Related papers: On Dean-Kawasaki Dynamics with Smooth Drift Potent…
We show the existence of "mild solutions" for a first-order mean field game of controls under the state constraint that trajectories be confined in a closed and bounded set in euclidean space. This extends the results of Cannarsa and…
We develop a dynamical theory, based on a system of ordinary differential equations describing the motion of particles which reproduces the results of quantum mechanics. The system generalizes the Hamilton equations of classical mechanics…
We consider nonlinear drift-diffusion equations (both porous medium equations and fast diffusion equations) with a measure-valued external force. We establish existence of nonnegative weak solutions satisfying gradient estimates, provided…
This paper establishes an indirect approximation theorem for the most probable transition pathway of a stochastic interacting particle system in the mean-field framework. This paper studied the problem of indirect approximation of the most…
We present a simple derivation of the stochastic equation obeyed by the density function for a system of Langevin processes interacting via a pairwise potential. The resulting equation is considerably different from the phenomenological…
In this paper, we investigate gradient estimate of the Poisson equation and the exponential convergence in the Wasserstein metric $W_{1,d_{l^1}}$, uniform in the number of particles, and uniform-in-time propagation of chaos for the…
We consider the Dean-Kawasaki (DK) equation of overdamped Brownian particles that forms the basis of the stochastic density functional theory. Recently, the linearized DK equation has successfully reproduced the full Onsager theory of…
A drift-kinetic model to describe the plasma dynamics in the scrape-off layer region of tokamak devices at arbitrary collisionality is derived. Our formulation is based on a gyroaveraged Lagrangian description of the charged particle…
We deduce stability and pathwise uniqueness for a McKean-Vlasov equation with random coefficients and a multidimensional Brownian motion as driver. Our analysis focuses on a non-Lipschitz drift coefficient and includes moment estimates for…
We derive the nonlinear equations that describe coupled drift waves and ion acoustic waves in a plasma. We show that when the coupling to ion acoustic waves is negligible, the reduced nonlinear equation is a generalization of the…
The goal of this paper is to approximate several kinds of {\it Mckean-Vlasov SDEs} with {\it irregular coefficients} via weakly interacting particle systems. More precisely, propagation of chaos and convergence rate of Euler-Maruyama scheme…
We study questions of existence and uniqueness of weak and strong solutions for a one-sided Tanaka equation with constant drift \lambda. We observe a dichotomy in terms of the values of the drift parameter: for \lambda\leq 0, there exists a…
We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense. We develop a comprehensive solution theory that…
We derive the thermodynamic limit of the empirical correlation and response functions in the Langevin dynamics for spherical mixed $p$-spin disordered mean-field models, starting uniformly within one of the spherical bands on which the…
Using a minimal-coupling-scheme we investigate the quantum Brownian motion of a particle in an anisotropic-dissipative-medium under the influence of an arbitrary potential in both relativistic and non-relativistic regimes. A general quantum…
Mean-field stochastic differential equations, also called McKean--Vlasov equations, are the limiting equations of interacting particle systems with fully symmetric interaction potential. Such systems play an important role in a variety of…
The paper deals with the integral equation approach to steady kinematic dynamo models in finite domains based on Biot-Savart's law. The role of the electric potential at the boundary is worked out explicitly. As an example, a modified…
We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which we observe multiple independent trajectories of the…
An exactly solvable model of a quantum spin interacting with a spin environment is considered. The interaction is chosen to be such that the state of the environment is conserved. The reduced density matrix of the spin is calculated for…
A general equation for drift waves is derived incorporating both nonlinear electron density perturbation and ion vorticity effects. It is emphasized that the well-known Hasegawa-Mima (HM) equation for drift waves [A. Hasegawa and K. Mima,…