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We investigate the regularizing effect of certain perturbations by noise in singular interacting particle systems under the mean field scaling. In particular, we show that the addition of a suitably irregular path can regularise these…
We consider a Markovian approximation, of weak coupling type, to an open system perturbation involving emission, absorption and scattering by reservoir quanta. The result is the general form for a quantum stochastic flow driven by creation,…
The trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation in the presence of a convex external potential, without smallness restriction on the interaction. From this are…
Understanding particle motion in narrow channels is essential to guide progress in numerous applications, from filtration to vascular transport. Thermal or active fluctuations of channel walls for fluid-filled channels can slow down or…
We apply macroscopic fluctuation theory to study the diffusion of a tracer in a one-dimensional interacting particle system with excluded mutual passage, known as single-file diffusion. In the case of Brownian point particles with hard-core…
We consider the 3D Landau equation for moderately soft potentials ($\gamma\in(-2,0)$ with the usual notation) as well as a stochastic system of $N$ particles approximating it. We first establish some strong/weak stability estimates for the…
In this work, we formulate an abstract framework to study mean-field systems. In contrast to most approaches in the available literature which primarily rely on the analysis of SDEs, ours is based on optimal transport and semigroup theory.…
We consider particle systems that evolve by inertialess binary interaction through general non-attractive kernels of singularity $|x|^{-\alpha}$ with $\alpha<d-1$. We prove a quantitative mean-field limit in terms of Wasserstein distances…
We present a perturbation theory for non-Markovian quantum state diffusion (QSD), the theory of diffusive quantum trajectories for open systems in a bosonic environment [Physical Review {\bf A 58}, 1699, (1998)]. We establish a systematic…
We consider a particle system in 1D, interacting via repulsive or attractive Coulomb forces. We prove the trajectorial propagation of molecular chaos towards a nonlinear SDE associated to the Vlasov-Poisson-Fokker-Planck equation. We obtain…
We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation…
The Ensemble Kalman filter is a sophisticated and powerful data assimilation method for filtering high dimensional problems arising in fluid mechanics and geophysical sciences. This Monte Carlo method can be interpreted as a mean-field…
We develop an effective theory of pulse propagation in a nonlinear {\it and} disordered medium. The theory is formulated in terms of a nonlinear diffusion equation. Despite its apparent simplicity this equation describes novel phenomena…
We consider particle systems with mean-field interactions whose distribution is invariant by translations. Under the assumption that the system seen from its centre of mass be reversible with respect to a Gibbs measure, we establish large…
In this paper, we study a two-species model in the form of a coupled system of nonlinear stochastic differential equations (SDEs) that arises from a variety of applications such as aggregation of biological cells and pedestrian movements.…
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…
The dispersion of a diffusive scalar in a fluid flowing through a network has many applications including to biological flows, porous media, water supply and urban pollution. Motivated by this, we develop a large-deviation theory that…
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…
Given a reaction-advection-diffusion system modelling the sulphation phenomenon, we derive a single regularised non-conservative and path-dependent nonlinear partial differential equation and propose a probabilistic interpretation via a…
The effects of the propagation of particles which have a finite life-time and an according broad distribution in their mass spectrum are discussed in the context of a transport descriptions. In the first part some example cases of mesonic…