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相关论文: On Dean-Kawasaki Dynamics with Smooth Drift Potent…

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We show the existence of "mild solutions" for a first-order mean field game of controls under the state constraint that trajectories be confined in a closed and bounded set in euclidean space. This extends the results of Cannarsa and…

最优化与控制 · 数学 2023-01-24 Jameson Graber , Sergio Mayorga

We develop a dynamical theory, based on a system of ordinary differential equations describing the motion of particles which reproduces the results of quantum mechanics. The system generalizes the Hamilton equations of classical mechanics…

量子物理 · 物理学 2012-07-12 Maxim Raykin

We consider nonlinear drift-diffusion equations (both porous medium equations and fast diffusion equations) with a measure-valued external force. We establish existence of nonnegative weak solutions satisfying gradient estimates, provided…

偏微分方程分析 · 数学 2025-01-15 Sukjung Hwang , Kyungkeun Kang , Hwa Kil Kim , Jung-Tae Park

This paper establishes an indirect approximation theorem for the most probable transition pathway of a stochastic interacting particle system in the mean-field framework. This paper studied the problem of indirect approximation of the most…

动力系统 · 数学 2026-05-27 Jianyu Chen , Ting Gao , Galina Strelkova , Jinqiao Duan

We present a simple derivation of the stochastic equation obeyed by the density function for a system of Langevin processes interacting via a pairwise potential. The resulting equation is considerably different from the phenomenological…

凝聚态物理 · 物理学 2009-10-28 David S. Dean

In this paper, we investigate gradient estimate of the Poisson equation and the exponential convergence in the Wasserstein metric $W_{1,d_{l^1}}$, uniform in the number of particles, and uniform-in-time propagation of chaos for the…

概率论 · 数学 2021-09-15 Wei Liu , Liming Wu , Chaoen Zhang

We consider the Dean-Kawasaki (DK) equation of overdamped Brownian particles that forms the basis of the stochastic density functional theory. Recently, the linearized DK equation has successfully reproduced the full Onsager theory of…

统计力学 · 物理学 2020-01-07 Hiroshi Frusawa

A drift-kinetic model to describe the plasma dynamics in the scrape-off layer region of tokamak devices at arbitrary collisionality is derived. Our formulation is based on a gyroaveraged Lagrangian description of the charged particle…

等离子体物理 · 物理学 2019-04-18 R. Jorge , P. Ricci , N. F. Loureiro

We deduce stability and pathwise uniqueness for a McKean-Vlasov equation with random coefficients and a multidimensional Brownian motion as driver. Our analysis focuses on a non-Lipschitz drift coefficient and includes moment estimates for…

概率论 · 数学 2024-08-21 Alexander Kalinin , Thilo Meyer-Brandis , Frank Proske

We derive the nonlinear equations that describe coupled drift waves and ion acoustic waves in a plasma. We show that when the coupling to ion acoustic waves is negligible, the reduced nonlinear equation is a generalization of the…

斑图形成与孤子 · 物理学 2017-09-20 Volodymyr M. Lashkin

The goal of this paper is to approximate several kinds of {\it Mckean-Vlasov SDEs} with {\it irregular coefficients} via weakly interacting particle systems. More precisely, propagation of chaos and convergence rate of Euler-Maruyama scheme…

概率论 · 数学 2019-06-06 Jianhai Bao , Xing Huang

We study questions of existence and uniqueness of weak and strong solutions for a one-sided Tanaka equation with constant drift \lambda. We observe a dichotomy in terms of the values of the drift parameter: for \lambda\leq 0, there exists a…

概率论 · 数学 2011-08-23 Ioannis Karatzas , Albert N. Shiryaev , Mykhaylo Shkolnikov

We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense. We develop a comprehensive solution theory that…

概率论 · 数学 2025-01-29 Lucio Galeati , Máté Gerencsér

We derive the thermodynamic limit of the empirical correlation and response functions in the Langevin dynamics for spherical mixed $p$-spin disordered mean-field models, starting uniformly within one of the spherical bands on which the…

概率论 · 数学 2020-08-26 Amir Dembo , Eliran Subag

Using a minimal-coupling-scheme we investigate the quantum Brownian motion of a particle in an anisotropic-dissipative-medium under the influence of an arbitrary potential in both relativistic and non-relativistic regimes. A general quantum…

量子物理 · 物理学 2015-06-17 Ehsan Amooghorban , Fardin Kheirandish

Mean-field stochastic differential equations, also called McKean--Vlasov equations, are the limiting equations of interacting particle systems with fully symmetric interaction potential. Such systems play an important role in a variety of…

动力系统 · 数学 2025-09-15 Eirini Ioannou , Stefan Klus , Gonçalo dos Reis

The paper deals with the integral equation approach to steady kinematic dynamo models in finite domains based on Biot-Savart's law. The role of the electric potential at the boundary is worked out explicitly. As an example, a modified…

天体物理学 · 物理学 2009-05-20 Frank Stefani , Gunter Gerbeth , Karl-Heinz Rädler

We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which we observe multiple independent trajectories of the…

统计理论 · 数学 2022-11-28 Louis Sharrock , Nikolas Kantas , Panos Parpas , Grigorios A. Pavliotis

An exactly solvable model of a quantum spin interacting with a spin environment is considered. The interaction is chosen to be such that the state of the environment is conserved. The reduced density matrix of the spin is calculated for…

量子物理 · 物理学 2007-05-23 Dima Mozyrsky

A general equation for drift waves is derived incorporating both nonlinear electron density perturbation and ion vorticity effects. It is emphasized that the well-known Hasegawa-Mima (HM) equation for drift waves [A. Hasegawa and K. Mima,…

等离子体物理 · 物理学 2026-01-21 Hamid Saleem