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We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

The dynamics of ecological as well as chemical systems may depend on heterogeneous configurations. Heterogeneity in reaction-diffusion systems often increase modelling and simulating difficulties when non-linear effects are present. One…

Physics and Society · Physics 2019-08-27 Orlando Silva

This paper presents a two-phase method for learning interaction kernels of stochastic many-particle systems. After transforming stochastic trajectories of every particle into the particle density function by the kernel density estimation…

Computational Physics · Physics 2025-01-03 Yangxuan Shi , Wuyue Yang , Liu Hong

In this paper we study a general class of hybrid mathematical models of collective motions of cells under the influence of chemical stimuli. The models are hybrid in the sense that cells are discrete entities given by ODE, while the…

Analysis of PDEs · Mathematics 2022-02-01 Roberto Natalini , Thierry Paul

Coupled nonlinear system of reaction-diffusion equations describing multi-component (species) interactions with heterogeneous coefficients is considered. Finite volume method based approximation for the space is used to construct…

Numerical Analysis · Mathematics 2022-09-13 Maria Vasilyeva , Alexey Sadovski , D. Palaniappan

In this thesis, we develop multiscale models for particle simulations in population dynamics. These models are characterised by prescribing particle motion on two spatial scales: microscopic and macroscopic. At the microscopic level, each…

Computational Engineering, Finance, and Science · Computer Science 2016-09-14 Omar Richardson

Machine learning algorithms relying on deep neural networks recently allowed a great leap forward in artificial intelligence. Despite the popularity of their applications, the efficiency of these algorithms remains largely unexplained from…

Disordered Systems and Neural Networks · Physics 2020-03-24 Marylou Gabrié

We propose a mean-field particle Monte Carlo method for simulating the N-body Lindblad equation. We provide a convergence result showing that a system of interacting particles converges to the corresponding nonlinear Lindblad equation in…

Quantum Physics · Physics 2025-04-30 Sofiane Chalal , Nina H. Amini

Mathematical mean-field approaches have been used in many fields, not only in Physics and Chemistry, but also recently in Finance, Economics, and Game Theory. In this paper we will study a new special mean-field problem in a purely…

Probability · Mathematics 2012-10-03 Juan Li

We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…

Probability · Mathematics 2026-04-21 Matthieu Jonckheere , Seva Shneer

Phase-field methods offer a versatile computational framework for simulating large-scale morphological evolution. However, the applicability and predictability of phase-field models are inherently limited by their ad hoc nature, and there…

Materials Science · Physics 2025-10-30 Jaehyeok Jin , David R. Reichman

In order to reduce the computational cost of the simulation of electromagnetic responses in geophysical settings that involve highly heterogeneous media, we develop a multiscale finite volume method with oversampling for the quasi-static…

Computational Physics · Physics 2016-10-10 Luz Angelica Caudillo Mata , Eldad Haber , Christoph Schwarzbach

Due to their intuitiveness, flexibility and relative numerical efficiency, the macroscopic Maxwell-Bloch (MB) equations are a widely used semiclassical and semi-phenomenological model to describe optical propagation and coherent…

Mesoscale and Nanoscale Physics · Physics 2020-06-11 Christian Jirauschek , Michael Riesch , Petar Tzenov

In this paper, we consider the quasi-gas-dynamic (QGD) model in a multiscale environment. The model equations can be regarded as a hyperbolic regularization and are derived from kinetic equations. So far, the research on QGD models has been…

Numerical Analysis · Mathematics 2021-06-30 Boris Chetverushkin , Eric Chung , Yalchin Efendiev , Sai-Mang Pun , Zecheng Zhang

In this work we focus on the construction of numerical schemes for the approximation of stochastic mean--field equations which preserve the nonnegativity of the solution. The method here developed makes use of a mean-field Monte Carlo…

Numerical Analysis · Mathematics 2018-05-10 J. A. Carrillo , L. Pareschi , M. Zanella

Starting from a microscopic model for a system of neurons evolving in time which individually follow a stochastic integrate-and-fire type model, we study a mean-field limit of the system. Our model is described by a system of SDEs with…

Probability · Mathematics 2018-02-05 Franco Flandoli , Enrico Priola , Giovanni Zanco

We derive a set of dynamical mean-field equations for strongly interacting fermionic atoms in a potential trap across a Feshbach resonance. Our derivation is based on a variational ansatz, which generalizes the crossover wavefunction to the…

Other Condensed Matter · Physics 2007-05-23 W. Yi , L. -M. Duan

The aim of this paper is to discuss the mathematical modeling of Brownian active particle systems, a recently popular paradigmatic system for self-propelled particles. We present four microscopic models with different types of repulsive…

Statistical Mechanics · Physics 2022-05-31 M. Bruna , M. Burger , A. Esposito , S. M. Schulz

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

The zero temperature relaxational dynamics of a particle in a short range correlated random potential is addressed. We derive a set of "two-times" mean-field dynamical equations, accounting for a possible mean displacement of the particle…

Condensed Matter · Physics 2009-10-31 Fabrice Thalmann