Related papers: Entropy on the path space and application to singu…
We investigate a recombination-drift-diffusion model coupled to Poisson's equation modelling the transport of charge within certain types of semiconductors. In more detail, we study a two-level system for electrons and holes endowed with an…
We recover the so-called field-road diffusion model as the hydrodynamic limit of an interacting particle system. The former consists of two parabolic PDEs posed on two sets of different dimensions (a "field" and a "road" in a population…
We present a comprehensive discretization scheme for linear and nonlinear stochastic differential equations (SDEs) driven by either Brownian motions or $\alpha$-stable processes. Our approach utilizes compound Poisson particle…
We study a 1D scalar conservation law whose non-local flux has a single spatial discontinuity. This model is intended to describe traffic flow on a road with rough conditions. We approximate the problem through an upwind-type numerical…
Motivated by a mathematical model for the transport of morphogenes in biological systems, we study existence and uniqueness of entropy solutions for a mixed initial-boundary value problem associated with a nonlinear flux--limited diffusion…
In this paper we study a continuum version of the Potts model. Particles are points in R^d, with a spin which may take S possible values, S being at least 3. Particles with different spins repel each other via a Kac pair potential. In mean…
We consider a general McKean-Vlasov stochastic differential equation driven by a rotationally invariant $\alpha$-stable process on $\mathbb{R}^d$ with $\alpha \in (1,2)$. We assume that the diffusion coefficient is the identity matrix and…
We propose and study a new model to describe biological invasions constrained on infinite homogeneous one dimensional metric graphs. Our model consists of an infinite PDE-ODE system where, at each vertex of the one-dimensional lattice…
We formulate a finite-particle method of mass transport that accounts for general mixed boundary conditions. The particle method couples a geometrically-exact treatment of advection; Wasserstein gradient-flow dynamics; and a…
The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…
We study a class of interacting particle systems on $\mathbb{R}$ with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump rates $v_+$, $v_-$ and stochastic type switching driven by…
We present the particle method for simulating the solution to the path-dependent McKean-Vlasov equation, in which both the drift and the diffusion coefficients depend on the whole trajectory of the process up to the current time t, as well…
In this work we prove uniqueness of distributional solutions to $2D$ Navier-Stokes equations in vorticity form $u_t-\nu\Delta u+ div (K(u)u)=0$ on $(0,\infty)\times\mathbb{R}^2$ with Radon measures as initial data, where $K$ is the…
Abridged abstract: Inert interactions between randomly moving entities and spatial disorder play a crucial role in quantifying the diffusive properties of a system. These interactions affect only the movement of the entities, and examples…
The transport of single-phase fluid mixtures in porous media is described by cross-diffusion equations for the mass densities. The equations are obtained in a thermodynamic consistent way from mass balance, Darcy's law, and the van der…
In this article we study a system of $N$ particles, each of them being defined by the couple of a position (in $\mathbb{R}^d$) and a so-called orientation which is an element of a compact Riemannian manifold. This orientation can be seen as…
We consider a sequence of systems of Hawkes processes having mean field interactions in a diffusive regime. The stochastic intensity of each process is a solution of a stochastic differential equation driven by N independent Poisson random…
We formulate a trajectorial version of the relative entropy dissipation identity for McKean$-$Vlasov diffusions, extending the results of the papers [FJ16,KST20a], which apply to non-interacting diffusions. Our stochastic analysis approach…
The large-time asymptotics of weak solutions to Maxwell--Stefan diffusion systems for chemically reacting fluids with different molar masses and reversible reactions are investigated. The diffusion matrix of the system is generally neither…
We study existence and uniqueness for one-dimensional generalized stochastic differential equations with singular coefficients, including distributional drift and degenerate, possibly discontinuous, diffusion coefficients. Such…