相关论文: Sharp uniform-in-time mean-field convergence for s…

We consider overdamped Langevin dynamics for the attractive log gas on the torus $\mathbb{T}^\mathsf{d}$, for $\mathsf{d}\geq 1$. In dimension $\mathsf{d}=2$, this model coincides with a periodic version of the parabolic-elliptic…

We consider the initial-boundary value problem of a thermodynamically consistent diffuse interface model for incompressible two-phase flows with unmatched densities in a bounded domain $\Omega\subset\mathbb{R}^3$. Our first aim is to study…

We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…

We introduce a notion of uniform convergence for local and nonlocal curvatures. Then, we propose an abstract method to prove the convergence of the corresponding geometric flows, within the level set formulation. We apply such a general…

We develop a unified PDE-probabilistic framework for pointwise gradient and Hessian estimates of Markov semigroups associated with stochastic differential equations with singular and unbounded coefficients. Under mild local structural…

Non-linear versions of log-Sobolev inequalities, that link a free energy to its dissipation along the corresponding Wasserstein gradient flow (i.e. corresponds to Polyak-Lojasiewicz inequalities in this context), are known to provide global…

We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…

The collective oscillations of 1D repulsive Bose gas with external harmonic confinement in two different regimes are studied. The first regime is the mean field regime when the density is high. The second regime is the Tonks-Girardeau…

We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…

We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochastic differential equations driven by additive noise, under a one-sided Lipschitz continuity condition. The setting encompasses drift…

We develop a kinetic-theory framework to investigate the steady rheology of a dilute gas interacting via a repulsive potential under uniform shear flow. Starting from the Boltzmann equation with a restitution coefficient that depends on the…

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…

We consider the optimization of a smooth and strongly convex objective using constant step-size stochastic gradient descent (SGD) and study its properties through the prism of Markov chains. We show that, for unbiased gradient estimates…

The Regularised Inertial Dean-Kawasaki model (RIDK) -- introduced by the authors and J. Zimmer in earlier works -- is a nonlinear stochastic PDE capturing fluctuations around the mean-field limit for large-scale particle systems in both…

We present a discretization-free scalable framework for solving a large class of mass-conserving partial differential equations (PDEs), including the time-dependent Fokker-Planck equation and the Wasserstein gradient flow. The main…

We consider a fitness-driven model of dispersal of $N$ interacting populations, which was previously studied merely in the case $N=1$. Based on some optimal transport distance recently introduced, we identify the model as a gradient flow in…

We show, for a class of discrete Fleming-Viot (or Moran) type particle systems, that the convergence to the equilibrium is exponential for a suitable Wassertein coupling distance. The approach provides an explicit quantitative estimate on…

We study random surfaces with a uniformly convex gradient interaction in the presence of quenched disorder taking the form of a random independent external field. Previous work on the model has focused on proving existence and uniqueness of…

One of the most popular approaches for solving total variation-regularized optimization problems in the space of measures are Particle Gradient Flows (PGFs). These restrict the problem to linear combinations of Dirac deltas and then perform…

Certain aspects of the mean-field theory of turbulent passive scalar transport and of mean-field electrodynamics are considered with particular emphasis on aspects of compressible fluids. It is demonstrated that the total mean-field…