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Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples --…

Machine Learning · Statistics 2026-05-15 Ayoub Belhadji , Daniel Sharp , Youssef M. Marzouk

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 $\gamma$,…

Statistical Mechanics · Physics 2016-01-20 G. Suárez , M. Hoyuelos , H. Mártin

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…

Analysis of PDEs · Mathematics 2023-10-02 Martin Burger , Simon Schulz

There are few results on mean field game (MFG) systems where the PDEs are either fully nonlinear or have degenerate diffusions. This paper introduces a problem that combines both difficulties. We prove existence and uniqueness for a…

Analysis of PDEs · Mathematics 2024-09-04 Indranil Chowdhury , Espen R. Jakobsen , Miłosz Krupski

This article is concerned with the fluctuations and the concentration properties of a general class of discrete generation and mean field particle interpretations of nonlinear measure valued processes. We combine an original stochastic…

Probability · Mathematics 2012-11-09 Pierre Del Moral , Emmanuel Rio

We study diffusion of (fluorescently) tagged hard-core interacting particles of finite size in a finite one-dimensional system. We find an exact analytical expression for the tagged particle probability density using a coordinate…

Soft Condensed Matter · Physics 2009-11-13 Ludvig Lizana , Tobias Ambjörnsson

We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…

Analysis of PDEs · Mathematics 2025-05-13 François Delarue , Alvin Tse

Active systems are inherently out of equilibrium, as they collect energy from their surroundings and transform it into directed motion. A recent theoretical study suggests that binary mixtures of active particles with distinct effective…

Soft Condensed Matter · Physics 2017-11-22 Sunita Kumari , Andre S. Nunes , Nuno A. M. Araujo , Margarida Telo da Gama

The Foldy-Lax equation is generalized for a medium which consists of particles with both electric and magnetic responses. The result is used to compute fields scattered from ensembles of particles. The computational complexity is reduced by…

Optics · Physics 2021-09-22 Lang Wang , Ilia L. Rasskazov , P. Scott Carney

Periodic configurations of electrodes, in particular of microelectrodes, have been of interest since the advent of microfabrication. In this report, theory which is common to any periodic cell (or any cell that can be extended periodically)…

Chemical Physics · Physics 2018-02-13 Cristian F. Guajardo Yévenes , Werasak Surareungchai

The well-posedness of the growth-coagulation equation is established for coagulation kernels having singularity near the origin and growing atmost linearly at infinity. The existence of weak solutions is shown by means of the method of the…

Analysis of PDEs · Mathematics 2024-08-06 Ankik Kumar Giri , Philippe Laurençot , Saroj Si

We study a nonlocal aggregation equation with degenerate diffusion, set in a periodic domain. This equation represents the generalization to $m > 1$ of the McKean-Vlasov equation where here the "diffusive" portion of the dynamics are…

Analysis of PDEs · Mathematics 2012-04-19 Lincoln Chayes , Inwon Kim , Yao Yao

We analyze under which conditions equilibration between two competing effects, repulsion modeled by nonlinear diffusion and attraction modeled by nonlocal interaction, occurs. This balance leads to continuous compactly supported radially…

Analysis of PDEs · Mathematics 2022-07-19 J. A. Carrillo , S. Hittmeir , B. Volzone , Y. Yao

Diffusion-induced Ramsey narrowing that appears when atoms can leave the interaction region and repeatedly return without lost of coherence is investigated using strong collisions approximation. The effective diffusion equation is obtained…

Quantum Physics · Physics 2008-01-23 Alexander Romanenko , Leonid Yatsenko

By investigating McKean-Vlasov SDEs, the order preservation and positive correlation are characterized for nonlinear Fokker-Planck equations. The main results recover the corresponding criteria on these properties established in [3, 5] for…

Probability · Mathematics 2021-03-15 Panpan Ren

In this paper we derive some a priori estimates for a class of linear coagulation equations with particle fluxes towards large size particles. The derived estimates allow us to prove local well posedness for the considered equations. Some…

Mathematical Physics · Physics 2009-11-10 M. Escobedo , J. J. L. Velazquez

In this note, we review some of the recent developments in the well-posedness theory of nonlinear dispersive partial differential equations with random initial data.

Analysis of PDEs · Mathematics 2018-05-23 Árpád Bényi , Tadahiro Oh , Oana Pocovnicu

We investigate existence of stationary solutions to an aggregation/diffusion system of PDEs, modelling a two species predator-prey interaction. In the model this interaction is described by non-local potentials that are mutually…

Analysis of PDEs · Mathematics 2019-04-11 S. Fagioli , Y. Jaafra

In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…

Probability · Mathematics 2024-03-27 Kai Du , Yunzhang Li , Yuyang Ye

Over the past few years the displacement statistics of self-propelled particles has been intensely studied, revealing their long-time diffusive behavior. Here, we demonstrate that a concerted combination of boundary conditions and switching…

Soft Condensed Matter · Physics 2015-05-29 Andreas M. Menzel