Related papers: From weakly interacting particles to a regularised…
We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…
We extend a previously proposed field-theoretic self-consistent perturbation approach for the equilibrium dynamics of the Dean-Kawasaki equation presented in [J. Stat. Mech. 2008 P02004]. By taking terms missing in the latter analysis into…
We introduce a novel numerical scheme for solving the Fokker-Planck equation of discretized Dean-Kawasaki models with a functional tensor network ansatz. The Dean-Kawasaki model describes density fluctuations of interacting particle…
We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…
We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…
For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…
We investigate the regularizing effect of certain perturbations by noise in singular interacting particle systems under the mean field scaling. In particular, we show that the addition of a suitably irregular path can regularise these…
We consider a family of McKean--Vlasov equations arising as the large particle limit of a system of interacting particles on the positive half-line with common noise and feedback. Such systems are motivated by structural models for systemic…
We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
The collectivity in the simultaneous diffusion of many particles, i.e. the interdependence of stochastic forces affecting different particles in the same solution, is a largely overlooked phenomenon with no well-established theory.…
We consider a model of Non-Brownian self-propelled particles with anti-alignment interactions where particles try to avoid each other by attempting to turn into opposite directions. The particles undergo apparent Brownian motion, even…
This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…
The dynamics of an infinite system of point particles in $\mathbb{R}^d$, which hop and interact with each other, is described at both micro- and mesoscopic levels. The states of the system are probability measures on the space of…
We consider the weak-error rate of the SPDE approximation by regularized Dean-Kawasaki equation with It\^o noise for particle systems with mean-field interactions both on the drift and the noise. The global existence and uniqueness of the…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
Nonreciprocal interactions, in which action-reaction symmetry is broken, provide a powerful route to collective dynamics that cannot be captured by equilibrium free-energy minimisation. Here, we introduce and analyse a two-species…
We study a conservative stochastic lattice dynamics (Kawasaki dynamics) in contact everywhere in the bulk with a heat bath. Particles interact via an Ising Hamiltonian and phase separation occurs at low temperature. We drive the system out…