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相关论文: Large deviations and a Kramers' type law for self-…

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We study the exit-time of a self-interacting diffusion from an open domain $G \subset \mathbb{R}^d$. In particular, we consider the equation $d{X_t} = - \left( \nabla V(X_t) + \frac{1}{t}\int_0^t\nabla F (X_t - X_s)d{s} \right) d{t} +…

概率论 · 数学 2025-02-04 Ashot Aleksian , Aline Kurtzmann , Julian Tugaut

We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition. Further, the process is…

The present work investigates the asymptotic behaviors, at the zero-noise limit, of the first collision-time and first collision-location related to a pair of self-stabilizing diffusions and of their related particle approximations. These…

概率论 · 数学 2022-06-13 Jean-Francois Jabir , Julian Tugaut

In this paper, we study McKean-Vlasov SDE living in $\mathbb{R}^d$ in the reversible case without assuming any type of convexity assumptions for confinement or interaction potentials. Kramers' type law for the exit-time from a domain of…

概率论 · 数学 2023-11-01 Ashot Aleksian , Julian Tugaut

In this paper we develop a metastability theory for a class of stochastic reaction-diffusion equations exposed to small multiplicative noise. We consider the case where the unperturbed reaction-diffusion equation features multiple…

概率论 · 数学 2020-12-16 Michael Salins , Konstantinos Spiliopoulos

We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficient. Finally, we establish a so-called Kramers' type law for…

概率论 · 数学 2023-03-28 Ashot Aleksian , Pierre del Moral , Aline Kurtzmann , Julian Tugaut

In a growing number of strongly disordered and dense systems, the dynamics of a particle pulled by an external force field exhibits super-diffusion. In the context of glass forming systems, super cooled glasses and contamination spreading…

统计力学 · 物理学 2019-12-18 Wanli Wang , Alessandro Vezzani , Raffaella Burioni , Eli Barkai

This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite range dependence. Such processes were first considered…

偏微分方程分析 · 数学 2016-01-26 Benjamin J. Fehrman

We investigate the escape rate of an overdamped, self-propelled spherical Brownian particle on a surface from a metastable potential well. Within a modeling in terms of a 1D constant speed of the particle's active dynamics we consider the…

软凝聚态物质 · 物理学 2016-10-12 Alexander Geiseler , Peter Hänggi , Gerhard Schmid

We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by $\sigma B_t$ for a constant $\sigma$. The first part of this work consists in showing that the rate of convergence (of the…

概率论 · 数学 2022-01-26 Ashot Aleksian , Pierre Del Moral , Aline Kurtzmann , Julian Tugaut

We consider a finite dimensional deterministic dynamical system with a global attractor A with a unique ergodic measure P concentrated on it, which is uniformly parametrized by the mean of the trajectories in a bounded set D containing A.…

概率论 · 数学 2013-03-21 Michael Högele , Ilya Pavlyukevich

We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…

统计力学 · 物理学 2025-07-15 Denis Boyer , Satya N. Majumdar

The Kob-Andersen model is a fundamental example of a kinetically constrained lattice gas, that is, an interacting particle system with Kawasaki type dynamics and kinetic constraints. In this model, a particle is allowed to jump when…

概率论 · 数学 2020-03-06 Anatole Ertul , Assaf Shapira

Escape of active agents from metastable states is of great interest in statistical and biological physics. In this study, we investigate the escape of a flexible active ring, composed of active Brownian particles, from a flat attractive…

软凝聚态物质 · 物理学 2024-08-21 Bin Tang , Jin-cheng Gao , Kang Chen , Tian Hui Zhang , Wen-de Tian

We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each…

统计力学 · 物理学 2009-11-13 O. Benichou , J. Desbois

Let O the basin of attraction of the unique stable equilibrium of a dynamical system, which is the law of large numbers limit of a Poissonian SDE. We consider the law of the exit point from O of that Poissonian SDE. We adapt the approach of…

概率论 · 数学 2020-03-09 Etienne Pardoux , Brice Samegni-Kepgnou

In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…

统计力学 · 物理学 2023-04-26 Deborah Schwarcz , Stanislav Burov

In this work we prove a Kramers' type law for the low-temperature behavior of the exit-times from a metastable state for a class of self-interacting nonlinear diffusion processes. Contrary to previous works, the interaction is not assumed…

We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…

统计力学 · 物理学 2023-08-23 Naftali R. Smith

Recently a new type of Kramers-Fokker-Planck Equation has been proposed [R. Friedrich et al. Phys. Rev. Lett. {\bf 96}, 230601 (2006)] describing anomalous diffusion in external potentials. In the present paper the explicit cases of a…

统计力学 · 物理学 2007-05-23 S. Eule , R. Friedrich , F. Jenko
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