J. Prömel

We study the transport of self-propelled particles in dynamic complex environments. To obtain exact results, we introduce a model of run-and-tumble particles (RTPs) moving in discrete time on a $d$-dimensional cubic lattice in the presence…

We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as sales ranks at online bookstores. We prove that the joint…

概率论 · 数学 2013-01-01 Tetsuya Hattori , Seiichiro Kusuoka

We study a population of $N$ particles, which evolve according to a diffusion process and interact through a dynamical network. In turn, the evolution of the network is coupled to the particles' positions. In contrast with the mean-field…

数学物理 · 物理学 2020-10-14 Julien Barré , Paul Dobson , Michela Ottobre , Ewelina Zatorska

In this work we study a branching particle system of diffusion processes on the real line interacting through their rank in the system. Namely, each particle follows an independent Brownian motion, but only K $\ge$ 1 particles on the far…

偏微分方程分析 · 数学 2025-05-14 Mete Demircigil , Milica Tomasevic

The purpose of this paper is to study the evolution of moving interacting particles on the mesoscopic scale. We will introduce an uncertainty principle and a new priori bound for the evolution of particles subject to a general mesoscopic…

偏微分方程分析 · 数学 2021-03-09 Nima Moini

In this paper, a link between monotonicity of deterministic dynamical systems and propagation of order by Markov processes is established. The order propagation has received considerable attention in the literature, however, this notion is…

最优化与控制 · 数学 2015-03-10 Aivar Sootla

In this paper, we consider a subclass of piecewise deterministic Markov processes with a Polish state space that involve a deterministic motion punctuated by random jumps, occurring in a Poisson-like fashion with some state-dependent rate,…

概率论 · 数学 2024-05-28 Dawid Czapla

We study the orientational ordering in systems of self-propelled particles with selective interactions. To introduce the selectivity we augment the standard Vicsek model with a bounded-confidence collision rule: a given particle only aligns…

统计力学 · 物理学 2014-12-01 Maksym Romenskyy , Vladimir Lobaskin , Thomas Ihle

We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…

We consider finite and infinite systems of particles on the real line and half-line evolving in continuous time. Hereby, the particles are driven by i.i.d. L\'{e}vy processes endowed with rank-dependent drift and diffusion coefficients. In…

概率论 · 数学 2011-12-30 Mykhaylo Shkolnikov

We consider the following interacting particle system: There is a ``gas'' of particles, each of which performs a continuous time simple random walk on the d-dimensional lattice. These particles are called A-particles and move independently…

概率论 · 数学 2007-05-23 Harry Kesten , Vladas Sidoravicius
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