相关论文: Propagation of Chaos for reflecting diffusions wit…
A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to…
In this paper we obtain uniform propagation estimates for systems of interacting diffusions. We adopt a general model, satisfying various conditions which ensure that the decay resulting from the internal dynamics term dominates the…
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…
A new non-conservative stochastic reaction-diffusion system in which two families of random walks in two adjacent domains interact near the interface is introduced and studied in this paper. Such a system can be used to model the transport…
We consider a reaction-diffusion system where some components react and diffuse on the boundary of a region, while other components diffuse in the interior and react with those on the boundary through mass transport. We establish criteria…
Based on a coupling approach, we prove uniform in time propagation of chaos for weakly interacting mean-field particle systems with possibly non-convex confinement and interaction potentials. The approach is based on a combination of…
In this paper, uniform in time quantitative propagation of chaos in $L^1$-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the drift is assumed to…
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…
We study the spreading of a quantum-mechanical wavepacket in a one-dimensional tight-binding model with a noisy potential, and analyze the emergence of classical diffusion from the quantum dynamics due to decoherence. We consider a finite…
We prove the quantitative propagation of chaos for stochastic particle systems with interaction in both the drift and the diffusion coefficients, provided the drift kernel is bounded and free of Lipschitz or smoothness assumptions. Our…
The dynamics of the system is investigated when one part of the system initially behaves in a regular manner and the other in a chaotic one. The propagation of the chaos is considered as the motion of a region with the maximal Lyapunov…
We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…
A deterministic coalescing dynamics with constant rate for a particle system in a finite volume with a fixed initial number of particles is considered. It is shown that, in the thermodynamic limit, with the constraint of fixed density, the…
We consider a $N$-particle system interacting through the Newtonian potential with a polynomial cut-off in the presence of noise in velocity. We rigorously prove the propagation of chaos for this interacting stochastic particle system.…
We introduce a framework to prove propagation of chaos for interacting particle systems with singular, density-dependent interactions, a classical challenge in mean-field theory. Our approach is to define the dynamics implicitly via a…
In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…
The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…
Disorder, noise and interaction play a crucial role in the transport properties of real systems, but they are typically hard to control and study both theoretically and experimentally, especially in the quantum case. Here we explore a…
We study the front propagation in Reaction-Diffusion systems whose reaction dynamics exhibits an unstable fixed point and chaotic or noisy behaviour. We have examined the influence of chaos and noise on the front propagation speed and on…
Using standard definitions of chaos (as positive Kolmogorov-Sinai entropy) and diffusion (that multiple time distribution functions are Gaussian), we show numerically that both chaotic and nonchaotic systems exhibit diffusion, and hence…