Related papers: Deterministic particle approximation for nonlocal …
Localisation limits and nonlocal approximations of degenerate parabolic systems have experienced a renaissance in recent years. However, only few results cover anisotropic systems. This work addresses this gap by establishing the…
We consider deterministic homogenization (convergence to a stochastic differential equation) for multiscale systems of the form \[ x_{k+1} = x_k + n^{-1} a_n(x_k,y_k) + n^{-1/2} b_n(x_k,y_k), \quad y_{k+1} = T_n y_k, \] where the fast…
We propose a semidiscrete scheme for approximation of entropy solutions of one-dimensional scalar conservation laws with nonnegative initial data. The scheme is based on the concept of particle paths for conservation laws and can be…
We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation…
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…
A Lagrangian formulation is constructed for particle interpretations of quantum mechanics, a well-known example of such an interpretation being the Bohm model. The advantages of such a description are that the equations for particle motion,…
The approximation of invariant measures for nonlinear ergodic stochastic differential equations (SDEs) is a central problem in scientific computing, with important applications in stochastic sampling, physics, and ecology. We first propose…
Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…
A numerical analysis of upwind type schemes for the nonlinear nonlocal aggregation equation is provided. In this approach, the aggregation equation is interpreted as a conservative transport equation driven by a nonlocal nonlinear velocity…
We introduce a discrete scheme for second order fully nonlinear parabolic PDEs with Caputo's time fractional derivatives. We prove the convergence of the scheme in the framework of the theory of viscosity solutions. The discrete scheme can…
The adhesive dynamics of a one-dimensional aggregating gas of point particles is rigorously described. The infinite hierarchy of kinetic equations for the distributions of clusters of nearest neighbours is shown to be equivalent to a system…
We propose a new numerical scheme designed for a wide class of structured population models based on the idea of operator splitting and particle approximations. This scheme is related to the Escalator Boxcar Train (EBT) method commonly used…
We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…
We consider a generic system composed of a fixed number of particles distributed over a finite number of energy levels. We make only general assumptions about system's properties and the entropy. System's constraints other than fixed number…
We consider the integrable family of symmetric boundary-driven interacting particle systems that arise from the non-compact XXX Heisenberg model in one dimension with open boundaries. In contrast to the well-known symmetric exclusion…
In this paper we study the long time behavior for a semilinear wave equation with space-dependent and nonlinear damping term. After rewriting the equation as a first order system, we define a class of approximate solutions that employ…
We study finite element approximations of the nonhomogeneous Dirichlet problem for the fractional Laplacian. Our approach is based on weak imposition of the Dirichlet condition and incorporating a nonlocal analogous of the normal derivative…
The object of this paper is a one-dimensional generalized porous media equation (PDE) with possibly discontinuous coefficient $\beta$, which is well-posed as an evolution problem in $L^1(\mathbb{R})$. In some recent papers of Blanchard et…
We consider a finite number of particles characterised by their positions and velocities. At random times a randomly chosen particle, the follower, adopts the velocity of another particle, the leader. The follower chooses its leader…
We describe a novel approach to statistical learning from particles tracked while moving in a random environment. The problem consists in inferring properties of the environment from recorded snapshots. We consider here the case of a fluid…