相关论文: Stochastic dynamics of particle systems on unbound…

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…

We consider the dynamics of finite systems of point masses which move along the real line. We suppose the particles interact pairwise and undergo perfectly inelastic collisions when they collide. In particular, once particles collide, they…

For any system $\{i\}$ of particles with the trajectories $x_{i}(t)$ in $R^{d}$ on a finite time interval $[0,\tau]$ we define the interaction graph $G$. Vertices of $G$ are the particles, there is an edge between two particles $i,j$ iff…

We solve infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles interacting via two-dimensional Coulomb potentials. The equilibrium states of the associated unlabeled stochastic…

The distributions of $ N $-particle systems of Gaussian unitary ensembles converge to Sine$_2$ point processes under bulk-scaling limits. These scalings are parameterized by a macro-position $ \theta $ in the support of the semicircle…

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

We consider optimal control of a new type of non-local stochastic partial differential equations (SPDEs). The SPDEs have space interactions, in the sense that the dynamics of the system at time $t$ and position in space x also depend on the…

We consider the dynamics of particle systems where the particles are confined by impenetrable barriers to a bounded, possibly non-convex domain $\Omega$. When particles hit the boundary, we consider an instant change in velocity, which…

In this work we study a kinetic model of active particles with delayed dynamics, and its limit when the number of particles goes to infinity. This limit turns out to be related to delayed differential equations with random initial…

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 equilibrium states of an infinite system of interacting particles in a Euclidean space. The particles bear `unbounded' spins with a given symmetric a priori distribution. The interaction between the particles is pairwise and splits…

Motivated by a general principle governing regulation mechanisms in biological cells, we investigate a general interaction scheme between different populations of particles and specific particles, referred to as agents. Assuming that each…

We show that the stochastic dynamics of a large class of one-dimensional interacting particle systems may be presented by integrable quantum spin Hamiltonians. Using the Bethe ansatz and similarity transformations this yields new exact…

In the stochastic sandpile model on a graph, particles interact pairwise as follows: if two particles occupy the same vertex, they must each take an independent random walk step with some probability $0<p<1$ of not moving. These…

Stochastic boundary conditions for interactions with a particle reservoir are discussed in many-particle systems. We introduce the boundary conditions with the injection rate and the momentum distribution of particles coming from a particle…

We study the dynamics of waves, oscillations, and other spatio-temporal patterns in stochastic evolution systems, including SPDE and stochastic integral equations. Representing a given pattern as a smooth, stable invariant manifold of the…

We present general theorems solving the long-standing problem of the existence and pathwise uniqueness of strong solutions of infinite-dimensional stochastic differential equations (ISDEs) called interacting Brownian motions. These ISDEs…

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…

Optimal control of interacting particles governed by stochastic evolution equations in Hilbert spaces is an open area of research. Such systems naturally arise in formulations where each particle is modeled by stochastic partial…

This article deals with the issues of global-in-time existence and asymptotic analysis of a fluid-particle interaction model in the so-called bubbling regime. The mixture occupies the physical space $\Omega \subset \mathbb{R}^3$ which may…