相关论文: Dyson Brownian Motion for General $\beta$ and Pote…
We consider the dynamics of point particles which are confined to a bounded, possibly nonconvex domain $\Omega$. Collisions with the boundary are described as purely elastic collisions. This turns the description of the particle dynamics…
We study the mean-field limit of the Atlas model and its connection to SDEs with dependence on the distribution of hitting and local times. The Atlas model describes a system of Brownian particles on the real line, where only the lowest…
We first study a $d$-dimensional branching Brownian motion (BBM) among mild Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. The trap field consists of balls of fixed radius centered…
We consider 3D free-boundary compressible elastodynamic system under the Rayleigh-Taylor sign condition. It describes the motion of an isentropic inviscid elastic medium with moving boundary. The deformation tensor satisfies the neo-Hookean…
Topological defects in solids, usually described by complicated boundary conditions in elastic theory, may be described more simply as sources of a gravity- like deformation field in the geometric approach of Katanaev and Volovich. This…
We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…
We consider Brownian particles with the ability to take up energy from the environment, to store it in an internal depot, and to convert internal energy into kinetic energy of motion. Provided a supercritical supply of energy, these…
We consider the classical and relativistic Vlasov-Poisson systems with spherically-symmetric initial data and prove the optimal decay rates for all suitable $L^p$ norms of the charge density and electric field, as well as, the optimal…
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…
We study the asymptotic edge statistics of the Gaussian $\beta$-ensemble, a collection of $n$ particles, as the inverse temperature $\beta$ tends to zero as $n$ tends to infinity. In a certain decay regime of $\beta$, the associated extreme…
In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…
Let $\Omega \subset \mathbb{R}^2$ be a bounded, convex domain and let $u$ be the solution of $-\Delta u = 1$ vanishing on the boundary $\partial \Omega$. The estimate $$ \| \nabla u\|_{L^{\infty}(\Omega)} \leq c |\Omega|^{1/2}$$ is…
We consider a rigid body freely moving in a compressible inviscid fluid within a bounded domain $\Omega\subset\mathbb{R}^3$. The fluid is thereby governed by the non necessarily isentropic compressible Euler equations, while the rigid body…
A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…
It is an interesting and important topic to study the motion of small particles in a viscous liquid in current applied research. In this paper we assume the particles are convex with arbitrary shapes and mainly investigate the interaction…
In this paper, we establish well-posedness of reflected McKean-Vlasov SDEs and their particle approximations in smooth non-convex domains. We prove convergence of the interacting particle system to the corresponding mean-field limit with…
We prove an almost sure central limit theorem on the Poisson space, which is perfectly tailored for stabilizing functionals emerging in stochastic geometry. As a consequence, we provide almost sure central limit theorems for $(i)$ the total…
We rigorously justify the mean-field limit of a $N$-particle system subject to the Brownian motion and interacting through a Newtonian potential in $\mathbb{R}^3$. Our result leads to a derivation of the Vlasov-Poisson-Fokkker-Planck (VPFP)…
We investigate an initial-(periodic-)boundary value problem for a continuum equation, which is a model for motion of grain boundaries based on the underlying microscopic mechanisms of line defects (disconnections) and integrated the effects…
We study the one-dimensional Burgers equation in the inviscid limit for Brownian initial velocity (i.e. the initial velocity is a two-sided Brownian motion that starts from the origin x=0). We obtain the one-point distribution of the…