Related papers: Simulation of particle systems interacting through…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
In this paper, we derive fully implementable first order time-stepping schemes for McKean--Vlasov stochastic differential equations (McKean--Vlasov SDEs), allowing for a drift term with super-linear growth in the state component. We propose…
In this paper, we study the non-linear diffusion equation associated with a particle system where the common drift depends on the rate of absorption of particles at a boundary. We provide an interpretation as a structural credit risk model…
Electron collisions, described by stochastic differential equations (SDEs), were simulated using a second-order weak convergence algorithm. Using stochastic analysis, we constructed an SDE for energetic electrons in Lorentz plasma to…
A mean-field model to describe electron transfer processes in ion-molecule collisions at the $\hbar =0$ level is presented and applied to collisions involving water and ammonia molecules. Multicenter model potentials account for the…
A numerical method is presented to simulate gas-liquid-solid flows with bubble-particle interaction, including particle collision, sliding, and attachment. Gas-liquid flows are simulated in an Eulerian framework using a volume-of-fluid…
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…
Idealized networks of integrate-and-fire neurons with impulse-like interactions obey McKean-Vlasov diffusion equations in the mean-field limit. These equations are prone to blowups: for a strong enough interaction coupling, the mean-field…
We derive the fully time-dependent solution to a run-and-tumble model for a particle which has tumbling restricted to the boundaries of a one-dimensional interval. This is achieved through a field-theoretic perturbative framework by…
We prove existence and uniqueness of physical and minimal solutions to McKean-Vlasov equations with positive feedback through elastic stopping times. We do this by establishing a relationship between this problem and a problem with…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…
We introduce an Eulerian approach for problems involving one or more soft solids immersed in a fluid, which permits mechanical interactions between all phases. The reference map variable is exploited to simulate finite-deformation…
We study interacting particle systems driven by noise, modeling phenomena such as opinion dynamics. We are interested in systems that exhibit phase transitions i.e. non-uniqueness of stationary states for the corresponding McKean-Vlasov…
In this paper, we first establish well-posedness of McKean-Vlasov stochastic differential equations (McKean-Vlasov SDEs) with common noise, possibly with coefficients having super-linear growth in the state variable. Second, we present…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
In this work, we study the behavior of blow-up solutions to the multidimensional restricted Euler--Poisson equations which are the localized version of the full Euler--Poisson system. We provide necessary conditions for the existence of…
We investigate propagation of perturbations of equilibrium states for a wide class of 1D interacting particle systems. The class of systems considered incorporates zero range, $K$-exclusion, mysanthropic, `bricklayers' models, and much…
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…
We develop a unified framework for the design and analysis of high-order nonconforming virtual element methods for nonlinear fourth-order reaction--diffusion problems in two dimensions, with emphasis on clamped, Navier, and…
In this study, we consider a numerical implementation of the nonlinear Rosenbluth-Trubnikov collision operator for particle simulations in plasma physics in the framework of the finite element method (FEM). The relevant particle evolution…