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Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…

Statistical Mechanics · Physics 2015-05-18 A. V. Plyukhin

We consider the motion of a large number of heavy particles in a Newtonian fluid occupying a bounded spatial domain. When we say "heavy", we mean a particle with a mass density that approaches infinity at an appropriate rate as its radius…

Analysis of PDEs · Mathematics 2024-07-12 Marco Bravin , Eduard Feireisl , Arnab Roy , Arghir Zarnescu

We study the Wasserstein gradient flow of semi-discrete energies in the space of probability measures, that is functionals depending on two measures-one being an absolutely continuous density and the other an atomic measure. These energies…

Analysis of PDEs · Mathematics 2026-03-05 Joao Miguel Machado

This paper presents an elementary proof of quantitative uniform-in-time propagation of chaos for the Cucker--Smale model under sufficiently strong interaction. The idea is to combine existing finite-time propagation of chaos estimates with…

Probability · Mathematics 2025-11-03 Nicolai Jurek Gerber , Urbain Vaes

We develop a mean-field theory for large, non-exchangeable particle (agent) systems where the states and interaction weights co-evolve in a coupled system of SDEs. A first main result is the establishment of the propagation of…

Probability · Mathematics 2025-12-30 Datong Zhou

First, using the method of the soliton-solution, the fermion probability density equation, which corresponds to the Dirac equation, is derived. Next, we extend the chaos theory, in which the period bifurcation is equivalent to the particle…

General Physics · Physics 2008-08-05 Yi-Fang Chang

This paper deals with the deterministic particle method for the equation of porous media (with p = 2). We establish a convergence rate in the Wasserstein-2 distance between the approximate solution of the associated nonlinear transport…

Analysis of PDEs · Mathematics 2025-02-03 Amina Amassad , Datong Zhou

In this paper we consider a random walk of a particle in $\mathbb{R}^d$. Convergence of different transformations of trajectories of random flights with Poisson switching moments has been obtained by Davydov and Konakov, as well as…

Probability · Mathematics 2019-10-10 Alexander Falaleev , Valentin Konakov

We are concerned with a mixture of Boltzmann and McKean-Vlasov type equations, this means (in probabilistic terms) equations with coefficients depending on the law of the solution itself,and driven by a Poisson point measure with the…

Probability · Mathematics 2021-05-27 Aurélien Alfonsi , Vlad Bally

A quantitative quantum field approach with non-local order parameters is presented for a very weakly interacting, dilute Bose gas. Within the presented model, which assumes the constraint of particle number conservation at constant average…

Quantum Gases · Physics 2025-03-28 Alexej Schelle

We propose in this paper a construction of a diffusion process on the Wasserstein space P\_2(R) of probability measures with a second-order moment. This process was introduced in several papers by Konarovskyi (see e.g. "A system of…

Probability · Mathematics 2018-12-06 Victor Marx

In this paper, we study the stability of the shadow, a projection of a measure onto the set of couplings with respect to the Wasserstein distance. The shadow was introduced by \citet{Eckstein_Nutz_2022} to analyze the stability of the…

Statistics Theory · Mathematics 2026-04-21 Jakwang Kim

We study liquid-vapor phase separation under shear via the Shan-Chen lattice Boltzmann model. Besides the rheological characteristics, we analyze the Kelvin-Helmholtz(K-H) instability resulting from the tangential velocity difference of the…

Soft Condensed Matter · Physics 2015-05-13 Ce Wang , Aiguo Xu , Guangcai Zhang , Yingjun Li

This paper is devoted to an interacting particle system that provides probabilistic interpretation of the wave equation on graphs. A Feynman-Kac-type formula is established, connecting the expectation of the process with the wave equation…

Probability · Mathematics 2016-12-30 Kaizheng Wang

In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also consider the particle system obtained by…

Probability · Mathematics 2008-11-14 Benjamin Jourdain , Florent Malrieu

To deal with stochastic hybrid systems with general state-dependent switching, we propose an approximation method by a sequence of stochastic hybrid systems with piecewise constant type switching. The convergence rate in the Wasserstein…

Probability · Mathematics 2023-05-17 Jinghai Shao , Lingdi Wang , Qiong Wu

We propose a simple quantitative method for studying the hydrodynamic limit of interacting particle systems on lattices. It is applied to the diffusive scaling of the symmetric Zero-Range Process (in dimensions one and two). The rate of…

Probability · Mathematics 2024-12-24 Daniel Marahrens , Angeliki Menegaki , Clément Mouhot

In this work we study systems consisting of a group of moving particles. In such systems, often some important parameters are unknown and have to be estimated from observed data. Such parameter estimation problems can often be solved via a…

Applications · Statistics 2023-07-11 Chen Cheng , Linjie Wen , Jinglai Li

We study a nonlinear, degenerate cross-diffusion model which involves two densities with two different drift velocities. A general framework is introduced based on its gradient flow structure in Wasserstein space to derive a notion of…

Analysis of PDEs · Mathematics 2018-03-20 Inwon Kim , Alpár R. Mészáros

We obtain $q$-Wasserstein convergence rates in the invariance principle for nonuniformly hyperbolic flows, where $q\ge1$ depends on the degree of nonuniformity. Utilizing a martingale-coboundary decomposition for nonuniformly expanding…

Dynamical Systems · Mathematics 2025-11-07 Ian Melbourne , Zhe Wang