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Stochastic analysis for phase transition in particle systems with an infinite number of particles

Research Project

Project/Area Number 19H01793
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Review Section Basic Section 12010:Basic analysis-related
Research InstitutionKeio University

Principal Investigator

Tanemura Hideki  慶應義塾大学, 理工学部(矢上), 教授 (40217162)

Co-Investigator(Kenkyū-buntansha) 竹居 正登  横浜国立大学, 大学院工学研究院, 教授 (60460789)
今村 卓史  千葉大学, 大学院理学研究院, 教授 (70538280)
Project Period (FY) 2019-04-01 – 2024-03-31
Project Status Completed (Fiscal Year 2023)
Budget Amount *help
¥14,430,000 (Direct Cost: ¥11,100,000、Indirect Cost: ¥3,330,000)
Fiscal Year 2023: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2022: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2021: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2020: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2019: ¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Keywords無限粒子系 / ランダム行列 / 確率微分方程式 / 相転移 / 浸透模型 / Elephant random walk / 行列式点過程 / 浸透モデル / エレファントランダムウォーク / 中心極限定理 / 確率模型 / 可積分確率 / 極限定理 / 無限次元確率微分方程式 / 生物モデル / 相転移現象
Outline of Research at the Start

本研究課題では、無限粒子系における相転移現象を確率解析の立場から調べる。相転移としては、物質の三態(固相、液相、気相)の移り変わりを一般に指すが、同相の物質中の物性変化(結晶構造や密度、磁性など)や基底状態の変化なども含まれている。無限粒子系は粒子配置の空間に値をとる確率過程として記述され、確率解析の適用が可能である。配置空間は、粒子密度、配置の周期性(結晶性)等により幾何的な性質を捉えることができる。本研究課題は、相を特徴付ける幾何的性質を導入し、相転移現象を幾何的性質の急激な変化として捉え、理解する研究である。

Outline of Final Research Achievements

We investigated the existence and uniqueness of strong solutions of infinite-dimensional stochastic differential equations representing long-range interacting systems for diffuse particle systems, jump type particle systems, and hard care particle systems. We have developed a theory that can be applied to these different settings.As an application of this, we provedthe uniqueness of the corresponding Dirichlet forms.
We conducted research on Elephant Random Walk (ERW), which is an example of a path-dependent non-Markov process, and promoted multifaceted research on ERW and its various deformation models.

Academic Significance and Societal Importance of the Research Achievements

長距離相互作用をもつ無限粒子系の確率解析において、確率微分方程式によるアプローチは、最も有効な手段の一つである。拡散粒子系、飛躍粒子系、剛体球系に対して、確率微分方程式の解の存在と一 意性等を統一的に示したことは、学術的な意義は高い。様々な設定のもとで物理現象などの解析の役立つと思われる。一方、非マルコフ的な確率過程に対しての研究は、様々な方向に発展しているが、得られた研究成果は、過去の影響に大きく影響をうける現象の解析に応用できることが期待できる。

Report

(6 results)
  • 2023 Annual Research Report   Final Research Report ( PDF )
  • 2022 Annual Research Report
  • 2021 Annual Research Report
  • 2020 Annual Research Report
  • 2019 Annual Research Report
  • Research Products

    (36 results)

All 2024 2023 2022 2021 2020 2019 Other

All Int'l Joint Research (4 results) Journal Article (10 results) (of which Int'l Joint Research: 2 results,  Peer Reviewed: 10 results,  Open Access: 7 results) Presentation (22 results) (of which Int'l Joint Research: 10 results,  Invited: 13 results)

  • [Int'l Joint Research] インド統計研究所(インド)

    • Related Report
      2023 Annual Research Report
  • [Int'l Joint Research] インド統計研究所(インド)

    • Related Report
      2022 Annual Research Report
  • [Int'l Joint Research] インド統計研究所(インド)

    • Related Report
      2021 Annual Research Report
  • [Int'l Joint Research] インド統計研究所(インド)

    • Related Report
      2019 Annual Research Report
  • [Journal Article] Stochastic differential equations for infinite particle systems of jump type with long range interactions2024

    • Author(s)
      ESAKI Syota、TANEMURA Hideki
    • Journal Title

      Journal of the Mathematical Society of Japan

      Volume: 76 Issue: 1 Pages: 283-336

    • DOI

      10.2969/jmsj/90289028

    • ISSN
      0025-5645, 1881-1167, 1881-2333
    • Related Report
      2023 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] New approach to KPZ models through free fermions at positive temperature2023

    • Author(s)
      Imamura Takashi、Mucciconi Matteo、Sasamoto Tomohiro
    • Journal Title

      Journal of Mathematical Physics

      Volume: 64 Issue: 8 Pages: 083301-083301

    • DOI

      10.1063/5.0089778

    • Related Report
      2023 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Skew RSK dynamics: Greene invariants, affine crystals and applications to<i>q</i>-Whittaker polynomials2023

    • Author(s)
      Imamura Takashi、Mucciconi Matteo、Sasamoto Tomohiro
    • Journal Title

      Forum of Mathematics, Pi

      Volume: 11

    • DOI

      10.1017/fmp.2023.23

    • Related Report
      2023 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Rate of moment convergence in the central limit theorem for the elephant random walk2023

    • Author(s)
      Hayashi Masafumi、Oshiro So、Takei Masato
    • Journal Title

      Journal of Statistical Mechanics: Theory and Experiment

      Volume: 2023 Issue: 2 Pages: 023202-023202

    • DOI

      10.1088/1742-5468/acb265

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 2.Infinite particle systems with hard-core and long-range interaction2022

    • Author(s)
      Tanemura, H.
    • Journal Title

      Springer Proceedings in Mathematics and Statistics

      Volume: 394

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Comparison of limit shapes for Bernoulli first-passage percolation2022

    • Author(s)
      Kubota Naoki、Takei Masato
    • Journal Title

      International Journal of Mathematics for Industry

      Volume: 14 Issue: 01 Pages: 2250005-2250005

    • DOI

      10.1142/s2661335222500058

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Infinite Particle Systems with Hard-Core and Long-Range Interaction2022

    • Author(s)
      Tanemura, H.
    • Journal Title

      Springer Proceedings in Mathematics and Statistics

      Volume: 394 Pages: 511-534

    • DOI

      10.1007/978-981-19-4672-1_25

    • ISBN
      9789811946714, 9789811946721
    • Related Report
      2021 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Infinite-dimensional stochastic differential equations and tail 𝜎-fields II: the IFC condition2022

    • Author(s)
      Kawamoto, Y. , Osada, H., Tanemura H.
    • Journal Title

      Journal of the Mathematical Society of Japan

      Volume: 74 Issue: 1 Pages: 79-128

    • DOI

      10.2969/jmsj/85118511

    • NAID

      130008144193

    • ISSN
      0025-5645, 1881-1167, 1881-2333
    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Almost sure behavior of linearly edge-reinforced random walks on the half-line2021

    • Author(s)
      Takei Masato
    • Journal Title

      Electronic Journal of Probability

      Volume: 26 Issue: none Pages: 1-18

    • DOI

      10.1214/21-ejp674

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Uniqueness of Dirichlet Forms Related to Infinite Systems of Interacting Brownian Motions2020

    • Author(s)
      Kawamoto Yosuke、Osada Hirofumi、Tanemura Hideki
    • Journal Title

      Potential Analysis

      Volume: - Issue: 4 Pages: 639-676

    • DOI

      10.1007/s11118-020-09872-2

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Presentation] Phase transition for a unidirectional elephant random walk with a pawer law memory2024

    • Author(s)
      種村秀紀
    • Organizer
      無限粒子系、確率場の諸問題XVII
    • Related Report
      2023 Annual Research Report
  • [Presentation] Phase transition for a unidirectional elephant random walk with a pawer law memory2024

    • Author(s)
      Tanemura, H.
    • Organizer
      Interacting particle systems and SPDEs China-Japan Probability Workshop at BIMSA and YMSC,
    • Related Report
      2023 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Refined Cauchy/Littlewood identities and their applications to KPZ models2024

    • Author(s)
      Imamura, T.
    • Organizer
      French Japanese Conference on Probability & Interactions
    • Related Report
      2023 Annual Research Report
  • [Presentation] 1.On a model of evolution of subspecies2023

    • Author(s)
      Tanemura, H.
    • Organizer
      Boston-Keio-Tsinghua Workshop 2023
    • Related Report
      2023 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Elephant random walk with a power law memory2023

    • Author(s)
      Tanemura, H.
    • Organizer
      The 21st Symposium Stochastic Analysis on Large Scale Interaction Systems
    • Related Report
      2023 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Bernoulli first-passage percolationにおける極限形状の比較2023

    • Author(s)
      竹居正登
    • Organizer
      日本数学会秋季総合分科会
    • Related Report
      2023 Annual Research Report
  • [Presentation] Variations of elephant random walks: With a power law memory and with gradually increasing memory2023

    • Author(s)
      竹居正登
    • Organizer
      2024年
    • Related Report
      2023 Annual Research Report
  • [Presentation] KPZ models and free fermions at finite temperature2023

    • Author(s)
      今村卓史
    • Organizer
      統計力学セミナー
    • Related Report
      2023 Annual Research Report
  • [Presentation] Exactly solvable KPZ models and free fermions2023

    • Author(s)
      Imamura, T.
    • Organizer
      28th International Conference on Statistical Physics
    • Related Report
      2023 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Infinite particle systems with hard-core and long-range interaction2022

    • Author(s)
      Tanemura, H.
    • Organizer
      International workshop on Dirichlet forms and related topics
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Strong symptotics of Hermite polynomial2022

    • Author(s)
      種村秀紀
    • Organizer
      大規模相互作用系の確率解析
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] Random walks with step-reinforcement2022

    • Author(s)
      竹居正登
    • Organizer
      Crossroad of Statistical Physics and Probability Theory
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] Bernoulli first-passage percolationにおける極限形状の比較2022

    • Author(s)
      竹居正登
    • Organizer
      大規模相互作用系の確率解析
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] Elephant random walkに対する極限定理2022

    • Author(s)
      竹居正登
    • Organizer
      マルコフ過程とその周辺
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] Exact analyses of the KPZ models by the periodic and free boundary Schur measures2022

    • Author(s)
      今村卓史
    • Organizer
      Random Matrix EurAsia 2022
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] RSK approaches to integrable probability2022

    • Author(s)
      今村卓史
    • Organizer
      MATRIX/RIMS tandem workshop, Integrability, combinatorics and representation theory
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] KPZ models and free fermions at finite temperature2022

    • Author(s)
      今村卓史
    • Organizer
      統計力学セミナー
    • Related Report
      2022 Annual Research Report
  • [Presentation] Infinite particle systems with hard core and long range interaction2022

    • Author(s)
      Tanemura, H.
    • Organizer
      International workshop on Dirichlet Forms and Related Topics
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Elephant random walkに対する中心極限定理におけるモーメント収束の速さについて2021

    • Author(s)
      竹居正登
    • Organizer
      第19回 大規模相互作用系の確率解析
    • Related Report
      2021 Annual Research Report
    • Invited
  • [Presentation] Mapping KPZ models to free fermions at positive temperature2021

    • Author(s)
      Imamura, T.
    • Organizer
      Bernoulli- IMS 10th World Congress in Probability and Statistics
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Stochastic differential equations for infinite particle systems of jump type with long range interactions2021

    • Author(s)
      Tanemura, H.
    • Organizer
      Bernoulli-IMS 10th World Congress in Probability and Statistics
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research
  • [Presentation] On a model of evolution of subspecies2019

    • Author(s)
      種村 秀紀
    • Organizer
      The 18th “Stochastic Analysis on Large Scale Interaction Systems”
    • Related Report
      2019 Annual Research Report

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Published: 2019-04-18   Modified: 2025-01-30  

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