4 papers · 1 filter
A theory of generalised coordinates for stochastic differential equations
Lancelot Da Costa, Nathaël Da Costa, Conor Heins +5
Stochastic differential equations are ubiquitous modelling tools in physics and the sciences. In most modelling scenarios, random fluctuations driving dynamics or motion have some…
Reversibility, covariance and coarse-graining for Langevin dynamics: On the choice of multiplicative noise
Mario Ayala, Nicolas Dirr, Grigorios A. Pavliotis +1
We study the interplay between reversibility, geometry, and the choice of multiplicative noise (in particular Itô, Stratonovich, Klimontovich) in stochastic differential equations…
Linearization of ergodic McKean SDEs and applications
Grigorios A. Pavliotis, Andrea Zanoni
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary…
Multi-species McKean-Vlasov dynamics in non-convex landscapes
Manh Hong Duong, Grigorios A. Pavliotis, Julian Tugaut
In this paper, we study multi-species stochastic interacting particle systems and their mean-field McKean-Vlasov partial differential equations (PDEs) in non-convex landscapes. Und…