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Filtering in spatially-extended dynamical systems is a challenging problem with significant practical applications such as numerical weather prediction. Particle filters allow asymptotically consistent inference but require infeasibly large…

Computation · Statistics 2019-06-04 Matthew M. Graham , Alexandre H. Thiery

Machine learning for partial differential equations (PDEs) is a hot topic. In this paper we introduce and analyse a Deep BSDE scheme for nonlinear integro-PDEs with unbounded nonlocal operators -problems arising in e.g. stochastic control…

Analysis of PDEs · Mathematics 2024-07-15 Espen Robstad Jakobsen , Sehail Mazid

We study the mathematical theory of second order systems with two species, arising in the dynamics of interacting particles subject to linear damping, to nonlocal forces and to external ones, and resulting into a nonlocal version of the…

Analysis of PDEs · Mathematics 2022-10-13 Marco Di Francesco , Simone Fagioli , Valeria Iorio

A general method for extending a non-dissipative nonlinear Schr\"odinger and Liouville-von Neumann 1-particle dynamics to an arbitrary number of particles is described. It is shown at a general level that the dynamics so obtained is…

Quantum Physics · Physics 2009-10-30 Marek Czachor

We derive the spatially homogeneous Landau equation for Maxwellian molecules from a natural stochastic interacting particle system. More precisely, we control the relative entropy between the joint law of the particle system and the…

Analysis of PDEs · Mathematics 2024-10-01 José Antonio Carrillo , Xuanrui Feng , Shuchen Guo , Pierre-Emmanuel Jabin , Zhenfu Wang

We are interested in exploring interacting particle systems that can be seen as microscopic models for a particular structure of coupled transport flux arising when different populations are jointly evolving. The scenarios we have in mind…

Analysis of PDEs · Mathematics 2017-03-08 Manh Hong Duong , Adrian Muntean , Omar Richardson

We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…

Analysis of PDEs · Mathematics 2025-03-18 Jesus Correa , Christian Olivera

We consider a system of charged particles moving on the real line driven by electrostatic interactions. Since we consider charges of both signs, collisions might occur in finite time. Upon collision, some of the colliding particles are…

Analysis of PDEs · Mathematics 2022-07-01 Patrick van Meurs , Mark A. Peletier , Norbert Pozar

We review the construction and analysis of numerical methods for strongly nonlinear PDEs, with an emphasis on convex and nonconvex fully nonlinear equations and the convergence to viscosity solutions. We begin by describing a fundamental…

Numerical Analysis · Mathematics 2016-10-26 Michael Neilan , Abner J. Salgado , Wujun Zhang

This work focuses on the development of a non-conforming domain decomposition method for the approximation of PDEs based on weakly imposed transmission conditions: the continuity of the global solution is enforced by a discrete number of…

Numerical Analysis · Mathematics 2018-03-06 Simone Deparis , Luca Pegolotti

We study fully discrete linearized Galerkin finite element approximations to a nonlinear gradient flow, applications of which can be found in many areas. Due to the strong nonlinearity of the equation, existing analyses for implicit schemes…

Numerical Analysis · Mathematics 2014-06-17 Buyang Li , Weiwei Sun

We study a nonlocal particle model describing traffic flow on rough roads. In the model, each driver adjusts the speed of the car according to the condition over an interval in the front, leading to a system of nonlocal ODEs which we refer…

Analysis of PDEs · Mathematics 2019-11-12 Jereme Chien , Wen Shen

Studying systems where many individual bodies in motion interact with one another is a complex and interesting area. Simple mechanisms that may be determined for biological, chemical, or physical reasons can lead to astonishingly complex…

Quantitative Methods · Quantitative Biology 2023-01-03 Cameron McNamee , Renee Reijo Pera

We use a macroscopic description of a system of relativistic particles based on adding a nonequilibrium tensor to the usual hydrodynamic variables. The nonequilibrium tensor is linked to relativistic kinetic theory through a nonlinear…

Nuclear Theory · Physics 2015-06-12 J. Peralta-Ramos , E. Calzetta

We establish sharp energy decay rates for a large class of nonlinearly first-order damped systems, and we design discretization schemes that inherit of the same energy decay rates, uniformly with respect to the space and/or time…

Analysis of PDEs · Mathematics 2015-12-17 Fatiha Alabau-Boussouira , Yannick Privat , Emmanuel Trélat

A fully discrete Lagrangian scheme for numerical solution of the nonlinear fourth order DLSS equation in one space dimension is analyzed. The discretization is based on the equation's gradient flow structure in the $L^2$-Wasserstein metric.…

Numerical Analysis · Mathematics 2014-10-08 Daniel Matthes , Horst Osberger

This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under the weakly local Lipschitz and some suitable conditions, a generic truncated Euler-Maruyama (TEM) scheme for SDDEs is…

Numerical Analysis · Mathematics 2020-08-20 Guoting Song , Junhao Hu , Shuaibin Gao , Xiaoyue Li

Irreversible random sequential deposition of interacting particles is widely used to model aggregation phenomena in physical, chemical, and biophysical systems. We show that in one dimension the exact time dependent solution of such…

Statistical Mechanics · Physics 2019-06-07 Adrian Baule

We develop a general framework for data-driven approximation of input-output maps between infinite-dimensional spaces. The proposed approach is motivated by the recent successes of neural networks and deep learning, in combination with…

Numerical Analysis · Mathematics 2021-06-21 Kaushik Bhattacharya , Bamdad Hosseini , Nikola B. Kovachki , Andrew M. Stuart

We investigate micro-to-macroscopic derivations in two models of living cells, in presence to cell-cell adhesive interactions. We rigorously address two PDE-based models, one featuring non-local terms and another purely local, as a a result…

Probability · Mathematics 2016-01-21 Mikhail Neklyudov , Dario Trevisan
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