Pathwise regularisation of singular interacting particle systems and their mean field limits
From MaRDI portal
Publication:2698489
DOI10.1016/j.spa.2023.02.005OpenAlexW3094978008MaRDI QIDQ2698489
Avi Mayorcas, Fabian A. Harang
Publication date: 24 April 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.15517
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) PDEs in connection with classical thermodynamics and heat transfer (35Q79) Regularization by noise (60H50)
Related Items
Nonlinear Young differential equations: a review ⋮ A pathwise regularization by noise phenomenon for the evolutionary \(p\)-Laplace equation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Averaging along irregular curves and regularisation of ODEs
- Propagation of chaos for the 2D viscous vortex model
- Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations
- Noiseless regularisation by noise
- A proof of crystallization in two dimensions
- Construction of strong solutions of SDE's via Malliavin calculus
- Occupation densities
- Mathematical theory of incompressible nonviscous fluids
- The analysis of linear partial differential operators. I: Distribution theory and Fourier analysis.
- Stochastic Cucker-Smale models: old and new
- Stochastic particle approximation of the Keller-Segel equation and two-dimensional generalization of Bessel processes
- Crystallization in two dimensions and a discrete Gauss-Bonnet theorem
- Strong solutions of stochastic equations with singular time dependent drift
- Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels
- Propagation of chaos for mean field rough differential equations
- Regularization of multiplicative SDEs through additive noise
- Distribution dependent SDEs driven by additive continuous noise
- Stochastic Cucker-Smale flocking dynamics of jump-type
- Solving mean field rough differential equations
- Mean field limit for Coulomb-type flows
- Rough nonlocal diffusions
- From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs
- A McKean-Vlasov equation with positive feedback and blow-ups
- On mean-field limits and quantitative estimates with a large class of singular kernels: application to the Patlak-Keller-Segel model
- Pathwise McKean-Vlasov theory with additive noise
- Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space
- Noise Prevents Collapse of Vlasov-Poisson Point Charges
- Evolving communities with individual preferences
- Fourier Analysis and Nonlinear Partial Differential Equations
- Some stochastic particle methods for nonlinear parabolic PDEs
- ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
- The Prevalence of Continuous Nowhere Differentiable Functions
- A class of nonlocal parabolic problems occurring in statistical mechanics
- Parameter Estimation for Macroscopic Pedestrian Dynamics Models from Microscopic Data
- Uniqueness of Solutions of Stochastic Differential Equations
- Mean-Field Limits for Some Riesz Interaction Gradient Flows
- A course on rough paths. With an introduction to regularity structures
- From Boltzmann to random matrices and beyond
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT