English
Related papers

Related papers: Entropy on the path space and application to singu…

200 papers

We propose and analyze a one-dimensional multi-species cross-diffusion system with non-zero-flux boundary conditions on a moving domain, motivated by the mod- eling of a Physical Vapor Deposition process. Using the boundedness by entropy…

Analysis of PDEs · Mathematics 2017-09-22 Athmane Bakhta , Virginie Ehrlacher

Volume-filling cross-diffusion equations for the components of a tissue structure are formally derived from mass conservation laws and force balances for the interphase pressures and viscous drag forces in a multiphase approach. The…

Analysis of PDEs · Mathematics 2026-04-03 Ansgar Jüngel , Cordula Reisch , Sara Xhahysa

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…

We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…

Probability · Mathematics 2026-02-12 Graeme Baker , Ben Hambly , Philipp Jettkant

Motivated by recent applications in rough volatility and regularity structures, notably the notion of singular modelled distribution, we study paths, rough paths and related objects with a quantified singularity at zero. In a pure path…

Probability · Mathematics 2024-03-13 Carlo Bellingeri , Peter K. Friz , Máté Gerencsér

Local diffusion coefficients in disordered materials such as living cells are highly heterogeneous. Quenched disorder is utilized substantially to study such complex systems, whereas its analytical treatment is difficult to handle. We…

Statistical Mechanics · Physics 2016-11-02 Takuma Akimoto , Eli Barkai , Keiji Saito

In this letter, we present the unified paradigm on entropy-ruled Einstein diffusion-mobility relation ({\mu}/D ratio) for all dimensional systems (1D, 2D and 3D) of molecules and materials. The different dimension-associated fractional…

Mesoscale and Nanoscale Physics · Physics 2023-08-03 K. Navamani

This paper studies a class of mixed mean-field jump processes on an abstract state space $\Pi$, together with their associated $N$-particle systems. The dynamics consist of the superposition of an independent Markovian component and a…

Analysis of PDEs · Mathematics 2025-12-01 Tau Shean Lim , Shuoning Zhang

We study the effects of interatomic interactions on the quantum dynamics of a dense, nanoscale, atomic ensemble driven by a strong electromagnetic field. We use a self-consistent, mean-field technique based on the pseudo-spectral…

Quantum Physics · Physics 2018-01-17 C. S. DiLoreto , C. Rangan

Consider a network embedded in the 2D plane, where a particle diffuses along the edges of the network. It is clear that over short length scales a particle moves along a single edge and thus undergoes one-dimensional diffusion. However, on…

Statistical Mechanics · Physics 2021-08-23 D. B. Wilson , C. H. L. Beentjes

We investigate transient clustering dynamics in nonlocal aggregation-diffusion systems from an energetic perspective. Starting from a stochastic interacting particle system, we study the associated macroscopic McKean-Vlasov equation on the…

Dynamical Systems · Mathematics 2026-05-29 Nathalie Wehlitz , Richard Scherzer , Carsten Hartmann , Stefanie Winkelmann

In this paper we study coordinated multipath routing at the flow-level in networks with routes of length one. As a first step the static case is considered, in which the number of flows is fixed. A clustering pattern in the rate allocation…

Optimization and Control · Mathematics 2009-10-27 Sarah Lilienthal , Michel Mandjes

This paper focuses on the numerical stability of stochastic McKean-Vlasov equations (SMVEs) via the stochastic particle method. Firstly, the long-time propagation of chaos in the mean-square sense is obtained, and the almost sure…

Numerical Analysis · Mathematics 2025-08-04 Zhuoqi Liu , Shuaibin Gao , Chenggui Yuan , Qian Guo

We develop a new approach to study the long time behaviour of solutions to nonlinear stochastic differential equations in the sense of McKean, as well as propagation of chaos for the corresponding mean-field particle system approximations.…

Probability · Mathematics 2022-11-15 Alain Durmus , Andreas Eberle , Arnaud Guillin , Katharina Schuh

The single-parameter scaling hypothesis relating the average and variance of the logarithm of the conductance is a pillar of the theory of electronic transport. We use a maximum-entropy ansatz to explore the logarithm of the energy density,…

Disordered Systems and Neural Networks · Physics 2017-11-22 Xiaojun Cheng , Xujun Ma , Miztli Yepez , Azriel Z. Genack , Pier A. Mello

In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential equations with coefficients depending on some path-functionals of the process. As an extension of the technique developed by Bass \&…

Probability · Mathematics 2017-07-06 Noufel Frikha , Libo Li

We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2023-07-17 Zachary Bezemek , Konstantinos Spiliopoulos

In this paper, we study the existence and pathwise uniqueness of strong solutions for jump-type McKean-Vlasov SDEs with irregular coefficients but uniform linear growth assumption. Moreover, the propagation of chaos and the convergence rate…

Probability · Mathematics 2024-02-12 Zhen Wang , Jie Ren , Yu Miao

Single-file transport, where particles diffuse in narrow channels while not overtaking each other, is a fundamental model for the tracer subdiffusion observed in confined systems, such as zeolites or carbon nanotubes. This anomalous…

Statistical Mechanics · Physics 2022-02-02 Aurélien Grabsch , Alexis Poncet , Pierre Rizkallah , Pierre Illien , Olivier Bénichou

We study the mean field Langevin dynamics and the associated particle system. By assuming the functional convexity of the energy, we obtain the $L^p$-convergence of the marginal distributions towards the unique invariant measure for the…

Probability · Mathematics 2025-11-06 Fan Chen , Zhenjie Ren , Songbo Wang
‹ Prev 1 8 9 10 Next ›