Abstract In this paper we develop a new martingale method to show the convergence of the regularized empirical measure of many particle systems in probability under a Sobolev norm to the corresponding mean field PDE. Our method works well for the simple case of Fokker Planck equation and we can estimate a lower bound of the rate of convergence. This method can be generalized to more complicated systems with interactions.

This paper investigates the generalized Keller-Segel (KS) system with a nonlocal diffusion term -ν(-Δ) α/2 ρ (1 < α < 2). Firstly, the global existence of weak solutions is proved for the initial density ρ0 ∈ L01∩L d/α (60d) (d ≥ 2) with [norm of matrix]ρ0[norm of matrix] d/α < K, where K is a universal constant only depending on d, α, ν. Moreover, the conservation of mass holds true and the weak solution satisfies some hyper-contractive and decay estimates in Lr for any 1 < r < ∞. Secondly, for the more general initial data ρ0 ∈ L01 ∩ L05(60d) (d = 2, 3), the local existence is obtained. Thirdly, for ρ0 ∈ L01 (60d; (1 + |x|)dx ∩ L∞(60d)( d ≥ 2) with [norm of matrix]ρ0[norm of matrix]d/α < K, we prove the uniqueness and stability of weak solutions under Wasserstein metric through the method of associating the KS equation with a self-consistent stochastic process driven by the rotationally invariant α-stable Lévy process Lα(t). Also, we prove the weak solution is L1 bounded uniformly in time. Lastly, we consider the N-particle interacting system with the Lévy process Lα(t) and the Newtonian potential aggregation and prove that the expectation of collision time between particles is below a universal constant if the moment ∫60d |x| γρ0dx for some 1 < γ < α is below a universal constant K γ and ν is also below a universal constant. Meanwhile, we prove the propagation of chaos as N → ∞ for the interacting particle system with a cut-off parameter ε ~ (ln N)-1/d, and show that the mean field limit equation is exactly the generalized KS equation.

where p > 1. 1 < p < 2 is called the fast p-Laplacian diffusion, while p > 2 is called the slow p-Laplacian diffusion. Especially, the p-Laplacian Keller-Segel model turns to the original model when p = 2.The Keller-Segel model was firstly presented in 1970 to describe the chemotaxis of cellular slime molds [13, 14]. The original model was considered in 2D,

The class of generating functions for completely monotone sequences (moments of finite positive measures on $[0,1]$) has an elegant characterization as the class of Pick functions analytic and positive on $(-\infty,1)$. We establish this and another such characterization and develop a variety of consequences. In particular, we characterize generating functions for moments of convex and concave probability distribution functions on $[0,1]$, and we provide a simple analytic proof that for any real $p,r>0$, the Fuss-Catalan or Raney numbers $\frac{r}{pn+r}\binom{pn+r}{n}$, $n=0,1,\ldots$ are the moments of a probability distribution on some interval $[0,\tau]$ if and only if $p\ge1$ and $p\ge r$.

From a variational perspective, we derive a series of magnetization and quantum spin current systems coupled via an “s-d” potential term, including the Schrödinger--Landau--Lifshitz--Maxwell system, the Pauli--Landau--Lifshitz system, and the Schrödinger--Landau--Lifshitz system with successive simplifications. For the latter two systems, we propose using the time splitting spectral method for the quantum spin current and the Gauss--Seidel projection method for the magnetization. Accuracy of the time splitting spectral method applied to the Pauli equation is analyzed and verified by numerous examples. Moreover, behaviors of the Schrödinger--Landau--Lifshitz system in different “s-d” coupling regimes are explored numerically.