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We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

概率论 · 数学 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

We rigorously derive a two-dimensional Keller-Segel type system with signal-dependent sensitivity from a stochastic interacting particle model. By employing suitably defined stopping times, we prove that the convergence of the interacting…

概率论 · 数学 2026-05-19 Jinhuan Wang , Keyu Li , Hui Huang

Aggregation equations and Patlak-Keller-Segel (PKS) models for chemotaxis with nonlinear diffusion are popular models for nonlocal aggregation phenomenon and are a source of a number of interesting mathematical problems in nonlinear PDE.…

偏微分方程分析 · 数学 2011-09-01 Jacob Bedrossian , Nancy Rodriguez

A numerical scheme for approximating the nonlinear filtering density is introduced and its convergence rate is established, theoretically under a parabolic H\"{o}rmander condition, and empirically in numerical examples. In a prediction…

数值分析 · 数学 2026-04-21 Kasper Bågmark , Adam Andersson , Stig Larsson , Filip Rydin

We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…

偏微分方程分析 · 数学 2025-03-18 Jesus Correa , Christian Olivera

Inelastic collisions occur in Bose-Einstein condensates, in some cases, producing particle loss in the system. Nevertheless, these processes have not been studied in the case when particles do not escape the trap. We show that such…

量子物理 · 物理学 2008-09-30 I. Fuentes-Schuller , P. Barberis-Blostein

Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…

数值分析 · 数学 2025-02-11 Zhengyang Lei , Sihong Shao , Yunfeng Xiong

It is well-known that the two-dimensional Keller-Segel system admits finite time blowup solutions, which is the case if the initial density has a total mass greater than $8\pi$ and a finite second moment. Several constructive examples of…

偏微分方程分析 · 数学 2024-09-10 Charles Collot , Tej-Eddine Ghoul , Nader Masmoudi , Van Tien Nguyen

Self-propelled particles can navigate complex environments, including viscous fluid interfaces with curved geometries. In this work, we study the emergent dynamics of a suspension of self-propelled particles confined to a stationary curved…

流体动力学 · 物理学 2026-04-17 Yuzhu Chen , Vishal P. Patil , David Saintillan

As a counterpoint to classical stochastic particle methods for linear diffusion equations, we develop a deterministic particle method for the weighted porous medium equation (WPME) and prove its convergence on bounded time intervals. This…

偏微分方程分析 · 数学 2023-01-26 Katy Craig , Karthik Elamvazhuthi , Matt Haberland , Olga Turanova

Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…

数值分析 · 数学 2011-11-10 Simon L. Cotter , Tomas Vejchodsky , Radek Erban

We investigate the behaviour of a system of particles with the different character of interaction. The approach makes it possible to describe systems of interacting particles by statistical methods taking into account a spatial…

凝聚态物理 · 物理学 2007-05-23 Volodymyr Krasnoholovets , Bohdan Lev

When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…

统计力学 · 物理学 2019-05-22 Joachim Peinke , Mohammad Reza Rahimi Tabar , Matthias Wächter

We study a spatial Markovian particle system with pairwise coagulation, a spatial version of the Marcus--Lushnikov process: according to a coagulation kernel $K$, particle pairs merge into a single particle, and their masses are united. We…

The design of particle simulation methods for collisional plasma physics has always represented a challenge due to the unbounded total collisional cross section, which prevents a natural extension of the classical Direct Simulation Monte…

数值分析 · 数学 2024-02-09 Andrea Medaglia , Lorenzo Pareschi , Mattia Zanella

We present a Fokker-Planck description of supercooled colloidal systems exhibiting slow relaxation dynamics. By assuming the existence of a local quasi-equilibrium state during the relaxation of the system, we derive a non-Markovian…

凝聚态物理 · 物理学 2015-06-24 J. M. Rubi , I. Santamaria-Holek , A. Perez-Madrid

We study a regularized interacting particle method for computing aggregation patterns and near singular solutions of a Keller-Segal (KS) chemotaxis system in two and three space dimensions, then further develop DeepParticle (DP) method to…

计算物理 · 物理学 2024-01-30 Zhongjian Wang , Jack Xin , Zhiwen Zhang

We study dynamics of clustering in systems containing active particles that are immersed in an explicit solvent. For this purpose we have adopted a hybrid simulation method, consisting of molecular dynamics and multi-particle collision…

软凝聚态物质 · 物理学 2021-01-01 Arabinda Bera , Soudamini Sahoo , Snigdha Thakur , Subir K. Das

We prove existence and uniqueness for some nonlinear stochastic differential equation used in molecular dynamics, whose nonlinearity comes from a conditional expectation term. We also introduce an interacting particle system in order to…

概率论 · 数学 2010-01-16 Benjamin Jourdain , Tony Lelievre , Raphaël Roux

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

统计力学 · 物理学 2024-12-23 Zhaoyu Fei