Related papers: From weakly interacting particles to a regularised…
In this paper, we first investigate the well-posedness of a backward stochastic differential equation where the driver depends on the law of the solution conditioned to a common noise. Under standard assumptions, we show that existence and…
We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…
A linear open quantum system consisting of a harmonic oscillator linearly coupled to an infinite set of independent harmonic oscillators is considered; these oscillators have a general spectral density function and are initially in a…
We derive quantitative estimates proving the conditional propagation of chaos for large stochastic systems of interacting particles subject to both idiosyncratic and common noise. We obtain explicit bounds on the relative entropy between…
We propose a comprehensive dynamical model for cooperative motion of self-propelled particles, e.g., flocking, by combining well-known elements such as velocity-alignment interactions, spatial interactions, and angular noise into a unified…
There is an extensive literature on the dynamic law of large numbers for systems of quantum particles, that is, on the derivation of an equation describing the limiting individual behavior of particles inside a large ensemble of identical…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
Recent developments in the analysis of Langevin equations with multiplicative noise (MN) are reported. In particular, we: (i) present numerical simulations in three dimensions showing that the MN equation exhibits, like the…
Abstract. We take a pathwise approach to classical McKean-Vlasov stochastic differential equations with additive noise, as e.g. exposed in Sznitmann [38]. Our study was prompted by some concrete problems in battery modelling [23], and also…
We introduce a framework to prove propagation of chaos for interacting particle systems with singular, density-dependent interactions, a classical challenge in mean-field theory. Our approach is to define the dynamics implicitly via a…
In this paper, we establish the ergodicity of generalized Dean--Kawasaki equations with correlated noise and Dirichlet boundary conditions. In contrast to the ergodicity results of Fehrman, Gess, and Gvalani arXiv:2206.14789, our analysis…
We study Malliavin differentiability of solutions to sub-critical singular parabolic stochastic partial differential equations (SPDEs) and we prove the existence of densities for a class of singular SPDEs. Both of these results are…
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…
Generalized Langevin equation for characteristic functional of many-electron system dynamically interacting with a thermostat and besides subjected to external perturbation and observation is derived and formulated in terms of one-particle…
We revisit the hard-spheres lattice gas model in the spherical approximation proposed by Lebowitz and Percus (J. L. Lebowitz, J. K. Percus, Phys. Rev.{\ 144} (1966) 251). Although no disorder is present in the model, we find that the…
This paper investigates the long time dynamics of interacting particle systems subject to singular interactions. We consider a microscopic system of $N$ interacting point particles, where the time evolution of the joint distribution…
We asymptotically derive a non-linear Langevin-like equation with non-Gaussian white noise for a wide class of stochastic systems associated with multiple stochastic environments, by developing the expansion method in our previous paper [K.…
We investigate conditional McKean-Vlasov equations driven by time-space white noise, motivated by the propagation of chaos in an N-particle system with space-time Ornstein-Uhlenbeck dynamics. The framework builds on the stochastic calculus…
Perceptrons are the building blocks of many theoretical approaches to a wide range of complex systems, ranging from neural networks and deep learning machines, to constraint satisfaction problems, glasses and ecosystems. Despite their…
In this paper, we study multi-species stochastic interacting particle systems and their mean-field McKean-Vlasov partial differential equations (PDEs) in non-convex landscapes. We discuss the well-posedness of the multi-species SDE system,…