7 citations · 8 across the 10 of their papers we have counts for
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math.PR2018
From weakly interacting particles to a regularised Dean--Kawasaki model
Federico Cornalba, Tony Shardlow, Johannes Zimmer
The evolution of finitely many particles obeying Langevin dynamics is described by Dean-Kawasaki equations, a class of stochastic equations featuring a non-Lipschitz multiplicative…
math.NA2018
A walk outside spheres for the fractional Laplacian: fields and first eigenvalue
Tony Shardlow
The Feynman-Kac formula for the exterior-value problem for the fractional Laplacian leads to a walk-outside-spheres algorithm via sampling alpha-stable Levy processes on their exit…
math.PR2018★ 1 cited
A regularised Dean-Kawasaki model: derivation and analysis
Federico Cornalba, Tony Shardlow, Johannes Zimmer
The Dean-Kawasaki model consists of a nonlinear stochastic partial differential equation featuring a conservative, multiplicative, stochastic term with non-Lipschitz coefficient, a…