6 papers
On the role of positivity preservation for high order approximations of the Dean--Kawasaki equation
Ana DamnjanoviÄ, 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…
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),…
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.…
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…
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…