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Zhengyan Wu

Publications and source records attributed to Zhengyan Wu.

16 recordsLinked to original sources

Fluctuating Kinetic Theory: A Poissonian Stochastic Boltzmann Equation

We introduce a nonlinear Poissonian fluctuating Boltzmann equation whose noise encodes both the fluctuations and the path large-deviation rate function of the underlying hard-sphere gas. Unlike the Gaussian-noise equations commonly studied in fluctuating hydrodynamics, the present equation raises a new difficulty: a Poisson random measure produces jumps that may destroy the nonnegativity of the solution. To address this problem, we construct a finite-dimensional coarse-grained jump process and prove its well-posedness and nonnegativity. For each fixed mesh, this process satisfies a good path large-deviation principle. We then fix a regularized velocity cutoff and study the asymptotic behavior of the discrete rate functions as the mesh is refined. On a class of biased regular paths, their limit is the corresponding cutoff Boltzmann large-deviation rate function associated with the hard-sphere gas. This establishes the consistency of the coarse-grained fluctuating Boltzmann model with the underlying particle system at the level of path large deviations.

math.PR

Kinetic Theory with Fluctuations: Well-Posedness of The Vlasov--Fokker--Planck--Dean--Kawasaki Equations

We study Vlasov--Fokker--Planck--Dean--Kawasaki equations driven by correlated conservative noise. For regular noise coefficients and bounded nonlocal interactions, we establish probabilistically strong existence and uniqueness in a renormalized kinetic framework. For the square-root coefficient, we treat the non-interacting case and construct a probabilistically weak solution. Key challenges stem from the complexity of the kinetic operator and the irregularity introduced by the conservative noise with square-root-type coefficients. The proof relies on a novel combination of kinetic semigroup estimates and the framework of renormalized kinetic solutions.

math.PR

The Homogeneous Landau Equation with Regularised Thermal Noise

We introduce and analyze a fluctuating homogeneous Landau equation with regularised thermal noise. The model is motivated by the nonlocal gradient flow structure of the deterministic Landau equation, the fluctuation--dissipation principle, and the covariance of the martingale fluctuations of a Kac-like conservative Landau particle system. The noise is written in Landau-divergence form, is antisymmetric in the pair of velocities, and is interpreted in the Stratonovich sense after introducing a velocity correlation. To handle the vacuum singularity of the square-root mobility and the nonlocal Stratonovich-to-Itô correction, we replace the mobility by a regular coefficient. For moderately soft potentials, we prove the existence of probabilistic weak solutions to the regularised fluctuating homogeneous Landau equation. The proof is based on a three-level approximation scheme combining Galerkin approximations, coefficient regularisations, artificial diffusion, and compactness in both $L^2$ and $L^1$ frameworks. The solutions satisfy mass conservation, an energy inequality, and the entropy dissipation estimate. Finally, for a special class of admissible noise bases satisfying a tangential divergence-free condition, we obtain a refined entropy inequality in which the expected entropy is non-increasing relative to the initial entropy.

math.AP

Kinetic Fokker-Planck Equations with Nonlinear Diffusion

We study existence, regularity, and uniqueness for the nonlinear kinetic Fokker--Planck equation $$ \partial_t f=Δ_vΨ(f)-v\cdot\nabla_x f, \qquad f|_{t=0}=f_0, $$ on $\mathbb R^{2d}$. In the model case $Ψ(r)=r^s$, this equation couples nonlinear fast-diffusion/porous-medium type diffusion with kinetic transport. A distinctive feature is that the diffusion acts only in the velocity variable $v$, so that compactness in the spatial variable $x$ cannot be obtained from standard elliptic estimates and must instead be recovered through the hypoelliptic structure. Under general structural assumptions on $Ψ$, including the fast-diffusion powers $Ψ(r)=r^s$ with $s\in(0,1)$, we construct nonnegative weak solutions and prove quantitative anisotropic Besov regularity estimates. Under an additional mass-critical growth condition on the fast-diffusion side, the constructed weak solution preserves mass, admits a renormalized kinetic formulation, and is unique in the $L^1$-class of mass-preserving renormalized kinetic solutions. In the power-law case $Ψ(r)=r^s$, this condition is precisely $s\ge 1-1/d$ when $d\ge2$, while in dimension $d=1$ the whole fast-diffusion range $s\in(0,1)$ is covered. The main analytic ingredient is a parameter-dependent smoothing estimate for the kinetic semigroup generated by $$ Ψ'(ζ)Δ_v - v\cdot\nabla_x , $$ which quantitatively tracks the dependence on the kinetic level $ζ$. Combined with the kinetic formulation, this estimate yields compactness in both spatial and velocity variables for the nonlinear hypoelliptic problem. As an application, we also obtain martingale-problem solutions to the associated distributional-density dependent stochastic differential equation.

math.AP

Well-posedness of Dean-Kawasaki Equation with Singular Interactions

Inspired by [Fehrman, Gess; Invent. Math., 2023] and [Fehrman, Gess; Arch. Ration. Mech. Anal., 2024], we consider the Dean-Kawasaki equation with singular interactions and correlated noise which can be viewed as fluctuating mean-field limits. By imposing the Ladyzhenskaya-Prodi-Serrin condition on the interaction kernel, the existence of probabilistic weak renormalized kinetic solutions is established. Further, under an additional integrability assumption on the divergence of the interaction kernel, a kinetic formulation approach is applied to derive pathwise uniqueness, leading to the strong well-posedness of the equation. As an application, we obtain the well-posedness of a conservative stochastic partial differential equation known as the fluctuating Ising-Kac-Kawasaki dynamics.

math.PR

Dean-Kawasaki Equation with Biot-Savart and Keller-Segel Interactions: Existence and Large Deviations

We establish the existence of probabilistically weak, renormalized kinetic solutions to the Dean--Kawasaki equation with singular interaction kernels, including those of Biot--Savart and Keller--Segel type. Under a suitable regularization of the square-root noise coefficient, we further prove a restricted large deviation principle for probabilistically weak solutions to the regularized Dean--Kawasaki equation. The Biot--Savart and Keller--Segel type interactions introduce a scaling criticality within the $L^1$ framework of the Dean--Kawasaki equation and the associated skeleton equation, which gives rise to a significant new challenge. In contrast to [Fehrman, Gess; Invent. Math., 2023], our large deviation analysis relies on a novel exponential tightness argument specifically adapted to the Dean--Kawasaki noise. This approach, combined with a weak-strong uniqueness result for the associated skeleton equation, allows us to partially overcome the criticality induced by the singular interaction kernel.

math.PR

Learning Equilibrium Fluctuation Expansions from Overdamped Langevin Dynamics

We study higher-order small-noise fluctuation expansions for the overdamped Langevin dynamics in a quartic double-well potential. Assuming that the initial data admits a suitable expansion structure, we obtain a strong dynamical expansion of the trajectories, as well as an expansion of the laws with respect to smooth observables. We then investigate the long-time behavior of the expansion coefficients. In the scalar case $d=1$, each coefficient converges exponentially fast to a finite limit as $t\to\infty$. In contrast, for $d\ge 2$, the fluctuation expansion coefficients reflect the degeneracy of the manifold of minima, which in general prevents the existence of a finite long-time limit. Furthermore, by combining a multi-level induction with combinatorial arguments, we derive a recursive formula for the fluctuation expansion coefficients. This recursion shows that the long-time limits of these dynamical expansion coefficients coincide with those arising from the corresponding equilibrium expansions.

math.PR

The Incompressible Navier--Stokes--Fourier System with Thermal Noise

We establish a solution theory for the incompressible Navier--Stokes--Fourier system with thermal noise, posed on the three-dimensional torus. While in the incompressible deterministic setting the equation for the velocity can be solved independently of the temperature, the inclusion of the effects of thermal fluctuations by means of the GENERIC framework leads to a nonlinear gradient noise term, which couples the dynamics of both variables. Therefore, the analysis poses new challenges, which are absent in the deterministic incompressible Navier--Stokes--Fourier equations. In particular, the a priori estimates used in the deterministic setting are not readily generalizable, the noise introduces strongly nonlinear gradient terms and the total energy lacks convexity. These challenges are overcome in the present work by a novel variable transformation, and novel entropy dissipation estimates. Thereby, the existence of global-in-time weak solutions for $L_x^2$ initial data, the existence of local-in-time strong solutions for regular initial data, and weak-strong uniqueness are obtained.

math.PR

Quantitative Error Estimates for Learning Macroscopic Mobilities from Microscopic Fluctuations

We develop quantitative error estimates connecting microscopic fluctuation of interacting particle systems with the mobilities of their hydrodynamic limits. Focusing on the Symmetric Simple Exclusion Process and systems of independent Brownian particles, we provide explicit bounds for the discrepancy between the quadratic variation of fluctuation fields and the corresponding mobilities, in terms of time and spatial discretization parameters. In addition, we establish analogous error estimates for a class of fluctuating hydrodynamic stochastic PDEs with regularized coefficients. For stochastic PDEs with irregular square-root type coefficients, including Dean-Kawasaki type equations, we further identify the asymptotic behavior of the associated fluctuation structures within the framework of renormalized kinetic solutions. Our results provide quantitative insights into the relationship between microscopic fluctuation mechanisms and macroscopic mobilities, and contribute to a structured comparison between discrete particle systems and continuum fluctuating hydrodynamic descriptions.

math.PR

Probabilistic Approaches to The Energy Equality in Forced Surface Quasi-Geostrophic Equations

We explore probabilistic approaches to the deterministic energy equality for the forced Surface Quasi-Geostrophic (SQG) equation on a torus. First, we prove the zero-noise dynamical large deviations for a corresponding stochastic SQG equation, where the lower bound matches the upper bound on a certain closure of the weak-strong uniqueness class for the deterministic forced SQG equation. Furthermore, we show that the energy equality for the deterministic SQG equation holds on arbitrary time-reversible subsets of the domain where we match the upper bound and the lower bound. Conversely, the violation of the deterministic energy equality breaks the lower bound of large deviations. These results extend the existing techniques in Gess, Heydecker, and the second author \cite{arXiv:2311.02223} to generalized Sobolev spaces with negative indices. Finally, we provide an analysis of the restricted quasi-potential and prove a conditional equivalence compared to the rate function of large deviations for the Gaussian distribution. This suggests a potential connection between non-Gaussian large deviations in equilibrium for the stochastic SQG equation and the open problem regarding the uniqueness of the deterministic SQG equation.

math.PR

Ergodicity for the Dean--Kawasaki Equation with Dirichlet Boundary Conditions: Taming the Square-Root

In this paper, we establish the ergodicity of generalized Dean--Kawasaki equations with correlated noise and Dirichlet boundary conditions. In contrast to the ergodicity results of Fehrman, Gess, and Gvalani arXiv:2206.14789, our analysis accommodates irregular, square-root type noise coefficients. For such irregular coefficients, we prove that the law of the classical Dean--Kawasaki equation converges exponentially fast to equilibrium, while for the porous medium type Dean--Kawasaki equation, the convergence occurs at a polynomial rate. Furthermore, we obtain a regularization by noise effect, showing that the polynomial convergence rate improves to an exponential one whenever the noise coefficient is sufficiently regular, including the case of conservative multiplicative linear noise. Our approach relies on establishing a supercontraction property in a suitably weighted Lebesgue space, achieved through a refined doubling of variables argument. The construction of the weight function crucially exploits the specific structure of the Dean--Kawasaki-type correlated noise.

math.PR

Fluctuating Hydrodynamics of the Ising-Kac-Kawasaki Model and Nonlinear Fluctuations Near Criticality

We study the scaling limit behavior of a family of conservative SPDEs as the fluctuating Ising-Kac-Kawasaki dynamics. Precisely, we show that there exists a sequence of the one-dimensional rescaled fluctuating Ising-Kac-Kawasaki equation converges to the solution of the stochastic Cahn-Hilliard equation. This solves a simple version of the conjecture concerning the nonlinear fluctuation phenomenon, proposed by [Giacomin, Lebowitz, Presutti; Math. Surveys Monogr., 1999]. Furthermore, we prove a multi-scale dynamical large deviations in a small noise regime. Finally, we show the $Γ$-convergence of the rate function for the rescaled fluctuating Ising-Kac-Kawasaki equation to the rate function of the Cahn-Hilliard equation.

math.PR

McKean-Vlasov PDE with Irregular Drift and Applications to Large Deviations for Conservative SPDEs

Inspired by [Fehrman, Gess; Invent. Math., 2023], we provide a fine analysis of the McKean-Vlasov PDE with singular interactions and drift terms of square root form. As the corresponding skeleton equation of Dean-Kawasaki equation with singular interactions (a stochastic, conservative PDE), it determines the rate function of small noise large deviations. By imposing Ladyzhenskaya-Prodi-Serrin type conditions on the interaction kernel, we establish the large deviations in the framework of stochastic renormalized kinetic solution, when the intensity and the correlation of the noise are simultaneously sent to $0$ under a suitable scaling. This result contributes to demonstrating the consistency between the macroscopic fluctuation theory associated with singular interacting mean-field systems and fluctuating hydrodynamics related to the Dean-Kawasaki equation. As an application, we also obtain large deviations for the other stochastic conservative PDE called fluctuating Ising-Kac-Kawasaki dynamics. It is of great importance in exploring fluctuations of Kawasaki dynamical Ising-Kac model, since they formally exhibits the same key features in terms of Gaussian fluctuations, large deviations, and scaling limits near criticality.

math.PR

Higher Order Fluctuation Expansions for Nonlinear Stochastic Heat Equations in Singular Limits

Higher order fluctuation expansions for stochastic heat equations (SHE) with nonlinear, non-conservative and conservative noise are obtained. These Edgeworth-type expansions describe the asymptotic behavior of solutions in suitable joint scaling regimes of small noise intensity and diverging singularity. The results include both the case of the SHE with regular and irregular diffusion coefficients. In particular, this includes the correlated Dawson-Watanabe and Dean-Kawasaki SPDEs, as well as SPDEs corresponding to the Fleming-Viot and symmetric simple exclusion processes.

math.PR

Landau-Lifshitz-Navier-Stokes Equations: Large Deviations and Relationship to The Energy Equality

The dynamical large deviations principle for the three-dimensional incompressible Landau-Lifschitz-Navier-Stokes equations is shown, in the joint scaling regime of vanishing noise intensity and correlation length. This proves the consistency of the large deviations in lattice gas models \cite{QY}, with Landau-Lifschitz fluctuating hydrodynamics \cite{LL87}. Secondly, in the course of the proof, we unveil a novel relation between the validity of the deterministic energy equality for the deterministic forced Navier-Stokes equations and matching large deviations upper and lower bounds. In particular, we conclude that time-reversible uniqueness to the forced Navier-Stokes equations implies the validity of the energy equality, thus generalising the classical Lions-Ladyzhenskaya result. Thirdly, we prove that no non-trivial large deviations result can be true for local-in-time strong solutions.

math.PR