8 citations · 12 across the 11 of their papers we have counts for
11 papers
On the role of positivity preservation for high order approximations of the Dean--Kawasaki equation
Ana Damnjanović, Ana Djurdjevac, Nicolas Perkowski
We study a spectral regularization of the Dean--Kawasaki equation and quantify how the failure of positivity preservation affects its weak approximation of the empirical measure of…
Surface Dean--Kawasaki equations
John Bell, Ana Djurdjevac, Nicolas Perkowski
We consider stochastic particle dynamics on hypersurfaces represented in Monge gauge parametrization. Starting from the underlying Langevin system, we derive the surface Dean-Kawas…
Derivation of stochastic Burgers on the line with a Dirichlet boundary condition at the origin
Cédric Bernardin, Ana Djurdjevac, Patricia Gonçalves +1
We analyze the \emph{equilibrium fluctuations} of a Hamiltonian chain of oscillators on \(\mathbb{Z}\) with an exponential potential, perturbed by a conservative, symmetric noise.…
Weak Error of Dean-Kawasaki Equation with Smooth Mean-Field Interactions
Ana Djurdjevac, Xiaohao Ji, Nicolas Perkowski
We consider the weak-error rate of the SPDE approximation by regularized Dean-Kawasaki equation with Itô noise for particle systems with mean-field interactions both on the drift a…
A Hybrid Algorithm for Systems of Non-interacting Particles with an External Potential
Ana Djurdjevac, Ann Almgren, John Bell
Our focus is on simulating the dynamics of non-interacting particles including the effects of an external potential, which, under certain assumptions, can be formally described by…
Higher order approximation of nonlinear SPDEs with additive space-time white noise
Ana Djurdjevac, Máté Gerencsér, Helena Kremp
We consider strong approximations of -dimensional stochastic PDEs driven by additive space-time white noise. It has been long proposed (Davie-Gaines '01, Jentzen-Kloeden '08),…
Exponential stability of the flow for a generalised Burgers equation on a circle
Ana Djurdjevac, Armen Shirikyan
The paper deals with the problem of stability for the flow of the 1D Burgers equation on a circle. Using some ideas from the theory of positivity preserving semigroups, we establis…
Weak error analysis for a nonlinear SPDE approximation of the Dean-Kawasaki equation
Ana Djurdjevac, Helena Kremp, Nicolas Perkowski
We consider a nonlinear SPDE approximation of the Dean-Kawasaki equation for independent particles. Our approximation satisfies the physical constraints of the particle system, i.e…
Synchronisation for scalar conservation laws via Dirichlet boundary
Ana Djurdjevac, Tommaso Rosati
We provide an elementary proof of geometric synchronisation for scalar conservation laws on a domain with Dirichlet boundary conditions. Unlike previous results, our proof does not…
Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces
Ana Djurdjevac, Helena Kremp, Nicolas Perkowski
In this paper, we study different scaling rough path limit regimes in space and time for the Langevin dynamics on a quasi-planar fluctuating Helfrich surfaces. The convergence resu…
Stabilisation of a viscous conservation law by a one-dimensional external force
Ana Djurdjevac, Armen Shirikyan
We study a damped scalar conservation law driven by the sum of a fixed external force and a localised one-dimensional control. The problem is considered in a bounded domain and is…