相关论文: A generalized Dean-Kawasaki equation for an intera…
The Dean-Kawasaki (DK) equation, which is at the basis of stochastic density functional theory (SDFT), was proposed in the mid-nineties to describe the evolution of the density of interacting Brownian particles, which can represent a large…
Computing analytically the $n$-point density correlations in systems of interacting particles is a long-standing problem of statistical physics, with a broad range of applications, from the interpretation of scattering experiments in simple…
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…
Characterising the statistical properties of classical interacting particle systems is a long-standing question. For Brownian particles the microscopic density obeys a stochastic evolution equation, known as the Dean--Kawasaki equation.…
We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean [J. Phys. A: Math. and…
A wide range of phenomena in the natural and social sciences involve large systems of interacting particles, including plasmas, collections of galaxies, coupled oscillators, cell aggregations, and economic ``agents'. Kinetic methods for…
We consider the weak-error rate of the SPDE approximation by regularized Dean-Kawasaki equation with It\^o noise for particle systems with mean-field interactions both on the drift and the noise. The global existence and uniqueness of the…
We consider stochastic particle dynamics on hypersurfaces represented in Monge gauge parametrization. Starting from the underlying Langevin system, we derive the surface Dean-Kawasaki (DK) equation and formulate it in the martingale sense.…
The Dean-Kawasaki equation - a strongly singular SPDE - is a basic equation of fluctuating hydrodynamics; it has been proposed in the physics literature to describe the fluctuations of the density of $N$ independent diffusing particles in…
Fluctuating hydrodynamics provides a quantitative, large-scale description of many-body systems in terms of smooth variables, with microscopic details entering only through a small set of transport coefficients. Although this framework has…
The Dean-Kawasaki model consists of a nonlinear stochastic partial differential equation featuring a conservative, multiplicative, stochastic term with non-Lipschitz coefficient, and driven by space-time white noise; this equation describes…
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 consider a charged Brownian gas under the influence of external and non uniform electric, magnetic and mechanical fields, immersed in a non uniform bath temperature. With the collision time as an expansion parameter, we study the…
We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…
We develop a unifying theory for four different objects: (1) infinite systems of interacting massive particles; (2) solutions to the Dean-Kawasaki equation with singular drift and space-time white noise; (3) Wasserstein diffusions with a.s.…
The Dean-Kawasaki equation forms the basis of the stochastic density functional theory (DFT). Here it is demonstrated that the Dean-Kawasaki equation can be directly linearized in the first approximation of the driving force due to the free…
We consider a one-dimensional McKean-Vlasov SDE on a domain and the associated mean-field interacting particle system. The peculiarity of this system is the combination of the interaction, which keeps the average position prescribed, and…
This paper is devoted to the problem of approximating non-linear Stochastic Partial Differential Equations (SPDEs) via interacting particle systems. In particular, we consider the Stochastic McKean-Vlasov equation, which is the…
The evolution of finitely many particles obeying Langevin dynamics is described by Dean-Kawasaki equations, a class of stochastic equations featuring a non-Lipschitz multiplicative noise in divergence form. We derive a regularised…
In this paper, we study well-posedness of random periodic solutions of stochastic differential equations (SDEs) of McKean-Vlasov type driven by a two-sided Brownian motion, where the random periodic behaviour is characterised by the…