The Dean-Kawasaki equation and stochastic density functional theory

P Illien - arXiv preprint arXiv:2411.13467, 2024 - arxiv.org
The Dean-Kawasaki (DK) equation, which is at the basis of stochastic density functional
theory (SDFT), was proposed in the mid-nineties to describe the evolution of the density of …

Well-posedness of the Dean–Kawasaki and the nonlinear Dawson–Watanabe equation with correlated noise

B Fehrman, B Gess - Archive for Rational Mechanics and Analysis, 2024 - Springer
In this paper we prove the well-posedness of the generalized Dean–Kawasaki equation
driven by noise that is white in time and colored in space. The results treat diffusion …

Dean-Kawasaki dynamics: ill-posedness vs. triviality

V Konarovskyi, T Lehmann, MK von Renesse - 2019 - projecteuclid.org
Electron. Commun. Probab. 24 (2019), no. 8, https://doi.org/10.1214/19-ECP208 Page 1
Electron. Commun. Probab. 24 (2019), no. 8, 1–9. https://doi.org/10.1214/19-ECP208 ISSN …

The Dean–Kawasaki equation and the structure of density fluctuations in systems of diffusing particles

F Cornalba, J Fischer - Archive for Rational Mechanics and Analysis, 2023 - Springer
Abstract The Dean–Kawasaki equation—a strongly singular SPDE—is a basic equation of
fluctuating hydrodynamics; it has been proposed in the physics literature to describe the …

Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent

B Gess, RS Gvalani, V Konarovskyi - Probability Theory and Related Fields, 2025 - Springer
The convergence of stochastic interacting particle systems in the mean-field limit to solutions
of conservative stochastic partial differential equations is established, with optimal rate of …

On Dean–Kawasaki dynamics with smooth drift potential

V Konarovskyi, T Lehmann, M von Renesse - Journal of Statistical Physics, 2020 - Springer
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[图书][B] Stochastic dynamics in computational biology

S Winkelmann, C Schütte - 2020 - Springer
Computational biology is the science of developing mathematical models and numerical
simulation techniques to understand biological and biochemical systems. Since the early …

Density fluctuations in weakly interacting particle systems via the dean-kawasaki equation

F Cornalba, J Fischer, J Ingmanns, C Raithel - arXiv preprint arXiv …, 2023 - arxiv.org
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 …

Weak error analysis for a nonlinear SPDE approximation of the Dean–Kawasaki equation

A Djurdjevac, H Kremp, N Perkowski - Stochastics and Partial Differential …, 2024 - Springer
We consider a nonlinear SPDE approximation of the Dean–Kawasaki equation for
independent particles. Our approximation satisfies the physical constraints of the particle …

Well-Posedness for Dean-Kawasaki Models of Vlasov-Fokker-Planck Type

F Müller, M von Renesse, J Zimmer - arXiv preprint arXiv:2411.14334, 2024 - arxiv.org
We consider systems of interacting particles which are described by a second order
Langevin equation, ie, particles experiencing inertia. We introduce an associated equation …