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Large ensembles of stochastically evolving interacting particles describe phenomena in diverse fields including statistical physics, neuroscience, biology, and engineering. In such systems, the infinitesimal evolution of each particle…

概率论 · 数学 2024-01-02 Kavita Ramanan

We present a collision model for particle-particle and particle-wall interactions in interface-resolved simulations of particle-laden flows. Three types of inter-particle interactions are taken into account: (1) long- and (2) short-range…

流体动力学 · 物理学 2021-02-23 Pedro Costa , Bendiks Jan Boersma , Jerry Westerweel , Wim-Paul Breugem

We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…

概率论 · 数学 2014-01-16 Amarjit Budhiraja , Abhishek Pal Majumder

We study the nonequilibrium stationary state of a one-dimensional inertial run-and-tumble particle (IRTP) trapped in a harmonic potential. We find that the presence of inertia leads to two distinct dynamical scenarios, namely, overdamped…

统计力学 · 物理学 2025-05-21 Debraj Dutta , Anupam Kundu , Sanjib Sabhapandit , Urna Basu

This article shows how to combine the relative entropy method by D. Bresch, P.-E. Jabin, and Z. Wang in arXiv:1706.09564, arXiv:1906.04093 and the regularized $L^2(\mathbb{R}^d)$-estimate by Oelschl\"ager (Probability theory and related…

偏微分方程分析 · 数学 2024-05-20 Li Chen , Alexandra Holzinger , Xiaokai Huo

Driven non-equilibrium lattice models have wide-ranging applications in contexts such as mass transport, traffic flow, and transport in biological systems. In this work, we investigate the steady-state properties of a one-dimensional…

统计力学 · 物理学 2026-01-16 Swastik Majumder , Mustansir Barma

We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…

概率论 · 数学 2017-03-01 Augusto Almeida Santos , Soummya Kar , José M. F. Moura , João Xavier

We consider systems of mean-field interacting diffusions, where the pairwise interaction structure is described by a sparse (and potentially inhomogeneous) random graph. Examples include the stochastic Kuramoto model with pairwise…

概率论 · 数学 2019-09-04 Roberto I. Oliveira , Guilherme Reis

We study the Fleming-Viot particle process formed by N interacting continuous-time asymmetric random walks on the cycle graph, with uniform killing. We show that this model has a remarkable exact solvability, despite the fact that it is…

概率论 · 数学 2021-04-13 Josué Corujo

The shape and the inverse participation ratio (IPR) of local spectral density (LSD) are studied for a generic isolated system of coupled quantum states, the Hamiltonian of which is represented by a band random matrix with the disordered…

量子物理 · 物理学 2009-11-07 V. S. Starovoitov

We derive a class of multi-species aggregation-diffusion systems from stochastic interacting particle systems via relative entropy method with quantitative bounds. We show an algebraic $L^1$-convergence result using moderately interacting…

概率论 · 数学 2025-01-07 José Antonio Carrillo , Shuchen Guo , Alexandra Holzinger

This is a review based on the presentation done at the seminar Laurent Schwartz in December 2021. It is announcing results in the forthcoming [Menegaki-Mouhot-Marahrens'22]. This work presents a new simple quantitative method for proving…

概率论 · 数学 2022-12-02 Angeliki Menegaki , Clément Mouhot

The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a…

统计力学 · 物理学 2009-11-11 Golan Bel , Eli Barkai

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 consider a class of multi-layer interacting particle systems and characterize the set of ergodic measures with finite moments. The main technical tool is duality combined with successful coupling.

概率论 · 数学 2024-03-13 Frank Redig , Hidde van Wiechen

We study a particle immersed in a heat bath, in the presence of an external force which decays at least as rapidly as $1/x$, for example a particle interacting with a surface through a Lennard-Jones or a logarithmic potential. As time…

统计力学 · 物理学 2019-01-09 Erez Aghion , David A. Kessler , Eli Barkai

In this paper, we investigate gradient estimate of the Poisson equation and the exponential convergence in the Wasserstein metric $W_{1,d_{l^1}}$, uniform in the number of particles, and uniform-in-time propagation of chaos for the…

概率论 · 数学 2021-09-15 Wei Liu , Liming Wu , Chaoen Zhang

In this two-part paper, we consider multicomponent systems in which each component can iteratively exchange information with other components in its neighborhood in order to compute, in a distributed fashion, the average of the components'…

系统与控制 · 计算机科学 2011-09-30 Nitin H. Vaidya , Christoforos N. Hadjicostis , Alejandro D. Dominguez-Garcia

We use the Random Matrix Theory (RMT) to study the probability distribution function and moments of the wave power transmitted inside systems with ergodic wave motion. The results describe either open multichannel systems or their closed…

介观与纳米尺度物理 · 物理学 2009-11-07 Igor Rozhkov , Yan V. Fyodorov , Richard L. Weaver

Recent molecular dynamics simulations show that a dilute relativistic gas equilibrates to a Juettner velocity distribution if ensemble velocities are measured simultaneously in the observer frame. The analysis of relativistic Brownian…

统计力学 · 物理学 2013-02-04 David Cubero , Joern Dunkel