On a family of coupled diffusions that can never change their initial order
dc.contributor.author | Mengütürk, L. A. | |
dc.contributor.author | Mengütürk, Murat Cahit | |
dc.date.accessioned | 2023-06-09T12:38:18Z | |
dc.date.available | 2023-06-09T12:38:18Z | |
dc.date.issued | 2022-11-18 | |
dc.identifier.uri | http://hdl.handle.net/10679/8373 | |
dc.identifier.uri | https://iopscience.iop.org/article/10.1088/1751-8121/aca188 | |
dc.description.abstract | We introduce a real-valued family of interacting diffusions where their paths can meet but cannot cross each other in a way that would alter their initial order. Any given interacting pair is a solution to coupled stochastic differential equations with time-dependent coefficients satisfying certain regularity conditions with respect to each other. These coefficients explicitly determine whether these processes bounce away from each other or stick to one another if/when their paths collide. When all interacting diffusions in the system follow a martingale behaviour, and if all these paths ultimately come into collision, we show that the system reaches a random steady-state with zero fluctuation thereafter. We prove that in a special case when certain paths abide to a deterministic trend, the system reduces down to the topology of captive diffusions. We also show that square-root diffusions form a subclass of the proposed family of processes. Applications include order-driven interacting particle systems in physics, adhesive microbial dynamics in biology and risk-bounded quadratic optimization solutions in control theory. | en_US |
dc.language.iso | eng | en_US |
dc.publisher | IOP Publishing | en_US |
dc.relation.ispartof | Journal of Physics A: Mathematical and Theoretical | |
dc.rights | openAccess | |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | |
dc.title | On a family of coupled diffusions that can never change their initial order | en_US |
dc.type | Article | en_US |
dc.description.version | Publisher version | en_US |
dc.peerreviewed | yes | en_US |
dc.publicationstatus | Published | en_US |
dc.contributor.department | Özyeğin University | |
dc.contributor.ozuauthor | Mengütürk, Murat Cahit | |
dc.identifier.volume | 55 | en_US |
dc.identifier.issue | 46 | en_US |
dc.identifier.wos | WOS:000886679400001 | |
dc.identifier.doi | 10.1088/1751-8121/aca188 | en_US |
dc.subject.keywords | Captive dynamics | en_US |
dc.subject.keywords | Coupled processes | en_US |
dc.subject.keywords | Interacting systems | en_US |
dc.subject.keywords | Stochastic domains | en_US |
dc.identifier.scopus | SCOPUS:-s2.0-85142533506 | |
dc.relation.publicationcategory | Article - International Refereed Journal - Institutional Academic Staff |
Files in this item
This item appears in the following Collection(s)
Share this page