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math.NA2023
Multilevel Monte Carlo methods for the Dean-Kawasaki equation from Fluctuating Hydrodynamics
Federico Cornalba, Julian Fischer
Stochastic PDEs of Fluctuating Hydrodynamics are a powerful tool for the description of fluctuations in many-particle systems. In this paper, we develop and analyze a Multilevel Mo…
math.AP2023★ 3 cited
Density fluctuations in weakly interacting particle systems via the Dean-Kawasaki equation
Federico Cornalba, Julian Fischer, Jonas Ingmanns +1
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 s…