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The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a normal density. Precise estimates for the uniform distance are…

Probability · Mathematics 2013-08-30 Yaozhong Hu , Fei Lu , David Nualart

We consider a general McKean-Vlasov stochastic differential equation driven by a rotationally invariant $\alpha$-stable process on $\mathbb{R}^d$ with $\alpha \in (1,2)$. We assume that the diffusion coefficient is the identity matrix and…

Analysis of PDEs · Mathematics 2024-01-29 Thomas Cavallazzi

In this paper, we prove the energy diminishing of a normalized gradient flow which provides a mathematical justification of the imaginary time method used in physical literatures to compute the ground state solution of Bose-Einstein…

Condensed Matter · Physics 2017-01-10 Weizhu Bao , Qiang Du

In this paper we study Kac's 1D particle system, consisting of the velocities of $N$ particles colliding at constant rate and randomly exchanging energies. We prove uniform (in time) propagation of chaos in Wasserstein distance with…

Probability · Mathematics 2016-12-21 Roberto Cortez

We provide a uniform decay estimate of Morawetz type for the local energy of general solutions to the inhomogeneous wave equation on a Schwarzchild background. This estimate is both uniform in space and time, so in particular it implies a…

Analysis of PDEs · Mathematics 2009-11-11 Pieter Blue , Jacob Sterbenz

In this paper a rigorous proof of the mean field limit for a pedestrian flow model in two dimensions is given by using a probabilistic method. The model under investigation is an interacting particle system coupled to the eikonal equation…

Analysis of PDEs · Mathematics 2016-11-28 Li Chen , Simone Göttlich , Qitao Yin

In this work we show the strong convergence of propagation of chaos for the particle approximation of McKean-Vlasov SDEs with singular $L^p$-interactions as well as for the moderate interaction particle systems on the level of particle…

Probability · Mathematics 2022-06-17 Zimo Hao , Michael Röckner , Xicheng Zhang

This article is devoted to long-time weak approximations of stochastic partial differential equations (SPDEs) evolving in a bounded domain $\mathcal{D} \subset \mathbb{R}^d$, $d \leq 3$, with non-globally Lipschitz and possibly…

Numerical Analysis · Mathematics 2025-07-15 Yingsong Jiang , Xiaojie Wang

We study the Wasserstein gradient flow of semi-discrete energies in the space of probability measures, that is functionals depending on two measures-one being an absolutely continuous density and the other an atomic measure. These energies…

Analysis of PDEs · Mathematics 2026-03-05 Joao Miguel Machado

The paper proves existence of renormalized stationary solutions for a dense class of discrete velocity Boltzmann equations in the plane with given ingoing boundary values. The proof is based on the construction of a sequence of…

Mathematical Physics · Physics 2021-12-17 L. Arkeryd , A. Nouri

Before proving (unconditional) energy stability for gradient flows, most existing studies either require a strong Lipschitz condition regarding the non-linearity or certain $L^{\infty}$ bounds on the numerical solutions (the maximum…

Numerical Analysis · Mathematics 2024-06-13 J. Sun , H. Wang , H. Zhang , X. Qian , S. Song

Acoustic fields effect steady transport of suspended particles by rectifying the inertia of primary oscillations. We develop a fully analytic theory that relates this steady particle motion to incident oscillatory (acoustic) flow and the…

Fluid Dynamics · Physics 2023-10-03 Xiaokang Zhang , Jake Minten , Bhargav Rallabandi

Dynamical systems of N particles in \R^{D} interacting by a singular pair potential of mean field type are considered. The systems are assumed to be of gradient type and the existence of a macroscopic limit in the many particle limit is…

Mathematical Physics · Physics 2016-10-17 Robert J. Berman , Magnus Önnheim

The purpose of the present paper is to introduce and establish a notion of stability for the backward propagation of chaos with respect to (initial) data sets. Consider, for example, a sequence of discrete-time martingales converging to a…

Probability · Mathematics 2025-09-30 Antonis Papapantoleon , Alexandros Saplaouras , Stefanos Theodorakopoulos

We investigate the conditional McKean-Vlasov stochastic differential equations with jumps and Markovian regime-switching. We establish the strong wellposedness using L2-Wasser-stein distance on the Wasserstein space. Also, we establish the…

Probability · Mathematics 2023-04-18 Jinghai Shao , Taoran Tian , Shen Wang

A stochastic approach to the (generic) mean-field limit in Bose-Einstein Condensation is described and the convergence of the ground state energy as well as of its components are established. For the one-particle process on the path space a…

Probability · Mathematics 2020-08-04 Sergio Albeverio , Francesco C. De Vecchi , Andrea Romano , Stefania Ugolini

We prove existence, uniqueness, and stability of transition fronts (generalized traveling waves) for reaction-diffusion equations in cylindrical domains with general inhomogeneous ignition reactions. We also show uniform convergence of…

Analysis of PDEs · Mathematics 2009-01-19 Andrej Zlatos

Gradient schemes is a framework that enables the unified convergence analysis of many numerical methods for elliptic and parabolic partial differential equations: conforming and non-conforming Finite Element, Mixed Finite Element and Finite…

Numerical Analysis · Mathematics 2020-03-23 Jerome Droniou , Robert Eymard

How can we understand gradient-based training over non-convex landscapes? The edge of stability phenomenon, introduced in Cohen et al. (2021), indicates that the answer is not so simple: namely, gradient descent (GD) with large step sizes…

Machine Learning · Computer Science 2026-02-03 Eric Regis , Sinho Chewi

We prove the well-posedness of solutions to McKean-Vlasov stochastic differential equations driven by L\'evy noise under mild assumptions where, in particular, the L\'evy measure is not required to be finite. The drift, diffusion and jump…

Probability · Mathematics 2020-10-20 Neelima , Sani Biswas , Chaman Kumar , Gonçalo dos Reis , Christoph Reisinger
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