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

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…

We consider infinite particle system on the positive half-line moving independently of each other. When a particle hits the boundary it immediately disappears, and the boundary moves to the right on some fixed quantity (particle size). We…

We present local distributed, stochastic algorithms for \emph{alignment} in self-organizing particle systems (SOPS) on two-dimensional lattices, where particles occupy unique sites on the lattice, and particles can make spatial moves to…

Motivated by studies of stochastic systems describing non-equilibrium dynamics of (real-valued) spins of an infinite particle system in $\mathbb{R}^n$ we consider a row-finite system of stochastic differential equations with dissipative…

We study finite and countably infinite systems of stochastic differential equations, in which the drift and diffusion coefficients of each component (particle) are determined by its rank in the vector of all components of the solution. We…

We will construct a theory which can explain the dynamics toward the steady state self-gravitating systems (SGSs) where many particles interact via the gravitational force. Real examples of SGS in the universe are globular clusters and…

We describe the macroscopic behaviour of a particle system with long-range interactions. We describe conditions on the interaction strength in dependency of the distance of the particles, such that the scaling limit of the particle system…

We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in $ \mathbb{R}^+$ interacting through the two-dimensional Coulomb potential. The equilibrium states of the…

We consider a network of N noisy bistable elements with global time-delayed couplings. In a two-state description, where elements are represented by Ising spins, the collective dynamics is described by an infinite hierarchy of coupled…

Interaction is so ubiquitous that imaging a world free from it is a difficult fantasy exercise. At the same time, in understanding any complex physical system, our ability of accounting for the mutual interaction of its constituents is…

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

We derive the equations for the non-linear effective dynamics of a so called pseudo-spinor Bose-Einstein condensate, which emerges from the linear many-body Schr\"odinger equation at the leading order in the number of particles. The…

An innovative theoretical framework for stochastic dynamics based on a decomposition of a stochastic differential equation (SDE) has been developed with an evident advantage in connecting deterministic and stochastic dynamics, as well as…

Stochastic partial differential equations (SPDE) on graphs were introduced by Cerrai and Freidlin [Ann. Inst. Henri Poincar\'e Probab. Stat. 53 (2017) 865-899]. This class of stochastic equations in infinite dimensions provides a minimal…

In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…

This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…

Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving path constrained SDEs. Broadly, these problems fall under the…

We construct a probabilistic representation of a system of fully coupled parabolic equations arising as a model describing spatial segregation of interacting population species. We derive a closed system of stochastic equations such that…

Dyson's model on interacting Brownian particles is a stochastic dynamics consisting of an infinite amount of particles moving in $ \R $ with a logarithmic pair interaction potential. For this model we will prove that each pair of particles…