Related papers: On Dean-Kawasaki Dynamics with Smooth Drift Potent…
This note is a companion article to the recent paper L\"ocherbach, Loukianova, Marini (2024). We consider mean field systems of interacting particles. Each particle jumps with a jump rate depending on its position. When jumping, a…
We study the dynamics of a dilute spherical model with two body interactions and random exchanges. We analyze the Langevin equations and we introduce a functional variational method to study generic dilute disordered models. A crossover…
We study a Langevin equation for a particle moving in a periodic potential in the presence of viscosity $\gamma$ and subject to a further external field $\alpha$. For a suitable choice of the parameters $\alpha$ and $\gamma$ the related…
We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…
We study the dynamics of lattice models of quantum spins one-half, driven by a coherent drive and subject to dissipation. Generically the meanfield limit of these models manifests multistable parameter regions of coexisting steady states…
The Dean-Kawasaki (DK) equation is a stochastic partial differential equation (SPDE) for the global density $\rho$ of a gas of $N$ over-damped Brownian particles. In the thermodynamic limit $N\rightarrow \infty$ with weak pairwise…
This paper establishes results on the existence and uniqueness of solutions to McKean-Vlasov equations, also called mean-field stochastic differential equations, in an infinite-dimensional Hilbert space setting with irregular drift. Here,…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
Approximate analytical solutions of the modified Langevin equation are obtained. These solutions are relatively simple and enough accurate. They are illustrated by considering a mean-field model of a system with interacting…
Langevin dynamics has found a large number of applications in sampling, optimization and estimation. Preconditioning the gradient in the dynamics with the covariance - an idea that originated in literature related to solving estimation and…
A mean field spin system consisting two interacting groups each with homogeneous interaction coefficients is introduced and studied. Existence of the thermodynamic limit is shown by an asymptotic sub-addittivity method and factorization of…
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 establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…
We present a unified framework, with quantitative estimates, for deterministic interacting particle systems whose pairwise interactions may depend on heterogeneous labels. Heterogeneity is kept at every level by adding a frozen label…
We analyse qualitative properties of the solutions to a mean-field equation for particles interacting through a pairwise potential while diffusing by Brownian motion. Interaction and diffusion compete with each other depending on the…
In this work, we consider one-dimensional particles interacting in mean-field type through a bounded kernel. In addition, when particles hit some barrier (say zero), they are removed from the system. This absorption of particles is…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
We compile some easily deducible information on the discrete eigenvalue spectra of spinless Salpeter equations encompassing, besides a relativistic kinetic term, interactions which are expressible as superpositions of an attractive Coulomb…
We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…
The purpose of this paper is to establish a well-posedness theory for conservative stochastic partial differential equations on the whole space. This class of stochastic PDEs arises in fluctuating hydrodynamics, and includes the…