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Motivated from time-inconsistent stochastic control problems, we introduce a new type of coupled forward-backward stochastic systems, namely, flows of forward-backward stochastic differential equations. They are systems consisting of a…

概率论 · 数学 2020-04-28 Yushi Hamaguchi

We study compactness properties of time-discrete and continuous time BGK-type schemes for scalar conservation laws, in which microscopic interactions occur only when the state of a system deviates significantly from an equilibrium…

偏微分方程分析 · 数学 2016-08-01 Misha Perepelitsa

The global existence of renormalised solutions and convergence to equilibrium for reaction-diffusion systems with non-linear diffusion are investigated. The system is assumed to have quasi-positive non-linearities and to satisfy an entropy…

偏微分方程分析 · 数学 2021-09-27 Klemens Fellner , Julian Fischer , Michael Kniely , Bao Quoc Tang

In general, the non-conservative approximation of coagulation-fragmentation equations (CFEs) may lead to the occurrence of gelation phenomenon. In this article, it is shown that the non-conservative approximation of CFEs can also provide…

偏微分方程分析 · 数学 2018-02-27 Prasanta Kumar Barik , Ankik Kumar Giri

According to contemporary views, equilibrium constant is relevant only to true thermodynamic equilibria in isolated systems with one chemical reaction. The paper presents a novel formula that ties-up equilibrium constant and chemical system…

化学物理 · 物理学 2008-02-11 B. Zilbergleyt

We consider a mono-dimensional two-velocities scheme used to approximate the solutions of a scalar hyperbolic conservative partial differential equation. We prove the convergence of the discrete solution toward the unique entropy solution…

偏微分方程分析 · 数学 2023-03-27 Filipa Caetano , François Dubois , Benjamin Graille

We consider linear reaction systems with slow and fast reactions, which can be interpreted as master equations or Kolmogorov forward equations for Markov processes on a finite state space. We investigate their limit behavior if the fast…

数学物理 · 物理学 2021-06-23 Alexander Mielke , Artur Stephan

A second-order backward differentiation formula (BDF2) finite-volume discretization for a nonlinear cross-diffusion system arising in population dynamics is studied. The numerical scheme preserves the Rao entropy structure and conserves the…

数值分析 · 数学 2023-01-10 Ansgar Jüngel , Martin Vetter

In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…

概率论 · 数学 2022-02-21 Chuchu Chen , Tonghe Dang , Jialin Hong , Tau Zhou

We present a mathematical theory of dynamical fluctuations for the hard sphere gas in the Boltzmann-Grad limit. We prove that: (1) fluctuations of the empirical measure from the solution of the Boltzmann equation, scaled with the square…

偏微分方程分析 · 数学 2022-08-26 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond , Sergio Simonella

Damping on an object generally depends on its conformation (shape size etc.). We consider the Langevin dynamics of a model system with a conformation dependent damping and generalize the fluctuation dissipation relation to fit in such a…

统计力学 · 物理学 2012-07-16 A. Bhattacharyay

The analysis of a delayed generalized Burgers-Huxley equation (a non-linear advection-diffusion-reaction problem) with weakly singular kernels is carried out in this work. Moreover, numerical approximations are performed using the…

数值分析 · 数学 2023-09-06 Sumit Mahajan , Arbaz Khan , Manil T. Mohan

We show that approach to equilibrium in certain forced Burgers equations is implied by a decay estimate on a suitable intrinsic semigroup estimate, and we verify this estimate in a variety of cases including a periodic force.

数学物理 · 物理学 2007-05-23 W. Kirsch , B. Simon

Boltzmann-Sanov and Cramer-Chernoff's theorems provide large deviation probabilities, entropy, and rate functions for the spatial distribution of systems and the total internal energy of an ensemble respectively. By the method of Lagrange's…

统计力学 · 物理学 2021-09-17 D. P. Shinde

The diffusion coefficient--a measure of dissipation, and the entropy--a measure of fluctuation are found to be intimately correlated in many physical systems. Unlike the fluctuation dissipation theorem in linear response theory, the…

统计力学 · 物理学 2021-03-25 Yi Liao , Xiao-Bo Gong

We consider a class of interacting particle systems in continuous space of non-gradient type, which are reversible with respect to Poisson point processes with constant density. For these models, a rate of convergence was recently obtained…

概率论 · 数学 2024-01-19 Chenlin Gu , Jean-Christophe Mourrat , Maximilian Nitzschner

We consider the Hamiltonian system consisting of a Klein-Gordon vector field and a particle in $\R^3$. The initial date of the system is a random function with a finite mean density of energy which also satisfies a Rosenblatt- or…

数学物理 · 物理学 2016-03-17 T. V. Dudnikova

The paper introduces a general framework for derivation of continuum equations governing meso-scale dynamics of large particle systems. The balance equations for spatial averages such as density, linear momentum, and energy were previously…

数学物理 · 物理学 2011-09-28 Alexander Panchenko , Lyudmyla L. Barannyk , Kevin Cooper

Existence and uniqueness of mass-conserving classical solutions to the continuous coagulation equation with collisional breakage are investigated for an unbounded class of collision kernels and a particular case of the distribution…

偏微分方程分析 · 数学 2018-08-23 Prasanta Kumar Barik , Ankik Kumar Giri

In this work we present the convergence of a positivity preserving semi-discrete finite volume scheme for a coupled system of two non-local partial differential equations with cross-diffusion. The key to proving the convergence result is to…

数值分析 · 数学 2020-04-13 José A. Carrillo , Francis Filbet , Markus Schmidtchen