Related papers: Quantitative uniform in time chaos propagation for…
In this paper, we prove the propagation of uniform upper bounds for the spatially homogeneous relativistic Boltzmann equation. These $L^\infty$ bounds have been known to be a challenging open problem in relativistic kinetic theory. To…
We study a stochastic system of $N$ interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle $i$ carries two attributes: the spatial location $X_t^i\in \mathbb{T}^d$, and the type $\Xi_t^i\in…
We prove propagation of chaos in the Random field mean-field Ising model, also known ad the Random field Curie-Weiss model. We show that in the paramagnetic phase, i.e.\ in the regime where temperature and distribution of the external field…
In this paper, we prove that the Kac stochastic particle system converges to the weak solution of the spatially homogeneous Boltzmann equation for hard potentials and hard spheres. We give, under the initial data with finite exponential…
We consider backward stochastic differential equations (BSDEs) with mean-field and McKean-Vlasov interactions in their generators in a general setting, where the drivers are square-integrable martingales, with a focus on the independent…
The Bird and Nanbu systems are particle systems used to approximate the solution of the mollied Boltzmann equation. In particular, they have the propagation of chaos property. Following [GM94, GM97, GM99], we use coupling techniques and…
In this paper, we study propagation of chaos for the parabolic-parabolic Keller-Segel model with a logarithmic cut-off by establishing a rigorous convergence analysis from a stochastic particle system to the parabolic-parabolic Keller-Segel…
A stochastic approach to the (generic) mean-field limit in Bose-Einstein Condensation is described and the convergence of the ground state energy as well as of its components are established. For the one-particle process on the path space a…
In this note I present the main results about the quantitative and qualitative propagation of chaos for the Boltzmann-Kac system obtained in collaboration with C. Mouhot in \cite{MMinvent} which gives a possible answer to some questions…
We provide an estimation of the dissipation of the Wasserstein 2 distance between the law of some interacting $N$-particle system, and the $N$ times tensorized product of solution to the corresponding limit nonlinear conservation law. It…
In this article we show, in a concise manner, a result of uniform in time propagation of chaos for non exchangeable systems of particles interacting according to a random graph. Provided the interaction is Lipschitz continuous, the…
New quantitative propagation of chaos results for mean field diffusion are proved via local and global entropy estimates. In the first result we work on the torus and consider singular, divergence free interactions $K\in L^p$, $p>d$. We…
In this work, we study the mean field Schr\"odinger problem from a purely probabilistic point of view by exploiting its connection to stochastic control theory for McKean-Vlasov diffusions. Our main result shows that the mean field…
The trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation in the presence of a convex external potential, without smallness restriction on the interaction. From this are…
In this paper, we study diffusions with bounded pairwise interaction. We show for the first time propagation of chaos on arbitrary time horizons in a stronger $L^2$-based distance, as opposed to the usual Wasserstein or relative entropy…
We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…
We consider a system of N point particles moving on a d-dimensional torus. Each particle is subject to a uniform field E and random speed conserving collisions. This model is a variant of the Drude-Lorentz model of electrical conduction. In…
The purpose of the present paper is to introduce and establish a notion of stability for the backward propagation of chaos with respect to (initial) data sets. Consider, for example, a sequence of discrete-time martingales converging to a…
Due to the regularization effect of the stochastic noise, the quantitative entropy-cost type propagation of chaos for mean field interacting particle system is proposed. The result shows that the Kac's chaotic property measured in relative…
We consider a general McKean-Vlasov stochastic differential equation driven by a rotationally invariant $\alpha$-stable process on $\mathbb{R}^d$ with $\alpha \in (1,2)$. We assume that the diffusion coefficient is the identity matrix and…