Exact soliton-like probability measures for interacting jump processes

zbMATH Open1330.60119arXiv1501.07061MaRDI QIDQ3452158FDOQ3452158

Authors: Max-Olivier Hongler 

Publication date: 18 November 2015

Abstract: The cooperative dynamics of a 1-D collection of Markov jump, interacting stochastic processes is studied via a mean-field approach. In the time-asymptotic regime, the resulting nonlinear master equation is analytically solved. The nonlinearity compensates jumps induced diffusive behavior giving rise to a soliton-like stationary probability density. The soliton velocity and its sharpness both intimately depend on the interaction strength. Below a critical threshold of the strength of interactions, the cooperative behavior cannot be sustained leading to the destruction of the soliton-like solution. The bifurcation point for this behavioral phase transition is explicitly calculated.

Full work available at URL: https://arxiv.org/abs/1501.07061

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zbMATH Keywords

mean-field approachnonlinear master equationinteracting Markov jump processessoliton-like probability measures

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cited In (3)

• Title not available (Why is that?)
• On jump-diffusive driving noise sources. Some explicit results and applications
• Kinetically induced solitons

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