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We derive the porous medium equation from an interacting particle system which belongs to the family of exclusion processes, with nearest neighbor exchanges. The particles follow a degenerate dynamics, in the sense that the jump rates can…

Probability · Mathematics 2020-12-08 Oriane Blondel , Clément Cancès , Makiko Sasada , Marielle Simon

Steepest descent is central in variational mathematics. We present a new transparent existence proof for curves of near-maximal slope --- an influential notion of steepest descent in a nonsmooth setting. We moreover show that for…

Optimization and Control · Mathematics 2013-05-08 D. Drusvyatskiy , A. D. Ioffe , A. S. Lewis

The purpose of this article is to provide a simple proof of the hydrodynamic and hydrostatic behavior of the SSEP in contact with reservoirs which inject and remove particles in a finite size windows at the extremities of the bulk. More…

Probability · Mathematics 2020-10-23 Clément Erignoux , Patricia Gonçalves , Gabriel Nahum

In this paper, we prove the hydrodynamic limit for the ergodic dynamics of the Facilitated Exclusion Process with closed boundaries in the symmetric, asymmetric and weakly asymmetric regimes. For this, we couple it with a Simple Exclusion…

Probability · Mathematics 2025-02-04 Hugo Da Cunha , Lu Xu

In this work it is shown how the immersed boundary method of (Peskin2002) for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with…

Soft Condensed Matter · Physics 2023-02-28 P. J. Atzberger , P. R. Kramer , C. S. Peskin

We consider the symmetric exclusion process with jumps given by a symmetric, translation invariant, transition probability $p(\cdot)$. The process is put in contact with stochastic reservoirs whose strength is tuned by a parameter…

Probability · Mathematics 2018-04-02 Patrícia Gonçalves

We consider the exclusion process in the one-dimensional discrete torus with $N$ points, where all the bonds have conductance one, except a finite number of slow bonds, with conductance $N^{-\beta}$, with $\beta\in[0,\infty)$. We prove that…

Probability · Mathematics 2011-06-29 Tertuliano Franco , Patricia Gonçalves , Adriana Neumann

We prove that the hydrodynamic limit of the symmetric exclusion process (SEP) is a Fokker-Planck equation in the setting of Poisson random neighborhood graphs approximating a weighted Riemannian manifold with Ricci curvature bounded from…

Probability · Mathematics 2026-04-16 Jonathan Junné , Frank Redig , Rik Versendaal

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

We investigate a rich new class of exactly solvable particle systems generalizing the Totally Asymmetric Simple Exclusion Process (TASEP). Our particle systems can be thought of as new exactly solvable examples of tandem queues, directed…

Probability · Mathematics 2020-01-08 Alisa Knizel , Leonid Petrov , Axel Saenz

In this paper we establish the optimal regularity estimates for the Cauchy problem of stochastic kinetic equations with random coefficients in anisotropic Besov spaces. As applications, we study the nonlinear filtering problem for a…

Probability · Mathematics 2021-03-04 Xiaolong Zhang , Xicheng Zhang

This paper is motivated by the problem of quantitatively bounding the convergence of adaptive control methods for stochastic systems to a stationary distribution. Such bounds are useful for analyzing statistics of trajectories and…

Optimization and Control · Mathematics 2021-10-19 Tyler Lekang , Andrew Lamperski

We present a numerical investigation of stochastic transport in ideal fluids. According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles of transformation theory and multi-time homogenisation, respectively, imply a…

Fluid Dynamics · Physics 2018-09-28 Colin J. Cotter , Dan Crisan , Darryl D. Holm , Wei Pan , Igor Shevchenko

The possibility that a discrete process can be fruitfully approximated by a continuous one, with the latter involving a differential system, is fascinating. Important theoretical insights, as well as significant computational efficiency…

Numerical Analysis · Mathematics 2020-04-27 Uri M. Ascher

By means of a unifying measure-theoretic approach, we establish lower bounds on the Hausdorff dimension of the space-time set which can support anomalous dissipation for weak solutions of fluid equations, both in the presence or absence of…

Analysis of PDEs · Mathematics 2024-07-29 Luigi De Rosa , Theodore D. Drivas , Marco Inversi

We consider a stochastic version of the point vortex system, in which the fluid velocity advects single vortices intermittently for small random times. Such system converges to the deterministic point vortex dynamics as the rate at which…

Probability · Mathematics 2023-11-28 Andrea Agazzi , Francesco Grotto , Jonathan C. Mattingly

This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…

Probability · Mathematics 2025-10-24 Ioana Ciotir , Dan Goreac , Jonas M. Tölle

In this paper we study Cauchy problem for thermoelastic plate equations with friction or structural damping in $\mathbb{R}^n$, $n\geq1$, where the heat conduction is modeled by Fourier's law. We explain some qualitative properties of…

Analysis of PDEs · Mathematics 2020-05-19 Wenhui Chen

We consider a family of stochastic models of evolving two-dimensional Young diagrams, given in terms of certain energies, with Gibbs invariant measures. `Static' scaling limits of the shape functions, under these Gibbs measures, have been…

Mathematical Physics · Physics 2018-09-12 Ibrahim Fatkullin , Sunder Sethuraman , Jianfei Xue

We study an asymptotic analysis of a coupled system of kinetic and fluid equations. More precisely, we deal with the nonlinear Vlasov-Fokker-Planck equation coupled with the compressible isentropic Navier-Stokes system through a drag force…

Analysis of PDEs · Mathematics 2020-06-18 Young-Pil Choi , Jinwook Jung