相关论文: Functional Inequalities for Particle Systems on Po…
We study the phase transition dynamics of a fluid system in which the particles diffuse anisotropically in space. The motivation to study such a situation is provided by systems of interacting magnetic colloidal particles subject to the…
In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…
We present a new approach to absolute continuity of laws of Poisson functionals. The theoretical framework is that of local Dirichlet forms as a tool to study probability spaces. The method gives rise to a new explicit calculus that we show…
Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…
The two-parameter Poisson-Dirichlet diffusion takes values in the infinite ordered simplex and extends the celebrated infinitely-many-neutral-alleles model, having a two-parameter Poisson-Dirichlet stationary distribution. Here we identify…
In this paper we introduce a PDE system which aims at describing the dynamics of a dispersed phase of particles moving into an incompressible perfect fluid, in two space dimensions. The system couples a Vlasov-type equation and an…
Motivated by a phenomenon of phase transition in a model of alignment of self-propelled particles, we obtain a kinetic mean-field equation which is nothing else than the Doi equation (also called Smoluchowski equation) with dipolar…
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…
We study the dynamics of a particle moving in one-dimensional Lorentz lattice-gas where particle performs mainly three different kinds of motion {\it viz} ballistic motion, diffusion and confinement. There are two different types of…
The paper wishes to demonstrate that, in quantum systems with boundaries, different boundary conditions can lead to remarkably different physical behaviour. Our seemingly innocent setting is a one dimensional potential well that is divided…
It is shown that piecewise deterministic dissipative quantum dynamics in a vector space with indefinite metric can lead to well defined, positive probabilities. The case of quantum jumps on the Poincar'e disk is studied in details,…
We investigate the transport and separation of overdamped particles under the action of a uniform external force in a two-dimensional periodic energy landscape. Exact results are obtained for the deterministic transport in a square lattice…
The two parameter Poisson-Dirichlet distribution $PD(\alpha,\theta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-Dirichlet distribution. The two parameter Dirichlet…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
Regime-switching processes contain two components: continuous component and discrete component, which can be used to describe a continuous dynamical system in a random environment. Such processes have many different properties than general…
The Minkowski question mark function is a rich object which can be explored from the perspective of dynamical systems, complex dynamics, metric number theory, multifractal analysis, transfer operators, integral transforms, and as a function…
A model in which pointlike defects are randomly embedded in Minkowski spacetime is considered. The distribution of spacetime defects is constructed to be Lorentz-invariant. It does not introduce a preferred reference frame, because it is…
Experimental studies of systems containing active proteins that undergo conformational changes driven by catalytic chemical reactions have shown that the diffusion coefficients of passive tracer particles and active molecules are larger…
Diffusion processes associated with semi-Dirichlet forms are studied in the paper. The main results are Fukushima's decomposition for the diffusions and a transformation formula for the corresponding martingale part of the decomposition.…
In this article we study a system of $N$ particles, each of them being defined by the couple of a position (in $\mathbb{R}^d$) and a so-called orientation which is an element of a compact Riemannian manifold. This orientation can be seen as…