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We develop a limit theory for controlled mean field stochastic partial differential equations in a variational framework. More precisely, we prove existence results for mean field limits and particle approximations, and we establish a…
A pathwise large deviation principle in the Wasserstein topology and a pathwise central limit theorem are proved for the empirical measure of a mean-field system of interacting diffusions. The coefficients are path-dependent. The framework…
This paper considers a stochastically perturbed Keller-Segel-Navier-Stokes (KS-SNS) system arising from the biomathematics in two dimensions, where the diffusion of fluid is expressed by a fractional Laplacian with an exponent in $[1/2,1]$.…
We consider a model convection-diffusion problem and present our recent numerical and analysis results regarding mixed finite element formulation and discretization in the singular perturbed case when the convection term dominates the…
Due to the highly degeneracy and singularities of the entropy equation, the physical entropy for viscous and heat conductive polytropic gases behave singularly in the presence of vacuum and it is thus a challenge to study its dynamics. It…
We discuss a class of coupled systems of nonlocal nonlinear balance laws modeling multilane traffic, with the nonlocality present in both convective and source terms. The uniqueness and existence of the entropy solution are proven via…
We consider a family of McKean--Vlasov equations arising as the large particle limit of a system of interacting particles on the positive half-line with common noise and feedback. Such systems are motivated by structural models for systemic…
We reformulate a general class of classical bead-spring-chain models for dilute polymeric fluids, with Hookean spring potentials, as McKean-Vlasov diffusion. This results in a coupled system of partial differential equations involving the…
This paper establishes an indirect approximation theorem for the most probable transition pathway of a stochastic interacting particle system in the mean-field framework. This paper studied the problem of indirect approximation of the most…
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…
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…
The paper deals with reaction-diffusion equations involving a hysteretic discontinuity in the source term, which is defined at each spatial point. Such problems describe biological processes and chemical reactions in which diffusive and…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
The trend to equilibrium for reaction-diffusion systems modelling chemical reaction networks is investigated, in the case when reaction processes happen on subsets of the domain. We prove the convergence to equilibrium by directly showing…
We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…
A system of interacting multiclass finite-state jump processes is analyzed. The model under consideration consists of a block-structured network with dynamically changing multi-colors nodes. The interaction is local and described through…
We show that the principle of maximum entropy, a variational method appearing in statistical inference, statistical physics, and the analysis of stochastic dynamical systems, admits a geometric description from gauge theory. Using the…
The quantitative convergence to equilibrium for reaction-diffusion systems arising from complex balanced chemical reaction networks with mass action kinetics is studied by using the so-called entropy method. In the first part of the paper,…
We consider the numerical solution of coupled volume-surface reaction-diffusion systems having a detailed balance equilibrium. Based on the conservation of mass, an appropriate quadratic entropy functional is identified and an…
We discuss restrictions on the existence of the diffusion pole in the translationally invariant diagrammatic treatment of disordered electron systems. We use the Bethe-Salpeter equations for the two-particle vertex in the electron-hole and…