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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…

统计力学 · 物理学 2025-07-01 Louison Le Bon , Antoine Carof , Pierre Illien

The Dean-Kawasaki equation - one of the most fundamental SPDEs of fluctuating hydrodynamics - has been proposed as a model for density fluctuations in weakly interacting particle systems. In its original form it is highly singular and fails…

偏微分方程分析 · 数学 2023-11-22 Federico Cornalba , Julian Fischer , Jonas Ingmanns , Claudia Raithel

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 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…

偏微分方程分析 · 数学 2023-07-06 Federico Cornalba , Julian Fischer

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…

软凝聚态物质 · 物理学 2025-05-13 Pierre Illien

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.…

统计力学 · 物理学 2025-09-30 Aurélien Grabsch , Davide Venturelli , Olivier Bénichou

The purpose of this paper is to establish a well-posedness theory for conservative stochastic partial differential equations on the whole space. This class of stochastic PDEs arises in fluctuating hydrodynamics, and includes the…

概率论 · 数学 2024-10-02 Benjamin Fehrman , Benjamin Gess

Observing finite regions of a bigger system is a common experience, from microscopy to molecular simulations. In the latter especially, there is ongoing interest in predicting thermodynamic properties from tracking fluctuations in finite…

软凝聚态物质 · 物理学 2023-02-08 Thê Hoang Ngoc Minh , Benjamin Rotenberg , Sophie Marbach

The strong well-posedness of the Vlasov-Fokker-Planck-Dean-Kawasaki (VFPDK) equation with correlated noise is established. This equation can be interpreted as the fluctuating mean-field limit of second-order Newtonian particle systems,…

概率论 · 数学 2026-05-05 Zimo Hao , Zhengyan Wu , Johannes Zimmer

We develop quantitative error estimates connecting microscopic fluctuation of interacting particle systems with the mobilities of their hydrodynamic limits. Focusing on the Symmetric Simple Exclusion Process and systems of independent…

概率论 · 数学 2026-03-06 Nicolas Dirr , Zhengyan Wu , Johannes Zimmer

A model of interacting random walkers is presented and shown to give rise to patterns consisting in periodic arrangements of fluctuating particle clusters. The model represents biological individuals that die or reproduce at rates depending…

统计力学 · 物理学 2009-11-10 Cristobal Lopez , Emilio Hernandez-Garcia

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…

概率论 · 数学 2019-09-10 Federico Cornalba , Tony Shardlow , Johannes Zimmer

The over-damped motion of a Brownian particle in an asymmetric, bistable, fluctuating potential shows noise induced stability: For intermediate fluctuation rates the mean occupancy of minima with an energy above the absolute minimum is…

统计力学 · 物理学 2009-10-31 Andreas Mielke

Noisy fluctuations are ubiquitous in complex systems. They play a crucial or delicate role in the dynamical evolution of gene regulation, signal transduction, biochemical reactions, among other systems. Therefore, it is essential to…

动力系统 · 数学 2018-11-05 Jinqiao Duan , Hui Wang

We consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the…

统计力学 · 物理学 2016-05-02 Robert Grossmann , Lutz Schimansky-Geier , Pawel Romanczuk

We study a system of backscattering hard rods in one dimension. Contrary to the usual ballistic hard rods, these hard rods flip the sign of their velocities with a rate $\gamma$. This leads to the decay of the odd moments of velocity while…

统计力学 · 物理学 2026-05-29 Mrinal Jyoti Powdel

In spatially distributed cellular systems, it is often convenient to represent complicated auxiliary pathways and spatial transport by time-delayed reaction rates. Furthermore, many of the reactants appear in low numbers necessitating a…

定量方法 · 定量生物学 2015-05-14 Matthew Scott

We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…

系统与控制 · 电气工程与系统科学 2023-03-20 Xian Wu , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , Jan H van Schuppen , Chenghui Zhang

At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…

适应与自组织系统 · 物理学 2022-04-12 Jeremy Worsfold , Tim Rogers , Paul Milewski

We consider driven many-particle models which have a phase transition between an active and an absorbing phase. Like previously studied models, we have particle conservation, but here we introduce an additional symmetry - when two particles…

统计力学 · 物理学 2017-01-18 Daniel Hexner , Dov Levine
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