Comparison and maximum principles for a class of flux-limited diffusions with external force fields

In this paper, we are interested in a general equation that has finite speed of propagation compatible with Einstein's theory of special relativity. This equation without external force fields has been derived recently by means of optimal transportation theory. We first provide an argument to incorporate the external force fields. Then we are concerned with comparison and maximum principles for this equation. We consider both stationary and evolutionary problems. We show that the former satisfies a comparison principle and a strong maximum principle. While the latter fulfils weaker ones. The key technique is a transformation that matches well with the gradient flow structure of the equation.Comment: 15 pages. Comments are welcom

An operator splitting scheme for the fractional kinetic Fokker-Planck equation

In this paper, we develop an operator splitting scheme for the fractional kinetic Fokker-Planck equation (FKFPE). The scheme consists of two phases: a fractional diffusion phase and a kinetic transport phase. The first phase is solved exactly using the convolution operator while the second one is solved approximately using a variational scheme that minimizes an energy functional with respect to a certain Kantorovich optimal transport cost functional. We prove the convergence of the scheme to a weak solution to FKFPE. As a by-product of our analysis, we also establish a variational formulation for a kinetic transport equation that is relevant in the second phase. Finally, we discuss some extensions of our analysis to more complex systems

Coupled McKean-Vlasov diffusions: wellposedness, propagation of chaos and invariant measures

In this paper, we study a two-species model in the form of a coupled system of nonlinear stochastic differential equations (SDEs) that arises from a variety of applications such as aggregation of biological cells and pedestrian movements. The evolution of each process is influenced by four different forces, namely an external force, a self-interacting force, a cross-interacting force and a stochastic noise where the two interactions depend on the laws of the two processes. We also consider a many-particle system and a (nonlinear) partial differential equation (PDE) system that associate to the model. We prove the wellposedness of the SDEs, the propagation of chaos of the particle system, and the existence and (non)-uniqueness of invariant measures of the PDE system.Comment: 35 pages. Comments are welcom

The two-scale approach to hydrodynamic limits for non-reversible dynamics

In a recent paper by Grunewald et.al., a new method to study hydrodynamic limits was developed for reversible dynamics. In this work, we generalize this method to a family of non-reversible dynamics. As an application, we obtain quantitative rates of convergence to the hydrodynamic limit for a weakly asymmetric version of the Ginzburg-Landau model endowed with Kawasaki dynamics. These results also imply local Gibbs behavior, following a method introduced in a recent paper by the second author.Comment: 26 page

Weakly Non-Equilibrium Properties of Symmetric Inclusion Process with Open Boundaries

We study close to equilibrium properties of the one-dimensional Symmetric Inclusion Process (SIP) by coupling it to two particle-reservoirs at the two boundaries with slightly different chemical potentials. The boundaries introduce irreversibility and induce a weak particle current in the system. We calculate the McLennan ensemble for SIP, which corresponds to the entropy production and the first order non-equilibrium correction for the stationary state. We find that the first order correction is a product measure, and is consistent with the local equilibrium measure corresponding to the steady state density profile.Comment: 17 pages, revise

Analysis of the mean squared derivative cost function

In this paper, we investigate the mean squared derivative cost functions that arise in various applications such as in motor control, biometrics and optimal transport theory. We provide qualitative properties, explicit analytical formulas and computational algorithms for the cost functions. We also perform numerical simulations to illustrate the analytical results. In addition, as a by-product of our analysis, we obtain an explicit formula for the inverse of a Wronskian matrix that is of independent interest in linear algebra and differential equations theory.Comment: 28 page

On the expected number of equilibria in a multi-player multi-strategy evolutionary game

In this paper, we analyze the mean number $E(n,d)$ of internal equilibria in a general $d$-player $n$-strategy evolutionary game where the agents' payoffs are normally distributed. First, we give a computationally implementable formula for the general case. Next we characterize the asymptotic behavior of $E(2,d)$, estimating its lower and upper bounds as $d$ increases. Two important consequences are obtained from this analysis. On the one hand, we show that in both cases the probability of seeing the maximal possible number of equilibria tends to zero when $d$ or $n$ respectively goes to infinity. On the other hand, we demonstrate that the expected number of stable equilibria is bounded within a certain interval. Finally, for larger $n$ and $d$, numerical results are provided and discussed.Comment: 26 pages, 1 figure, 1 table. revised versio

Non-equilibrium thermodynamics of damped Timoshenko and damped Bresse systems

In this paper, we cast damped Timoshenko and damped Bresse systems into a general framework for non-equilibrium thermodynamics, namely the GENERIC (General Equation for Non-Equilibrium Reversible-Irreversible Coupling) framework. The main ingredients of GENERIC consist of five building blocks: a state space, a Poisson operator, a dissipative operator, an energy functional, and an entropy functional. The GENERIC formulation of damped Timoshenko and damped Bresse systems brings several benefits. First, it provides alternative ways to derive thermodynamically consistent models of these systems by construct- ing building blocks instead of invoking conservation laws and constitutive relations. Second, it reveals clear physical and geometrical structures of these systems, e.g., the role of the energy and the entropy as the driving forces for the reversible and irreversible dynamics respectively. Third, it allows us to introduce a new GENERIC model for damped Timoshenko systems that is not existing in the literature.Comment: 22 pages, revise