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Stochastic calculus of infinite particle systems of long range jumps with long range interactions

Research Project

Project/Area Number 17K14206
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Basic analysis
Research InstitutionFukuoka University

Principal Investigator

Esaki Syota  福岡大学, 理学部, 助教 (40784533)

Project Period (FY) 2017-04-01 – 2023-03-31
Project Status Completed (Fiscal Year 2022)
Budget Amount *help
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2020: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2019: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2018: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2017: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Keywords飛躍型無限粒子系 / 確率解析 / 無限次元確率微分方程式 / 長距離相互作用系 / 非衝突系 / 非エルミート行列値ブラウン運動 / 測度距離空間 / 一般化コーシー分布 / 可積分確率論 / 非平衡系 / 無限粒子系 / 飛躍型過程
Outline of Final Research Achievements

The main research in this project is the time evolution of long-range interacting systems, including infinite particle systems whose interactions are represented by the logarithmic potentials. This research is given by the one of joint works with Hideki Tanemura(Keio University). In this study, we showed the ISDE representations of jump type systems with equilibrium measures derived from some scaling limits of random matrices, and the pathwise uniqueness of the ISDE. As additional research, we study a ultra-discretization of multidimensional KPZ equations, infinite particle systems of non-colliding continuous-time random walks on the one-dimensional lattice, eigenvalue and eigenvector processes of non-Hermitian matrix-valued Brownian motions, the measure concentration phenomena associated with the generalized Cauchy distributions .

Academic Significance and Societal Importance of the Research Achievements

一般に、系は粒子数無限の極限をとることにより、その系の本質である統計的性質を明らかにする。そのような統計的性質は、系に対しより詳細な解析を与える上でも大きな鍵となる。ところが長距離干渉系は相互作用の強さからくる収束性の扱いの困難から、統計的性質などを明らかにすることは難しい。一方、飛躍型過程はランダムウォークなどに代表されるものであり、一般にブラウン運動などの拡散過程などに比べ、数値計算を行いやすい。本研究では、長距離干渉飛躍型過程に対する詳細な解析を行ったため、今後本理論と数値実験等を通して長距離干渉系に対する新規の現象の観察に応用されることも期待できる。

Report

(7 results)
  • 2022 Annual Research Report   Final Research Report ( PDF )
  • 2021 Research-status Report
  • 2020 Research-status Report
  • 2019 Research-status Report
  • 2018 Research-status Report
  • 2017 Research-status Report
  • Research Products

    (24 results)

All 2023 2022 2021 2020 2019 2018 2017 Other

All Journal Article (1 results) (of which Peer Reviewed: 1 results) Presentation (21 results) (of which Int'l Joint Research: 7 results,  Invited: 17 results) Remarks (2 results)

  • [Journal Article] Stochastic differential equations for infinite particle systems of jump type with long range interactions2022

    • Author(s)
      Esaki, S. and Tanemura, H.
    • Journal Title

      Journal of the Mathematical Society of Japan

      Volume: -

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Presentation] SDE representation of overlaps associated with non-Hermitian matrix-valued Brownian motion2023

    • Author(s)
      江崎翔太
    • Organizer
      東京確率論セミナー
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] SDErepresentationofeigenvalues,eigenvectorsandoverlapsofnon-Hermitian matrix-valued Brownian motion2023

    • Author(s)
      Syota Esaki
    • Organizer
      Workshop on Probabilistic Methods in Statistical Mechanics of Random Media and Random Fields 2023
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Representation formula of overlaps of non-Hermitian matrix-valued Brownian motion2022

    • Author(s)
      江崎翔太
    • Organizer
      関西大学確率論研究会 2022
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] 確率解析と Gromov のピラミッド2022

    • Author(s)
      江崎翔太
    • Organizer
      測度距離空間の解析と幾何およびその展望
    • Related Report
      2022 Annual Research Report
  • [Presentation] Noncolliding system of asymmetric continuous-time random walks2022

    • Author(s)
      Syota Esaki
    • Organizer
      Workshop on Probabilistic Methods in Statistical Mechanics of Random Media and Random Fields 2022
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Noncolliding system of asymmetric continuous-time random walks and Relaxation phenomenon2022

    • Author(s)
      江崎翔太
    • Organizer
      研究集会 マルコフ過程とその周辺
    • Related Report
      2021 Research-status Report
  • [Presentation] 長距離相互作用飛躍型無限粒子系の確率解析2021

    • Author(s)
      江崎翔太
    • Organizer
      日本数学会2021年秋季総合分科会統計数学分科会特別講演
    • Related Report
      2021 Research-status Report
    • Invited
  • [Presentation] Non-collision, non-explosion and no-big jump conditions of jump type interacting particles systems2021

    • Author(s)
      江崎翔太
    • Organizer
      東京確率論セミナー
    • Related Report
      2020 Research-status Report
    • Invited
  • [Presentation] No collision condition and No big jump condition of interacting particle systems2021

    • Author(s)
      江崎翔太
    • Organizer
      Workshop on “Random matrices, Determinantal point processes and Gaussian analytic functions”
    • Related Report
      2020 Research-status Report
    • Invited
  • [Presentation] ISDE representations of long range interacting particle systems with jumps2020

    • Author(s)
      Syota Esaki
    • Organizer
      Workshop on Probability at Kansai University
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Consistency and ISDE representation of long range interacting particle systems with jumps2019

    • Author(s)
      Syota Esaki
    • Organizer
      Japanese-German Open Conference on Stochastic Analysis 2019
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Consistency and ISDE of interacting Levy processes2019

    • Author(s)
      江崎翔太
    • Organizer
      Stochastic Analysis on Particle Systems
    • Related Report
      2019 Research-status Report
    • Invited
  • [Presentation] Consistency and ISDE representation of jump type long range interacting particle systems2019

    • Author(s)
      Syota Esaki
    • Organizer
      The 18th Symposium Stochastic Analysis on Large Scale Interacting Systems
    • Related Report
      2019 Research-status Report
    • Invited
  • [Presentation] Infinite particle systems of jump type with long range interaction2018

    • Author(s)
      江崎翔太
    • Organizer
      Workshop on “Random Matrices and Related Topics”
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Dyson Brownian Motion and long range interacting particle systems2018

    • Author(s)
      江崎翔太
    • Organizer
      One day workshop "Irreversibility and Evolution Equations"
    • Related Report
      2018 Research-status Report
    • Invited
  • [Presentation] Ultra-discrete limit of KPZ equation and related interacting particle system2018

    • Author(s)
      江崎翔太
    • Organizer
      新潟確率論ワークショップ
    • Related Report
      2018 Research-status Report
  • [Presentation] Infinite-dimensional stochastic differential equations for interacting particle systems of jump type with long range interactions2018

    • Author(s)
      江崎翔太
    • Organizer
      大阪大学確率論セミナー
    • Related Report
      2018 Research-status Report
    • Invited
  • [Presentation] Interacting particle systems on graphs with long range interactions2017

    • Author(s)
      江崎翔太
    • Organizer
      岡山確率論セミナー
    • Related Report
      2017 Research-status Report
    • Invited
  • [Presentation] Infinite Levy particles with long range interactions2017

    • Author(s)
      Syota Esaki
    • Organizer
      The 39th Conference on Stochastic Processes and their Applications (SPA2017)
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] 無限粒子系の確率解析について2017

    • Author(s)
      江崎翔太
    • Organizer
      2017年度確率論ヤングサマーセミナー
    • Related Report
      2017 Research-status Report
    • Invited
  • [Presentation] Stochastic differential equations for infinite particle systems of jump types with long range interactions2017

    • Author(s)
      Syota Esaki
    • Organizer
      Japanese-German Open Conference on Stochastic Analysis 2017
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research / Invited
  • [Remarks] Syota Esaki's website Talks

    • URL

      https://www.cis.fukuoka-u.ac.jp/~sesaki/Talks.html

    • Related Report
      2018 Research-status Report
  • [Remarks] Syota Esaki's website Research

    • URL

      https://www.cis.fukuoka-u.ac.jp/~sesaki/Research.html

    • Related Report
      2018 Research-status Report

URL: 

Published: 2017-04-28   Modified: 2024-01-30  

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