Related papers: The enhanced Sanov theorem and propagation of chao…
The defining feature of chaos is its hypersensitivity to small perturbations. However, we report a stability of branched flow against large perturbations where the classical trajectories are chaotic, showing that strong perturbations are…
We consider the semiclassical limit of nonrelativistic quantum many-boson systems with delta potential in one dimensional space. We prove that time evolved coherent states behave semiclassically as squeezed states by a Bogoliubov…
We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
This paper focuses on the numerical stability of stochastic McKean-Vlasov equations (SMVEs) via the stochastic particle method. Firstly, the long-time propagation of chaos in the mean-square sense is obtained, and the almost sure…
Two deterministic models for Brownian motion are investigated by means of numerical simulations and kinetic theory arguments. The first model consists of a heavy hard disk immersed in a rarefied gas of smaller and lighter hard disks acting…
We investigate the interplay between coherent effects characteristic of the propagation of linear waves, the non-linear effects due to interactions, and the quantum manifestations of classical chaos due to geometrical confinement, as they…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
Although it is now understood that chaos in complex classical systems is the foundation of thermodynamic behavior, the detailed relations between the microscopic properties of the chaotic dynamics and the macroscopic thermodynamic…
This note is concerned with weakly interacting stochastic particle systems with possibly singular pairwise interactions. In this setting, we observe a connection between entropic propagation of chaos and exponential concentration bounds for…
We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…
This paper is devoted to the study of mean-field limit for systems of indistinguables particles undergoing collision processes. As formulated by Kac \cite{Kac1956} this limit is based on the {\em chaos propagation}, and we (1) prove and…
We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the node dynamics depends on the joint empirical distribution…
We consider pressure-driven flows in wide microchannels, and discuss how a transverse shear, generated by misaligned superhydrophobic walls, impacts cross-sectional spreading of Brownian particles. We show that such a transverse shear can…
We discuss the recent developments in the theory of diffusive shock acceleration (DSA) by using both first-principle kinetic plasma simulations and analytical theory based on the solution of the convection/diffusion equation. In particular,…
We consider stochastic gradient descents on the space of large symmetric matrices of suitable functions that are invariant under permuting the rows and columns using the same permutation. We establish deterministic limits of these random…
We are interested in studying the sensitivity of diffusion processes or their approximations by Markov Chains with respect to a perturbation of the coefficients.
Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…
We propose a measure of quantum state complexity defined by minimizing the spread of the wave-function over all choices of basis. Our measure is controlled by the "survival amplitude" for a state to remain unchanged, and can be efficiently…
We theoretically investigate the correlation functions of the phase of a light wave propagating through a turbulent medium. We use an equation for the logarithm of a wave packet envelope, which includes a second-order nonlinear term. Based…