Related papers: Non-equilibrium large deviations and parabolic-hyp…
We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…
We establish regularity and, under suitable assumptions, convergence to stationary states for weak solutions of a parabolic equation with a non-linear non-local drift term; this equation was derived from a model of active Brownian particles…
Nonlocally related partial differential equation (PDE) systems are useful in the analysis of a given PDE system. It is known that each local conservation law of a given PDE system systematically yields a nonlocally related system. In this…
We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an…
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
In this paper, we study large and moderate deviation principles for stochastic partial differential equations (SPDEs) on metric graphs and their associated multiscale models via the weak convergence approach, providing a refined…
We use the entropy method to analyze the nonlinear dynamics and stability of a continuum kinetic model of an active nematic suspension. From the time evolution of the relative entropy -- an energy-like quantity in the kinetic model -- we…
We develop a general kinetic theory framework to describe the hydrodynamics of strongly interacting, nonequilibrium quantum systems in which integrability is weakly broken, leaving a few residual conserved quantities. This framework is…
We present a theory for the construction of renormalized kinetic equations to describe the dynamics of classical systems of particles in or out of equilibrium. A closed, self-consistent set of evolution equations is derived for the…
I investigate stationary scaling states of Burgers' and Gross-Pitaevskii equations (GPE). The path integral representation of the steady state of the stochastic Burgers equation is used in order to investigate the scaling solutions of the…
We present a methodology for stabilization of general nonlinear systems with actuator dynamics governed by general, quasilinear, first-order hyperbolic PDEs. Since for such PDE-ODE cascades the speed of propagation depends on the PDE state…
A stochastic PDE, describing mesoscopic fluctuations in systems of weakly interacting inertial particles of finite volume, is proposed and analysed in any finite dimension $d\in\mathbb{N}$. It is a regularised and inertial version of the…
Motivated by the viewpoint of integrable systems, we study commuting flows of 2-component quasilinear equations, reducing to investigate the solutions of the wave equation with non-constant speed. In this paper, we apply the reduction…
We propose a systematic approach to the non-equilibrium dynamics of strongly interacting many-body quantum systems, building upon the standard perturbative expansion in the Coulomb interaction. High order series are derived from the Keldysh…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
The non-perturbative renormalization-group approach is extended to lattice models, considering as an example a $\phi^4$ theory defined on a $d$-dimensional hypercubic lattice. Within a simple approximation for the effective action, we solve…
A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…
We propose a semi-discrete numerical scheme and establish well-posedness of a class of parabolic systems. Such systems naturally arise while studying the optimal control of grain boundary motions. The latter is typically described using a…
In this article we study a system of nonlinear PDEs modelling the electrokinetics of a nematic electrolyte material consisting of various ions species contained in a nematic liquid crystal. The evolution is described by a system coupling a…
From a scale analysis of hydrodynamic phenomena having a significant action on the drift of an object in coastal ocean waters, we deduce equations modeling the associated hydrodynamic fields over a time period of several weeks. These models…