Related papers: Quantitative relative entropy estimates for intera…
We propose a collision-oriented particle system to approximate a class of Landau-type equations. This particle system is formally derived from a particle system with random collisions in the grazing regime, and happens to be a special…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
We propose the generalized stochastic Liouville equation to investigate the coherent dynamics in single molecule systems coupled to environments which exhibit both nonstationary and non-Markovian features. The generalized stochastic…
This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…
Starting from a many-body classical system governed by a trace-form entropy we derive, in the stochastic quantization picture, a family of non linear and non-Hermitian Schroedinger equations describing, in the mean filed approximation, a…
In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…
In this paper we consider an interacting particle system in $\mathbb{R}^d$ modelled as a system of $N$ stochastic differential equations driven by L\'evy processes. The limiting behaviour as the size $N$ grows to infinity is achieved as a…
A Fokker-Planck type equation for interacting particles with exclusion principle is analysed. The nonlinear drift gives rise to mathematical difficulties in controlling moments of the distribution function. Assuming enough initial moments…
We define correlational (von Neumann) entropy for an individual quantum state of a system whose time-independent hamiltonian contains random parameters and is treated as a member of a statistical ensemble. This entropy is representation…
The study of conditional $q$-entropies in composite quantum systems has recently been the focus of considerable interest, particularly in connection with the problem of separability. The $q$-entropies depend on the density matrix $\rho$…
In this paper, we study systems of $N$ interacting particles described by the classical and relativistic Langevin dynamics with singular forces and multiplicative noises. For the classical model, we prove the ergodicity, obtaining an…
In this paper, we first investigate the well-posedness of a backward stochastic differential equation where the driver depends on the law of the solution conditioned to a common noise. Under standard assumptions, we show that existence and…
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 consider moderately interacting particle systems with singular interaction kernel and environmental noise. It is shown that the mollified empirical measures converge in strong norms to the unique (local) solutions of nonlinear…
For large systems of Brownian particles interacting through their ranks introduced in (Banner, Fernholz, Karatzas, 2005), the empirical cumulative distribution function satisfies a porous medium PDE. However, when we introduce a common…
We consider a generic system composed of a fixed number of particles distributed over a finite number of energy levels. We make only general assumptions about system's properties and the entropy. System's constraints other than fixed number…
We develop a quantum relative entropy method for the mean-field limit of quantum many-body systems. For closed systems governed by the von Neumann equation, we prove a quantitative stability estimate between the $N$-body density matrix and…
We consider the 3D Landau equation for moderately soft potentials ($\gamma\in(-2,0)$ with the usual notation) as well as a stochastic system of $N$ particles approximating it. We first establish some strong/weak stability estimates for the…
We develop a unified relative entropy framework for macroscopic limits of kinetic equations with Riesz-type interactions and Fokker-Planck relaxation. Our analysis covers three prototypical singular regimes: the diffusive limit leading to a…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…