相关论文: Asymptotic analysis of a particle system with mean…

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…

Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller…

We consider long-time behavior of dynamical systems perturbed by a small noise. Under certain conditions, a slow component of such a motion, which is most important for long- time evolution, can be described as a motion on the cone of…

Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…

We have numerically studied the trapping problem in a two-dimensional lattice where particles are continuously generated. We have introduced interaction between particles and directionality of their movement. This model presents a critical…

In an ecological context, panel data arise when time series measurements are made on a collection of ecological processes. Each process may correspond to a spatial location for field data, or to an experimental ecosystem in a designed…

The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…

An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…

In this paper, we consider particle systems with interaction and Brownian motion. We prove that when the initial data is from the sampling of Chorin's method, i.e., the initial vertices are on lattice points $hi\in \mathbb{R}^d$ with mass…

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…

For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…

We study the asymptotic behavior of continuous-time, time-inhomogeneous Markovian quantum dynamics in a stationary random environment. Under mild faithfulness and eventually positivity-improving assumptions, the normalized evolution…

A new particle-based sampling and approximate inference method, based on electrostatics and Newton mechanics principles, is introduced with theoretical ground, algorithm design and experimental validation. This method simulates an…

We consider an exclusion process with finite-range interactions in the microscopic interval $[0,N]$. The process is coupled with the simple symmetric exclusion processes in the intervals $[-N,-1]$ and $[N+1,2N]$, which simulate reservoirs.…

We study the dynamics of a spin-flip model with a mean field interaction. The system is non reversible, spacially inhomogeneous, and it is designed to model social interactions. We obtain the limiting behavior of the empirical averages in…

Hidden information emerges under impulse interactions with Markov diffusion process modeling interactive random environment. Impulse yes no action cuts Markov correlations revealing Bit of hidden information connected correlated states.…

We study a stochastic system of $N$ interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle $i$ carries two attributes: the spatial location $X_t^i\in \mathbb{T}^d$, and the type $\Xi_t^i\in…

This article presents several results establishing connections be- tween Markov chains and dynamical systems, from the point of view of open systems in physics. We show how all Markov chains can be understood as the information on one…

We investigate nonequilibrium steady-state dynamics in both continuous- and discrete-state stochastic processes. Our analysis focuses on planar diffusion dynamics and their coarse-grained approximations by discrete-state Markov chains.…

The generic behavior of quantum systems has long been of theoretical and practical interest. Any quantum process is represented by a sequence of quantum channels. We consider general ergodic sequences of stochastic channels with arbitrary…