Related papers: From Stochastic Hamiltonian Systems to Stochastic …
We study the three dimensional many-particle quantum dynamics in mean-field setting. We forge together the hierarchy method and the modulated energy method. We prove rigorously that the compressible Euler equation is the limit as the…
We consider a sequence of approximate solutions to the compressible Euler system admitting uniform energy bounds and/or satisfying the relevant field equations modulo an error vanishing in the asymptotic limit. We show that such a sequence…
We study a system of particles moving on a line in the same direction. Passing is allowed and when a fast particle overtakes a slow particle, it acquires a new velocity drawn from a distribution P_0(v), while the slow particle remains…
We investigate the profound relation between the equations of biological evolution and quantum mechanics by writing a biologically inspired equation for the stochastic dynamics of an ensemble of particles. Interesting behavior is observed…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
We consider a stochastic $N$-particle model for the spatially homogeneous Boltzmann evolution and prove its convergence to the associated Boltzmann equation when $N\to \infty$. For any time $T>0$ we bound the distance between the empirical…
In this paper we continue the study of the derivation of different types of kinetic equations which arise from scaling limits of interacting particle systems. We began this study in \cite{NVW}. More precisely, we consider the derivation of…
We prove the existence of a unique local strong solution to the stochastic compressible Euler system with nonlinear multiplicative noise. This solution exists up to a positive stopping time and is strong in both the PDE and probabilistic…
We develop an Euler-type method to predict the evolution of a time-dependent probability measure without explicitly learning an operator that governs its evolution. We use linearized optimal transport theory to prove that the measure-valued…
Convergence of a system of particles, interacting with a fluid, to Navier-Stokes-Vlasov-Fokker-Planck system is studied. The interaction between particles and fluid is described by Stokes drag force. The empirical measure of particles is…
We show that a proportionality between the entanglement Hamiltonian and the Hamiltonian of a subsystem exists near the limit of maximal entanglement under certain conditions. Away from that limit, solvable models show that the coupling…
We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a singular (small mass) limit. We derive the homogenized equation for the position degrees of freedom in the limit, including the presence of a…
We construct explicit examples of spontaneous energy generation and non-uniqueness for the compressible Euler system, with and without pressure, by taking limits of Hamiltonian dynamics as the number of molecules increases to infinity. The…
In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…
We derive the effective Hamiltonian $H - \mu N$ for open quantum systems with varying particle number from first principles within the framework of non-relativistic quantum statistical mechanics. We prove that under physically motivated…
Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…
We consider the long time behavior of heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with weights characterized by an underlying graphon. The limit is given by…
We study the convergence of stochastic time-discretization schemes for evolution equations driven by random velocity fields, including examples like stochastic gradient descent and interacting particle systems. Using a unified framework…
In this work, we investigate a system of interacting particles governed by a set of stochastic differential equations. Our main goal is to rigorously demonstrate that the empirical measure associated with the particle system converges…
We study the relativistic Vlasov-Maxwell system which describes large systems of particles interacting by means of their collectively generated forces. If the speed of light $c$ is considered as a parameter then it is known that in the…