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Georgy Chargaziya

Publications and source records attributed to Georgy Chargaziya.

3 recordsLinked to original sources

Stochastic dynamics of particle systems on unbounded degree graphs

We consider an infinite system of coupled stochastic differential equations (SDE) describing dynamics of the following infinite particle system. Each partricle is characterised by its position $x\in \mathbb{R}^{d}$ and internal parameter (spin) $σ_{x}\in \mathbb{R}$. While the positions of particles form a fixed ("quenched") locally-finite set (configuration) $ γ\subset $ $\mathbb{R}^{d}$, the spins $σ_{x}$ and $σ_{y}$ interact via a pair potential whenever $\left\vert x-y\right\vert <ρ$, where $ρ>0$ is a fixed interaction radius. The number $n_{x}$ of particles interacting with a particle in positionn $x$ is finite but unbounded in $x$. The growth of $n_{x}$ as $x\rightarrow \infty $ creates a major technical problem for solving our SDE system. To overcome this problem, we use a finite volume approximation combined with a version of the Ovsjannikov method, and prove the existence and uniqueness of the solution in a scale of Banach spaces of weighted sequences. As an application example, we construct stochastic dynamics associated with Gibbs states of our particle system.

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Stochastic differential equations in a scale of Hilbert spaces 2. Global solutions

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a system of equations describing non-equilibrium stochastic dynamics of (real-valued) spins of an infinite particle system on a typical realization of a Poisson or Gibbs point process in ${\mathbb{R}}^{n}$. The paper improves the results of the work by the second named author "Stochastic differential equations in a scale of Hilbert spaces", Electron. J. Probab. 23, where finite-time solutions were constructed.

math.FA↗

Row finite systems of stochastic differential equations with dissipative drift

Motivated by studies of stochastic systems describing non-equilibrium dynamics of (real-valued) spins of an infinite particle system in $\mathbb{R}^n$ we consider a row-finite system of stochastic differential equations with dissipative drift. The existence and uniqueness of infinite time solutions is proved via finite volume approximation and a version of the Ovsjannikov method.

math.FA↗