Related papers: Mean-Field Langevin Diffusions with Density-depend…
A general formulation of the equilibrium state of a many-electron system in terms of a (mixed-state, ensemble) density matrix operator in the Fock space, based on the maximum entropy principle, is introduced. Various characteristic…
We extend the concept of self-consistency for the Fokker-Planck equation (FPE) to the more general McKean-Vlasov equation (MVE). While FPE describes the macroscopic behavior of particles under drift and diffusion, MVE accounts for the…
We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial…
We study the weak convergence behaviour of the Leimkuhler--Matthews method, a non-Markovian Euler-type scheme with the same computational cost as the Euler scheme, for the approximation of the stationary distribution of a one-dimensional…
The theory for the non-isothermal rheology of polymer fluids proposed in [14] used several approximations including the so-called linear gradient approximations for the temperature field and Brownian forces. While it had the significant…
We study the approach to equilibrium for a scalar field which is coupled to a large thermal bath. Our analysis of the initial value problem is based on Kadanoff-Baym equations which are shown to be equivalent to a stochastic Langevin…
The influence of crowding on the diffusion of tagged particles in a dense medium is investigated in the framework of a mean-field model, derived in the continuum limit from a microscopic stochastic process with exclusion. The probability…
In this paper, we study the non-linear diffusion equation associated with a particle system where the common drift depends on the rate of absorption of particles at a boundary. We provide an interpretation as a structural credit risk model…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
Application of the replica exchange (i.e., parallel tempering) technique to Langevin Monte Carlo algorithms, especially stochastic gradient Langevin dynamics (SGLD), has scored great success in non-convex learning problems, but one…
Surface diffusion of small adsorbates is analyzed in terms of the so-called intermediate scattering function and dynamic structure factor, observables in experiments using the well-known quasielastic Helium atom scattering and Helium spin…
We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition. Further, the process is…
We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld…
The global-in-time existence of bounded weak solutions to the Maxwell-Stefan-Fourier equations in Fick-Onsager form is proved. The model consists of the mass balance equations for the partial mass densities and and the energy balance…
The diffusion approximation of stochastic gradient descent (SGD) in current literature is only valid on a finite time interval. In this paper, we establish the uniform-in-time diffusion approximation of SGD, by only assuming that the…
The recently proposed Langevin equation, aimed to capture the relevant critical features of stochastic sandpiles, and other self-organizing systems is studied numerically. This equation is similar to the Reggeon field theory, describing…
The dynamics of various optically controlled non-equilibrium phenomena in the condensed phase are studied using the Liouville equation. We study a projection of the same in a slow moving coordinate, identified as the Reaction Coordinate…
Radiative-conductive systems are intrinsically nonlinear due to the quartic temperature dependence of thermal radiation. Under fixed total heating power, convexity arguments imply that nonuniform temperature distributions radiate more…
Finite temperature density functional theory requires representations for the internal energy, entropy, and free energy as functionals of the local density field. A central formal difficulty for an orbital-free representation is…
The simplest density functional theory due to Thomas, Fermi, Dirac and Weizsacker is employed to describe the non-equilibrium thermodynamic evolution of an electron gas. The temperature effect is introduced via the Fermi-Dirac entropy,…