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Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…

For a class of mean-field particle systems, we formulate a criterion in terms of the free energy that implies uniform bounds on the log-Sobolev constant of the associated Langevin dynamics. For certain double-well potentials with quadratic…

Probability · Mathematics 2025-04-01 R. Bauerschmidt , T. Bodineau , B. Dagallier

The diffusion coefficient--a measure of dissipation, and the entropy--a measure of fluctuation are found to be intimately correlated in many physical systems. Unlike the fluctuation dissipation theorem in linear response theory, the…

Statistical Mechanics · Physics 2021-03-25 Yi Liao , Xiao-Bo Gong

We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…

Probability · Mathematics 2025-12-02 Lucio Galeati , Khoa Lê , Avi Mayorcas

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

For a system of mean field interacting diffusion on $\mathbb{T}^d$, the empirical measure $\mu^N$ converges to the solution $\mu$ of the Fokker-Planck equation. Refining this mean field limit as a Central Limit Theorem, the fluctuation…

Probability · Mathematics 2025-09-03 Alekos Cecchin , Paul Nikolaev

We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…

Statistical Mechanics · Physics 2009-03-02 Takenobu Nakamura , Shin-ichi Sasa

We introduce a new consensus based optimization (CBO) method where interacting particle system is driven by jump-diffusion stochastic differential equations. We study well-posedness of the particle system as well as of its mean-field limit.…

Probability · Mathematics 2023-05-23 D. Kalise , A. Sharma , M. V. Tretyakov

We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…

Probability · Mathematics 2026-05-28 Songbo Wang

We develop a general energy method for proving the optimal time decay rates of the solutions to the dissipative equations in the whole space. Our method is applied to classical examples such as the heat equation, the compressible…

Analysis of PDEs · Mathematics 2015-09-29 Yan Guo , Yanjin Wang

We prove optimal estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations in $\mathbb{R}^d$. An important special case is the time-fractional diffusion equation, which has seen much…

Analysis of PDEs · Mathematics 2014-03-10 Jukka Kemppainen , Juhana Siljander , Vicente Vergara , Rico Zacher

A nonlinear Fokker-Planck equation is obtained in the continuous limit of a one-dimensional lattice with an energy landscape of wells and barriers. Interaction is possible among particles in the same energy well. A parameter $\gamma$,…

Statistical Mechanics · Physics 2016-01-20 G. Suárez , M. Hoyuelos , H. Mártin

We study the decay of two repulsively interacting bosons tunneling through a delta potential barrier by direct numerical solution of the time-dependent Schr\"odinger equation. The solutions are analyzed according to the regions of particle…

Atomic Physics · Physics 2011-09-06 Sungyun Kim , Joachim Brand

We study the heat equation on a half-space or on an exterior domain with a linear dynamical boundary condition. Our main aim is to establish the rate of convergence to solutions of the Laplace equation with the same dynamical boundary…

Analysis of PDEs · Mathematics 2019-01-03 Marek Fila , Kazuhiro Ishige , Tatsuki Kawakami , Johannes Lankeit

The well-posedness and regularity properties of diffusion-aggregation equations, emerging from interacting particle systems, are established on the whole space for bounded interaction force kernels by utilizing a compactness convergence…

Analysis of PDEs · Mathematics 2024-06-19 Li Chen , Paul Nikolaev , David J. Prömel

We study the asymptotic behaviour of positive solutions of the Cauchy problem for the fast diffusion equation near the extinction time. We find a continuum of rates of convergence to a self-similar profile. These rates depend explicitly on…

Analysis of PDEs · Mathematics 2015-05-28 Marek Fila , Juan Luis Vazquez , Michael Winkler , Eiji Yanagida

The Brownian motion of a particle in a one-dimensional periodic potential subjected to a uniform external force F is studied. Using the formula for the diffusion coefficient D obtained by other authors and an alternative one derived from…

Statistical Mechanics · Physics 2009-11-11 Kazuo Sasaki , Satoshi Amari

We consider the Cauchy problem on nonlinear scalar conservation laws with a diffusion-type source term related to an index $s\in \R$ over the whole space $\R^n$ for any spatial dimension $n\geq 1$. Here, the diffusion-type source term…

Analysis of PDEs · Mathematics 2011-04-08 Renjun Duan , Lizhi Ruan , Changjiang Zhu

Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing…

Statistical Mechanics · Physics 2022-02-14 Ahmed M. Fouad , Marwa M. Fouad

In this paper, we analyse the rate of convergence of a system of $N$ interacting particles with mean-field rank based interaction in the drift coefficient and constant diffusion coefficient. We first adapt arguments by Kolli and Shkolnikhov…

Probability · Mathematics 2020-11-13 Oumaima Bencheikh , Benjamin Jourdain