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Stochastic PDEs and weakly interacting particle systems

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  • معلومة اضافية
    • Contributors:
      Hambly, B; Chevyrev, I; Weber, H; Qian, Z
    • الموضوع:
      2022
    • Collection:
      Oxford University Research Archive (ORA)
    • نبذة مختصرة :
      We study two problems relating to weakly interacting particle systems in the presence of exogenous noise. Part I presents a pathwise regularisation by noise result for McKean–Vlasov equations with singular interaction kernels. Using ideas from the theory of averaged fields and non-linear Young integrals we obtain well-posedness of the McKean–Vlasov systems, particle approximations and mean field convergence. In Part II we study a family of semi-linear, convection-diffusion SPDEs that are closely related to PDEs coming from the theory of collision-less kinetics. We study these equations in the presence of additive spacetime white noise. In one dimension we show global well-posedness and exponential ergodicity for an equation with a cubic non-linearity and repulsive sign choice. In two dimensions we show local well-posedness for a renormalised equation.
    • Relation:
      https://ora.ox.ac.uk/objects/uuid:6cb19c41-0598-4b23-bcb6-bf91ce44c727
    • Rights:
      info:eu-repo/semantics/openAccess
    • الرقم المعرف:
      edsbas.11AB8E83