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Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…

概率论 · 数学 2020-07-28 Florian Bechtold , Fabio Coppini

This note is a companion article to the recent paper L\"ocherbach, Loukianova, Marini (2024). We consider mean field systems of interacting particles. Each particle jumps with a jump rate depending on its position. When jumping, a…

概率论 · 数学 2024-07-02 Dasha Loukianova , Eva Löcherbach

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…

概率论 · 数学 2023-03-03 Alexander Stolyar

We consider the behaviour of branching-selection particle systems in the large population limit. The dynamics of these systems is the combination of the following three components: (a) Motion: particles move on the real line according to a…

概率论 · 数学 2023-11-22 Jean Bérard , Brieuc Frénais

We introduce and analyze a class of interacting particle systems on the real line that combine features of the stochastic rat race and (deterministic) follow-the-leader models. The particle system evolves as a continuous-time pure jump…

概率论 · 数学 2026-01-07 Sayan Banerjee , Amarjit Budhiraja , Dilshad Imon

We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…

概率论 · 数学 2025-11-13 Eva Löcherbach , Dasha Loukianova , Elisa Marini

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…

概率论 · 数学 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…

概率论 · 数学 2023-01-25 Kai Du , Yifan Jiang , Xiaochen Li

We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…

概率论 · 数学 2009-02-16 Charles Bordenave , David McDonald , Alexandre Proutiere

In this paper, we proposed a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework describing the transport in random systems since particles can work as mobile…

软凝聚态物质 · 物理学 2017-08-09 Eduardo Velasco Stock , Roberto da Silva , Henrique Almeida Fernandes

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

We consider a system of particles which interact through a jump process. The jump intensities are functions of the proximity rank of the particles, a type of interaction referred to as topological in the literature. Such interactions have…

概率论 · 数学 2022-12-20 Pierre Degond , Mario Pulvirenti , Stefano Rossi

We consider a load balancing model where a Poisson stream of jobs arrive at a system of many servers whose service time distribution possesses a finite second moment. A small fraction of arrivals pass through the so called power-of-choice…

概率论 · 数学 2024-04-16 Rami Atar , Gershon Wolansky

We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…

概率论 · 数学 2026-02-12 Graeme Baker , Ben Hambly , Philipp Jettkant

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

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

概率论 · 数学 2026-05-06 Solesne Bourguin , Konstantinos Spiliopoulos

We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…

概率论 · 数学 2025-02-19 Eva Löcherbach , Dasha Loukianova , Elisa Marini

We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…

统计力学 · 物理学 2014-11-20 T. Becker , K. Nelissen , B. Cleuren , B. Partoens , C. Van den Broeck

The goal of this paper is to provide mathematically rigorous tools for modelling the evolution of a community of interacting individuals. We model the population by a measure space where the measure determines the abundance of individual…

概率论 · 数学 2017-05-17 Thomas Cass , Terry Lyons

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