Related papers: Conservative stochastic PDEs on the whole space
We study the scaling limit behavior of a family of conservative SPDEs as the fluctuating Ising-Kac-Kawasaki dynamics. Precisely, we show that there exists a sequence of the one-dimensional rescaled fluctuating Ising-Kac-Kawasaki equation…
The stochastic differential equations for a model of dissipative particle dynamics, with both total energy and total momentum conservation at every time-step, are presented. The algorithm satisfies detailed balance as well as the…
We consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to…
Stochastic PDEs of Fluctuating Hydrodynamics are a powerful tool for the description of fluctuations in many-particle systems. In this paper, we develop and analyze a Multilevel Monte Carlo (MLMC) scheme for the Dean--Kawasaki equation, a…
A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…
Higher order fluctuation expansions for stochastic heat equations (SHE) with nonlinear, non-conservative and conservative noise are obtained. These Edgeworth-type expansions describe the asymptotic behavior of solutions in suitable joint…
We prove a central limit theorem characterizing the small noise fluctuations of stochastic PDEs of fluctuating hydrodynamics type. The results apply to the case of nonlinear and potentially degenerate diffusions and irregular noise…
We derive the fluctuating hydrodynamic equation for the number and momentum densities exactly from the underdamped Langevin equation. This derivation is an extension of the Kawasaki-Dean formula in underdamped case. The steady state…
Partial differential equations (PDEs) describing thermodynamically isolated systems typically possess conserved quantities (like mass, momentum, and energy) and dissipated quantities (like entropy). Preserving these conservation and…
We introduce a new class of nonlinear Stochastic Differential Equations in the sense of McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We discuss existence and uniqueness pathwise and in law under…
We investigate the obstacle problem for generalized Dean--Kawasaki equations driven by correlated conservative noise, establishing the existence, uniqueness, and $L^1$-stability of stochastic kinetic solutions. Our core strategy combines a…
This paper presents a partial state of the art about the topic of representation of generalized Fokker-Planck Partial Differential Equations (PDEs) by solutions of McKean Feynman-Kac Equations (MFKEs) that generalize the notion of McKean…
The hydro-kinetic formalism has been used as a complementary approach to solving the Stochastic Differential Equations (SDE) corresponding to noisy hydrodynamics. The hydro-kinetic formalism consists of a deterministic set of relaxation…
In this article, we establish the \textsl{Wong-Zakai approximation} result for a class of stochastic partial differential equations (SPDEs) with fully local monotone coefficients perturbed by a multiplicative Wiener noise. This class of…
Large deviations of conservative interacting particle systems, such as the zero range process, about their hydrodynamic limit and their respective rate functions lead to the analysis of the skeleton equation; a degenerate…
In this chapter we provide an introduction to fractional dissipative partial differential equations (PDEs) with a focus on trying to understand their dynamics. The class of PDEs we focus on are reaction-diffusion equations but we also…
The Dean-Kawasaki equation forms the basis of the stochastic density functional theory (DFT). Here it is demonstrated that the Dean-Kawasaki equation can be directly linearized in the first approximation of the driving force due to the free…
Computing analytically the $n$-point density correlations in systems of interacting particles is a long-standing problem of statistical physics, with a broad range of applications, from the interpretation of scattering experiments in simple…
We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying uniqueness) for this class. In the second part, we establish…
The Dean-Kawasaki model consists of a nonlinear stochastic partial differential equation featuring a conservative, multiplicative, stochastic term with non-Lipschitz coefficient, and driven by space-time white noise; this equation describes…