Related papers: Mean-field stochastic Volterra equations
This paper develops a non-asymptotic, local approach to quantitative propagation of chaos for a wide class of mean field diffusive dynamics. For a system of $n$ interacting particles, the relative entropy between the marginal law of $k$…
In this paper, we first establish well-posedness results for one-dimensional McKean-Vlasov stochastic differential equations (SDEs) and related particle systems with a measure-dependent drift coefficient that is discontinuous in the spatial…
Despite spatial and temporal fluctuations in turbulent astrophysical systems, mean-field theories can be used to describe their secular evolution. However, observations taken over time scales much shorter than dynamical time scales capture…
In this paper, uniform in time quantitative propagation of chaos in $L^1$-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the drift is assumed to…
We study systems of reaction-diffusion equations with discontinuous spatially distributed hysteresis in the right-hand side. The input of hysteresis is given by a vector-valued function of space and time. Such systems describe hysteretic…
We discuss recent results obtained for the Hamiltonian Mean Field model. The model describes a system of N fully-coupled particles in one dimension and shows a second-order phase transition from a clustered phase to a homogeneous one when…
The sufficient conditions are obtained for existence of the main solution of the nonlinear Volterra integral equation of the second kind on the semi-axis and on a finite interval. The method for computation of this boundary interval is…
A nonlinear Fokker-Planck equation is obtained in the continuous limit of a one-dimensional lattice with an energy landscape of wells and barriers. Interaction is possible among particles in the same energy well. A parameter $\gamma$,…
In this paper we establish the local and global well-posedness of weak and strong solutions to second order fractional mean-field SDEs with singular/distribution interaction kernels and measure initial value, where the kernel can be Newton…
With the help of Monte Carlo simulations and a mean-field theory, we investigate the ordered steady-state structures resulting from the motion of a single vacancy on a periodic lattice which is filled with two species of oppositely…
We study stochastic wave equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we give an improved estimate on the uniform norm of eigenfunctions and approximate the wave propagator using the…
Few equilibrium --even less so nonequilibrium-- statistical-mechanical models with continuous degrees of freedom can be solved exactly. Classical hard-spheres in infinitely many space dimensions are a notable exception. We show that even…
A mean-field theory is developed for the scale-invariant length distributions observed during the coarsening of one-dimensional faceted surfaces. This theory closely follows the Lifshitz-Slyozov-Wagner theory of Ostwald ripening in…
We study 1-Wasserstein propagation of chaos for "McKean-type" nonlinear Markov chains and their associated interacting particle systems. This paper is organized into two parts: the first part combines arguments from various areas of…
We derive the stochastic 2D vortex model on the whole Euclidean space from moderately interacting particle systems driven by individual and environmental noises, obtaining quantitative estimates in the sense of the entropy and energy…
Historically and to date, the continuity equation has served as a consistency criterion for the development of physical theories. Employing Clifford's geometric algebras, a system of continuity equations for a generalised multivector of the…
We consider a class of semilinear Volterra type stochastic evolution equation driven by multiplicative Gaussian noise. The memory kernel, not necessarily analytic, is such that the deterministic linear equation exhibits a parabolic…
Propagation of a particle accelerated by an external field through a scattering medium is studied within the generalized Lorentz model allowing inelastic collisions. Energy losses at collisions are proportional to $(1-\alpha^{2})$, where…
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…
In this work, we establish a comparison principle for stochastic Volterra equations with respect to the initial condition and the drift $b$ applicable to a wide class of Volterra kernels and input curves $g$ that may be singular at zero.…