arXiv subjects

Robert I. A. Patterson

Publications and source records attributed to Robert I. A. Patterson.

13 recordsLinked to original sources

arXiv2024

Spatial particle processes with coagulation: Gibbs-measure approach, gelation and Smoluchowski equation

We study a spatial Markovian particle system with pairwise coagulation, a spatial version of the Marcus--Lushnikov process: according to a coagulation kernel $K$, particle pairs merge into a single particle, and their masses are united. We introduce a statistical-mechanics approach to the study of this process. We derive an explicit formula for the empirical process of the particle configuration at a given fixed time $T$ in terms of a reference Poisson point process, whose points are trajectories that coagulate into one particle by time $T$. The non-coagulation between any two of them induces an exponential pair-interaction, which turns the description into a many-body system with a Gibbsian pair-interaction. Based on this, we first give a large-deviation principle for the joint distribution of the particle histories (conditioning on an upper bound for particle sizes), in the limit as the number $N$ of initial atoms diverges and the kernel scales as $\frac 1N K$. We characterise the minimiser(s) of the rate function, we give criteria for its uniqueness and prove a law of large numbers (unconditioned). Furthermore, we use the unique minimiser to construct a solution of the Smoluchowski equation and give a criterion for the occurrence of a gelation phase transition.

math.PR↗

arXiv2023

Variational structures beyond gradient flows: a macroscopic fluctuation-theory perspective

Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the density of the particle system. While large deviations can be studied in considerable generality, these variational structures are often restricted to systems in detailed balance. Using insights from macroscopic fluctuation theory, in this work we aim to generalise this variational connection beyond dissipative systems by augmenting densities with fluxes, which encode non-dissipative effects. Our main contribution is an abstract framework, which for a given flux-density cost and a quasipotential, provides a decomposition into dissipative and non-dissipative components and a generalised orthogonality relation between them. We then apply this abstract theory to various stochastic particle systems -- independent copies of jump processes, zero-range processes, chemical-reaction networks in complex balance and lattice-gas models.

math-ph↗

arXiv2023

A large-deviations principle for all the components in a sparse inhomogeneous random graph

We study an inhomogeneous sparse random graph on [N] = {1, . . . , N } as introduced in a seminal paper by Bollobas, Janson and Riordan (2007): vertices have a type (here in a compact metric space S), and edges between different vertices occur randomly and independently over all vertex pairs, with a probability depending on the two vertex types. In the limit N to infinity, we consider the sparse regime, where the average degree is O(1). We prove a large-deviations principle with explicit rate function for the statistics of the collection of all the connected components, registered according to their vertex type sets, and distinguished according to being microscopic (of finite size) or macroscopic (of size proportional to N). In doing so, we derive explicit logarithmic asymptotics for the probability that GN is connected. We present a full analysis of the rate function including its minimizers. From this analysis we deduce a number of limit laws, conditional and unconditional, which provide comprehensive information about all the microscopic and macroscopic components of the graph. In particular, we recover the criterion for the existence of the phase transition given in [5].

math.PR↗

arXiv2021

Spontaneous trail formation in populations of auto-chemotactic walkers

We study the formation of trails in populations of self-propelled agents that make oriented deposits of pheromones and also sense such deposits to which they then respond with gradual changes of their direction of motion. Based on extensive off-lattice computer simulations aiming at the scale of insects, e.g., ants, we identify a number of emerging stationary patterns and obtain qualitatively the non-equilibrium state diagram of the model, spanned by the strength of the agent--pheromone interaction and the number density of the population. In particular, we demonstrate the spontaneous formation of persistent, macroscopic trails, and highlight some behaviour that is consistent with a dynamic phase transition. This includes a characterisation of the mass of system-spanning trails as a potential order parameter. We also propose a dynamic model for a few macroscopic observables, including the sub-population size of trail-following agents, which captures the early phase of trail formation.

cond-mat.soft↗

arXiv2021

Large deviations for Markov jump processes with uniformly diminishing rates

We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly enough, in a region of the state space. We further discuss the optimality of our assumptions on the decay of the jump rates. As a direct application of this work we relax the assumptions needed for the application of LDPs to, e.g., Chemical Reaction Network dynamics, where vanishing reaction rates arise naturally particularly the context of mass action kinetics.

math.PR↗

arXiv2021

A large-deviations principle for all the cluster sizes of a sparse Erdős-Rényi graph

Let $\mathcal{G}(N,\frac 1Nt_N)$ be the Erdős-Rényi graph with connection probability $\frac 1Nt_N\sim t/N$ as $N\to\infty$ for a fixed $t\in(0,\infty)$. We derive a large-deviations principle for the empirical measure of the sizes of all the connected components of $\mathcal{G}(N,\frac 1Nt_N)$, registered according to microscopic sizes (i.e., of finite order), macroscopic ones (i.e., of order $N$), and mesoscopic ones (everything in between). The rate function explicitly describes the microscopic and macroscopic components and the fraction of vertices in components of mesoscopic sizes. Moreover, it clearly captures the well known phase transition at $t=1$ as part of a comprehensive picture. The proofs rely on elementary combinatorics and on known estimates and asymptotics for the probability that subgraphs are connected. We also draw conclusions for the strongly related model of the multiplicative coalescent, the Marcus--Lushnikov coagulation model with monodisperse initial condition, and its gelation phase transition.

math.PR↗

arXiv2019

Bilinear Coagulation Equations

We consider coagulation equations of Smoluchowski or Flory type where the total merge rate has a bilinear form $π(y)\cdot Aπ(x)$ for a vector of conserved quantities $π$, generalising the multiplicative kernel. For these kernels, a gelation transition occurs at a finite time $t_\mathrm{g}\in (0,\infty)$, which can be given exactly in terms of an eigenvalue problem in finite dimensions. We prove a hydrodynamic limit for a stochastic coagulant, including a corresponding phase transition for the largest particle, and exploit a coupling to random graphs to extend analysis of the limiting process beyond the gelation time.

math.PR↗

arXiv2018

Percolation for D2D Networks on Street Systems

We study fundamental characteristics for the connectivity of multi-hop D2D networks. Devices are randomly distributed on street systems and are able to communicate with each other whenever their separation is smaller than some connectivity threshold. We model the street systems as Poisson-Voronoi or Poisson-Delaunay tessellations with varying street lengths. We interpret the existence of adequate D2D connectivity as percolation of the underlying random graph. We derive and compare approximations for the critical device-intensity for percolation, the percolation probability and the graph distance. Our results show that for urban areas, the Poisson Boolean Model gives a very good approximation, while for rural areas, the percolation probability stays far from 1 even far above the percolation threshold.

cs.NI↗

arXiv2016

Kinetic Theory of Cluster Dynamics

In a Newtonian system with localized interactions the whole set of particles is naturally decomposed into dynamical clusters, defined as finite groups of particles having an influence on each other's trajectory during a given interval of time. For an ideal gas with short-range intermolecular force, we provide a description of the cluster size distribution in terms of the reduced Boltzmann density. In the simplified context of Maxwell molecules, we show that a macroscopic fraction of the gas forms a giant component in finite kinetic time. The critical index of this phase transition is in agreement with previous numerical results on the elastic billiard.

math-ph↗

arXiv2016

Large deviations in relay-augmented wireless networks

We analyze a model of relay-augmented cellular wireless networks. The network users, who move according to a general mobility model based on a Poisson point process of continuous trajectories in a bounded domain, try to communicate with a base station located at the origin. Messages can be sent either directly or indirectly by relaying over a second user. We show that in a scenario of an increasing number of users, the probability that an atypically high number of users experiences bad quality of service over a certain amount of time, decays at an exponential speed. This speed is characterized via a constrained entropy minimization problem. Further, we provide simulation results indicating that solutions of this problem are potentially non-unique due to symmetry breaking. Also two general sources for bad quality of service can be detected, which we refer to as isolation and screening.

math.PR↗

arXiv2016

Traffic flow densities in large transport networks

We consider transport networks with nodes scattered at random in a large domain. At certain local rates, the nodes generate traffic flowing according to some navigation scheme in a given direction. In the thermodynamic limit of a growing domain, we present an asymptotic formula expressing the local traffic flow density at any given location in the domain in terms of three fundamental characteristics of the underlying network: the spatial intensity of the nodes together with their traffic generation rates, and of the links induced by the navigation. This formula holds for a general class of navigations satisfying a link-density and a sub-ballisticity condition. As a specific example, we verify these conditions for navigations arising from a directed spanning tree on a Poisson point process with inhomogeneous intensity function.

math.PR↗

arXiv2015

Large-deviation principles for connectable receivers in wireless networks

We study large-deviation principles for a model of wireless networks consisting of Poisson point processes of transmitters and receivers, respectively. To each transmitter we associate a family of connectable receivers whose signal-to-interference-and-noise ratio is larger than a certain connectivity threshold. First, we show a large-deviation principle for the empirical measure of connectable receivers associated with transmitters in large boxes. Second, making use of the observation that the receivers connectable to the origin form a Cox point process, we derive a large-deviation principle for the rescaled process of these receivers as the connection threshold tends to zero. Finally, we show how these results can be used to develop importance-sampling algorithms that substantially reduce the variance for the estimation of probabilities of certain rare events such as users being unable to connect

math.PR↗

arXiv2015

Properties of the solutions of delocalised coagulation and inception problems with outflow boundaries

Well posedness is established for a family of equations modelling particle populations undergoing delocalised coagulation, advection, inflow and outflow in a externally specified velocity field. Very general particle types are allowed while the spatial domain is a bounded region of $d$-dimensional space for which every point lies on exactly one streamline associated with the velocity field. The problem is formulated as a semi-linear ODE in the Banach space of bounded measures on particle position and type space. A local Lipschitz property is established in total variation norm for the propagators (generalised semi-groups) associated with the problem and used to construct a Picard iteration that establishes local existence and global uniqueness for any initial condition. The unique weak solution is shown further to be a differentiable or at least bounded variation strong solution under smoothness assumptions on the parameters of the coagulation interaction. In the case of one spatial dimension strong differentiability is established even for coagulation parameters with a particular bounded variation structure in space. This one dimensional extension establishes the convergence of the simulation processes studied in [Patterson, Stoch. Anal. Appl. 31, 2013] to a unique and differentiable limit.

math.AP↗