Related papers: A stochastic approximation scheme and convergence …
In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…
We consider a large class of interacting particle systems in 1D described by an energy whose interaction potential is singular and non-local. This class covers Riesz gases (in particular, log gases) and applications to plasticity and…
Diffusion processes arise in many fields, and so simulating the path of a diffusion is an important problem. It is usually necessary to make some sort of approximation via model-discretization, but a recently introduced class of algorithms,…
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…
We investigate the asymptotic behavior of probability measures associated with stochastic dynamical systems featuring either globally contracting or $B_{r}$-contracting drift terms. While classical results often assume constant diffusion…
We introduce a stochastic agent-based model for the flocking dynamics of self-propelled particles that exhibit velocity-alignment interactions with neighbours within their field of view. The stochasticity in the dynamics of the model arises…
We consider a process given as the solution of a stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. Explicit and optimal bounds for the Lebesgue density of that…
This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…
While accurate simulations of dense gas flows far from the equilibrium can be achieved by Direct Simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order…
We study stochastic optimal control problems for (possibly degenerate) McKean-Vlasov controlled diffusions and obtain discrete-time as well as finite interacting particle approximations. (i) Under mild assumptions, we first prove the…
We study a system of diffusing point particles in which any triplet of particles reacts and is removed from the system when the relative proximity of the constituent particles satisfies a predefined condition. Proximity-based reaction…
The abundance and distribution of collapsed objects such as galaxy clusters will become an important tool to investigate the nature of dark energy and dark matter. Number counts of very massive objects are sensitive not only to the equation…
This paper studies a novel approach for approximating the behavior of compartmental spreading processes. In contrast to prior work, the methods developed describe a dynamics which bound the exact moment dynamics, without explicitly…
Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…
We develop a statistical theory for the dynamics of non-aligning, non-interacting self-propelled particles confined in a convex box in two dimensions. We find that when the size of the box is small compared to the persistence length of a…
The cohesive collective motion (flocking, swarming) of autonomous agents is ubiquitously observed and exploited in both natural and man-made settings, thus, minimal models for its description are essential. In a model with continuous space…
The Stokes problem with non-homogeneous Dirichlet boundary condition is solved numerically using conforming discretizations and an approximation of the boundary datum in the corresponding trace space. Optimal discretization error estimates…
We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…
This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…