Related papers: Quantitative convergence in relative entropy for a…
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…
We consider extended slow-fast systems of N interacting diffusions. The typical behavior of the empirical density is described by a nonlinear McKean-Vlasov equation depending on , the scaling parameter separating the time scale of the slow…
The necessary information to distinguish a local inhomogeneous mass density field from its spatial average on a compact domain of the universe can be measured by relative information entropy. The Kullback-Leibler (KL) formula arises very…
We rigorously derive a two-dimensional Keller-Segel type system with signal-dependent sensitivity from a stochastic interacting particle model. By employing suitably defined stopping times, we prove that the convergence of the interacting…
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…
Gibbs measures, such as Coulomb gases, are popular in modelling systems of interacting particles. Recently, we proposed to use Gibbs measures as randomized numerical integration algorithms with respect to a target measure $\pi$ on $\mathbb…
We present a solution for the nonequilibrium dynamics of an interacting disordered system. The approach adapts the combination of the equilibrium dynamical mean field theory (DMFT) and the equilibrium coherent potential approximation (CPA)…
Heisenberg's uncertainty principle has recently led to general measurement uncertainty relations for quantum systems: incompatible observables can be measured jointly or in sequence only with some unavoidable approximation, which can be…
For a family of stochastic differential equations, we investigate the asymptotic behaviors of its corresponding Picard's iteration, establishing convergence results in terms of relative entropy. Our convergence results complement the…
General hyperbolic systems of balance laws with inhomogeneity in space and time in all constitutive functions are studied in the context of relative entropy. A framework is developed in this setting that contributes to a measure-valued weak…
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…
We consider a particle system in 1D, interacting via repulsive or attractive Coulomb forces. We prove the trajectorial propagation of molecular chaos towards a nonlinear SDE associated to the Vlasov-Poisson-Fokker-Planck equation. We obtain…
In this article, we study the mean field limit of weakly interacting diffusions for confining and interaction potentials that are not necessarily convex. We explore the relationship between the large $N$ limit of the constant in the…
The gas of the interacted electrons is usually described within Kohn-Sham approximation by the set of Poisson and Schr\"{o}dinger equations with an effective potential for the single-particle wave functions. The solution of these equations…
The well-posedness and regularity properties of diffusion-aggregation equations, emerging from interacting particle systems, are established on the whole space for bounded interaction force kernels by utilizing a compactness convergence…
We establish sharp rates for propagation of chaos in R\'enyi divergences for interacting diffusion systems at stationarity. Building upon the entropic hierarchy established in Lacker (2023), we show that under strong isoperimetry and weak…
A correlated random walk approach to diffusion is applied to the disordered nonoverlapping Lorentz gas. By invoking the Lu-Torquato theory for chord-length distributions in random media [J. Chem. Phys. 98, 6472 (1993)], an analytic…
This thesis investigates critical phenomena and equilibrium states in various stochastic models through three interconnected studies. In the first chapter, we analyze the Activated Random Walk model on a one-dimensional ring in the…
In this work we investigate the convergence to equilibrium for mass action reaction-diffusion systems which model irreversible enzyme reactions. Using the standard entropy method in this situation is not feasible as the irreversibility of…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…