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Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit for mean-field systems of interacting diffusions with simultaneous jumps. We prove propagation of chaos via a coupling technique that involves…

Probability · Mathematics 2017-04-05 Luisa Andreis , Paolo Dai Pra , Markus Fischer

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…

Probability · Mathematics 2015-01-09 Nicolas Fournier , Maxime Hauray

Quantum chaos is a major subject of interest in condensed matter theory, and has recently motivated new questions in the study of classical chaos. In particular, recent studies have uncovered interesting physics in the relationship between…

Statistical Mechanics · Physics 2023-07-24 Henry Ando , David A. Huse

Diffusion processes are instrumental to describe the movement of a continuous quantity in a generic network of interacting agents. Here, we present a probabilistic framework for diffusion in networks and propose to classify agent…

Social and Information Networks · Computer Science 2015-08-28 Wai Hong Ronald Chan , Matthias Wildemeersch , Tony Q. S. Quek

We prove the existence of weak solutions of a class of multi-species cross-diffusion systems as well as the propagation of chaos result by means of nonlocal approximation of the nonlinear diffusion terms, coupling methods and compactness…

Analysis of PDEs · Mathematics 2024-10-18 Jose Antonio Carrillo , Shuchen Guo

Chaos in both dissipative systems and conservative systems is investigated on the approach of renormalization group. It is found that the chaos is regarded as the critical phenomenon of equilibrium statistics in phase space. The two…

Chaotic Dynamics · Physics 2026-02-12 Yonghui Xia , Hongtao Feng

In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…

Probability · Mathematics 2017-06-20 Jianhai Bao , Jinghai Shao , Chenggui Yuan

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…

Statistics Theory · Mathematics 2025-11-04 Zhou Fan , Justin Ko , Bruno Loureiro , Yue M. Lu , Yandi Shen

The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…

Statistical Mechanics · Physics 2020-08-26 Edson D. Leonel , Celia Mayumi Kuwana , Makoto Yoshida , Juliano Antonio de Oliveira

We study a nonlocal adhesion model for two interacting tumor cell phenotypes, combining diffusion, pairwise interactions, and random phenotypic switching. The system admits a microscopic diffusion--jump particle description whose mean-field…

Analysis of PDEs · Mathematics 2026-03-16 Myeongju Chae , Young-Pil Choi

In this paper we study Kac's 1D particle system, consisting of the velocities of $N$ particles colliding at constant rate and randomly exchanging energies. We prove uniform (in time) propagation of chaos in Wasserstein distance with…

Probability · Mathematics 2016-12-21 Roberto Cortez

We study the Einstein relation between diffusion and response to an external field in systems showing superdiffusion. In particular, we investigate a continuous time Levy walk where the velocity remains constant for a time \tau, with…

Statistical Mechanics · Physics 2012-06-28 Giacomo Gradenigo , Alessandro Sarracino , Dario Villamaina , Angelo Vulpiani

This work extends previous 1D irreversible port-Hamiltonian system (IPHS) formulations to boundary-controlled ND distributed parameter systems describing conduction-diffusion fluid phenomena. Within a unified and thermodynamically…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Luis Mora , Yann Le Gorrec , Hector Ramirez , Denis Matignon

We investigate the connections between microscopic chaos, defined on a dynamical level and arising from collisions between molecules, and diffusion, characterized by a mean square displacement proportional to the time. We use a number of…

Chaotic Dynamics · Physics 2007-05-23 C. P. Dettmann , E. G. D. Cohen

Although it is now understood that chaos in complex classical systems is the foundation of thermodynamic behavior, the detailed relations between the microscopic properties of the chaotic dynamics and the macroscopic thermodynamic…

Chaotic Dynamics · Physics 2015-06-17 Mario Mulansky

We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…

Probability · Mathematics 2016-03-22 Pierre Del Moral , Denis Villemonais

We presented background information about various entropies in the literature. The pathway idea of Mathai (2005) is shown to be inferable from the maximization of a certain generalized entropy measure and established connections to…

Mathematical Physics · Physics 2016-11-25 Nicy Sebastian

We prove the existence of global weak entropy solutions for a class of non-symmetric Keyfitz-Kranzer type systems that includes lubrication models for thin-film flow. We identify a family of entropy/entropy-flux pairs for these first-order…

Analysis of PDEs · Mathematics 2026-04-20 Rahul Barthwal , Philipp Öffner , Christian Rohde

We consider a general N-degree-of-freedom nonlinear Hamiltonian system which is chaotic and dissipative and show that the origin of chaotic diffusion lies in the correlation of fluctuation of linear stability matrix for the equation of…

chao-dyn · Physics 2009-10-31 Bidhan Chandra Bag , Jyotipratim Ray Chaudhuri , Deb Shankar Ray

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

Chaotic Dynamics · Physics 2008-06-04 Detlef Holstein