Related papers: Quantitative Convergence and Gaussian Fluctuations…
This article shows how to combine the relative entropy method by D. Bresch, P.-E. Jabin, and Z. Wang in arXiv:1706.09564, arXiv:1906.04093 and the regularized $L^2(\mathbb{R}^d)$-estimate by Oelschl\"ager (Probability theory and related…
Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…
We present a statistical mechanical theory of multi-component fluids, where we consider the correlation functions of the number densities and the energy density in the grand canonical ensemble. In terms of their space integrals we express…
The random batch method provides an efficient algorithm for computing statistical properties of a canonical ensemble of interacting particles. In this work, we study the error estimates of the fully discrete random batch method, especially…
We investigate the regularizing effect of certain perturbations by noise in singular interacting particle systems under the mean field scaling. In particular, we show that the addition of a suitably irregular path can regularise these…
We make the first steps towards a generic theory for energy spreading and quantum dissipation. The Wall formula for the calculation of friction in nuclear physics and the Drude formula for the calculation of conductivity in mesoscopic…
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…
We present a physically inspired generalization of equilibrium response formulae, the fluctuation-dissipation theorem, to Markov jump processes possibly describing interacting particle systems out-of-equilibrium. Here, the time-dependent…
We study a nonlocal aggregation equation with degenerate diffusion, set in a periodic domain. This equation represents the generalization to $m > 1$ of the McKean-Vlasov equation where here the "diffusive" portion of the dynamics are…
We develop quantitative error estimates connecting microscopic fluctuation of interacting particle systems with the mobilities of their hydrodynamic limits. Focusing on the Symmetric Simple Exclusion Process and systems of independent…
This note shows how to considerably strengthen the usual mode of convergence of an $n$-particle system to its McKean-Vlasov limit, often known as propagation of chaos, when the volatility coefficient is nondegenerate and involves no…
Event-by-event fluctuations in the initial stages of ultrarelativistic nucleus-nucleus collisions depend little on rapidity. The hydrodynamic expansion which occurs in later stages then gives rise to correlations among outgoing particles…
The problem of calculating collective density fluctuations in quantum liquids is revisited. A fully quantum mechanical self-consistent treatment based on a quantum mode-coupling theory [E. Rabani and D.R. Reichman, J. Chem. Phys.116, 6271…
Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for discrete diffusion models remains less well-understood. In…
The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…
We study the critical droplet for a close-to-equilibrium Widom-Rowlinson model of interacting particles, represented by disks of radius $1$, in the two-dimensional plane at low temperature. The critical droplet is the set of macroscopic…
In this paper, we first establish well-posedness results for one-dimensional McKean-Vlasov stochastic differential equations (SDEs) and related particle systems with a measure-dependent drift coefficient that is discontinuous in the spatial…
The thermodynamic behavior of Markovian open quantum systems can be described at the level of fluctuations by using continuous monitoring approaches. However, practical applications require assessing imperfect detection schemes, where the…
We review the phenomenon of equilibrium fluctuations in the number of condensed atoms in a trap containing N atoms total. We start with a history of the Bose-Einstein distribution, the Einstein-Uhlenbeck debate concerning the rounding of…
A classical approach for the analysis of the longtime behavior of Markov processes is to consider suitable Lyapunov functionals like the variance or more generally $\Phi$-entropies. Via purely analytic arguments it can be shown that these…