Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion

DOI10.1016/J.SPA.2004.01.008MaRDI QIDQ2485769zbMATH OpenOpenAlexFDO

Authors Joaquin Fontbona

Publication date 5 August 2005

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2004.01.008

zbMATH Keywords

Nonlinear partial differential equationsSingular McKean-Vlasov model

Mathematics Subject Classification ID

Large deviations (60F10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Cites work

• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
• Diffusing particles with electrostatic repulsion
• Hydrodynamics and large deviation for simple exclusion processes
• Interacting Brownian particles and the Wigner law
• Large deviations and Nelson processes
• Large deviations asymptotics for spherical integrals
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions
• Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
• Multivalued Skorohod problem
• Nonlinear martingale problems involving singular integrals
• On the McKean-Vlasov Limit for Interacting Diffusions
• The Wigner semi-circle law and eigenvalues of matrix-valued diffusions

Cited in

(14)

• Convergence of an infinite dimensional stochastic process to a spatially structured trait substitution sequence
• On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion
• Dynamics of a planar Coulomb gas
• Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels
• First-order global asymptotics for confined particles with singular pair repulsion
• Large deviation properties of weakly interacting processes via weak convergence methods
• Propagation of chaos for a class of first order models with singular mean field interactions
• A nonlinear stochastic differential equation involving the Hilbert transform
• From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach
• High-dimensional central limit theorems for a class of particle systems
• Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential
• Uniform in time mean field limits for 1D Riesz gases
• Existence and Uniqueness Results for Reaction-diffusion Processes of Electrically Charged Species
• A spectral dominance approach to large random matrices

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