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The well-posedness for SDEs with singularity in both space and distribution variables is derived, where the interacting drift term is bounded and Lipschitz continuous under total variation distance and the diffusion term is allowed to be…

Probability · Mathematics 2025-07-25 Xing Huang

We establish weak well-posedness for SDEs having discontinuous diffusion coefficients and general distributional drifts that may introduce local blow up effects. Our drifts satisfy minimal assumptions, i.e.\,we assume only that the Cauchy…

Probability · Mathematics 2025-12-01 D. Kinzebulatov , R. Vafadar

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…

Probability · Mathematics 2021-09-15 Wei Liu , Liming Wu , Chaoen Zhang

We analyze nonlinear degenerate coupled PDE-PDE and PDE-ODE systems that arise, for example, in the modelling of biofilm growth. One of the equations, describing the evolution of a biomass density, exhibits degenerate and singular…

Analysis of PDEs · Mathematics 2023-04-04 Koondanibha Mitra , Stefanie Sonner

In this paper we obtain well-posedness for a class of semilinear weakly degenerate reaction-diffusion systems with Robin boundary conditions. This result is obtained through a Gagliardo-Nirenberg interpolation inequality and some embedding…

Analysis of PDEs · Mathematics 2015-09-21 Giuseppe Floridia

We derive a class of multi-species aggregation-diffusion systems from stochastic interacting particle systems via relative entropy method with quantitative bounds. We show an algebraic $L^1$-convergence result using moderately interacting…

Probability · Mathematics 2025-01-07 José Antonio Carrillo , Shuchen Guo , Alexandra Holzinger

We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

Probability · Mathematics 2017-04-05 Amir Dembo , Mykhaylo Shkolnikov , S. R. Srinivasa Varadhan , Ofer Zeitouni

In this work, we study the convergence of the empirical measure of moderately interacting particle systems with singular interaction kernels. First, we prove quantitative convergence of the time marginals of the empirical measure of…

Probability · Mathematics 2021-12-22 Christian Olivera , Alexandre Richard , Milica Tomasevic

In this paper, we establish well-posedness of reflected McKean-Vlasov SDEs and their particle approximations in smooth non-convex domains. We prove convergence of the interacting particle system to the corresponding mean-field limit with…

Probability · Mathematics 2025-12-10 P. D. Hinds , A. Sharma , M. V. Tretyakov

A reaction-diffusion equation with power nonlinearity formulated either on the half-line or on the finite interval with nonzero boundary conditions is shown to be locally well-posed in the sense of Hadamard for data in Sobolev spaces. The…

Analysis of PDEs · Mathematics 2018-10-15 A. Alexandrou Himonas , Dionyssios Mantzavinos , Fangchi Yan

The influence of crowding on the diffusion of tagged particles in a dense medium is investigated in the framework of a mean-field model, derived in the continuum limit from a microscopic stochastic process with exclusion. The probability…

Statistical Mechanics · Physics 2015-06-19 Marta Galanti , Duccio Fanelli , Amos Maritan , Francesco Piazza

This work addresses the propagation of chaos properties in a class of moderately interacting particle systems for the approximation of singular kinetic McKean-Vlasov SDEs driven by alpha-stable processes.

Analysis of PDEs · Mathematics 2026-02-16 Zimo Hao , Jean-Francois Jabir , Stéphane Menozzi , Michael Röckner , Xicheng Zhang

This paper studies McKean-Vlasov stochastic differential equations (MVSDEs) whose drift coefficients grow super-linearly in both state variables and measure arguments, and whose diffusion coefficients exhibit super-linear growth in the…

Probability · Mathematics 2026-02-09 Zhuoqi Liu , Qian Guo , Shuaibin Gao , Chenggui Yuan

We consider large systems of particles interacting through rough but bounded interaction kernels. We are able to control the relative entropy between the $N$-particle distribution and the expected limit which solves the corresponding Vlasov…

Analysis of PDEs · Mathematics 2015-11-13 Pierre-Emmanuel Jabin , Zhenfu Wang

We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…

Probability · Mathematics 2019-07-18 Nils Detering , Jean-Pierre Fouque , Tomoyuki Ichiba

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…

Probability · Mathematics 2019-06-06 Jianhai Bao , Xing Huang

We consider a nonlocal aggregation diffusion equation incorporating repulsion modelled by nonlinear diffusion and attraction modelled by nonlocal interaction. When the attractive interaction kernel is radially symmetric and strictly…

Analysis of PDEs · Mathematics 2024-08-23 Roumen Anguelov , Chelsea Bright

We consider a system of partial differential equations describing mass transport in a multicomponent isothermal compressible fluid. The diffusion fluxes obey the Fick-Onsager or Maxwell-Stefan closure approach. Mechanical forces result into…

Analysis of PDEs · Mathematics 2020-01-27 Dieter Bothe , Pierre-Etienne Druet

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…

Analysis of PDEs · Mathematics 2021-02-10 Federico Cornalba , Tony Shardlow , Johannes Zimmer

The propagation of chaos property for a system of interacting particles, describing the spatial evolution of a network of interacting filaments is studied. The creation of a network of mycelium is analyzed as representative case, and the…

Probability · Mathematics 2020-07-02 Rémi Catellier , Yves D'Angelo , Cristiano Ricci