Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary
In this paper, we study the nonlinear diffusion equation associated with a particle system where the common drift depends on the rate of absorption of particles at a boundary. We provide an interpretation of this equation, which is also related to the supercooled Stefan problem, as a structural cred...
Main Authors: | Lipton, A, Kaushansky, V, Reisinger, C |
---|---|
Format: | Journal article |
Language: | English |
Published: |
Cambridge University Press
2019
|
Similar Items
-
Contagious McKean-Vlasov systems with positive feedback
by: Sojmark, A
Published: (2019) -
A McKean–Vlasov equation with positive feedback and blow-ups
by: Hambly, B, et al.
Published: (2019) -
McKean-Vlasov equations with positive feedback through elastic stopping times
by: Hambly, BM, et al.
Published: (2022) -
Well-posedness and tamed schemes for McKean-Vlasov equations with common noise
by: Kumar, C, et al.
Published: (2022) -
Numerical methods for non-standard McKean--Vlasov type equations
by: Stockinger, W
Published: (2022)