Related papers: Quantitative uniform in time chaos propagation for…
This paper considers the space homogenous Boltzmann equation with Maxwell molecules and arbitrary angular distribution. Following Kac's program, emphasis is laid on the the associated conservative Kac's stochastic $N$-particle system, a…
We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…
In this paper, we first investigate the well-posedness of a backward stochastic differential equation where the driver depends on the law of the solution conditioned to a common noise. Under standard assumptions, we show that existence and…
In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also consider the particle system obtained by…
The motion of rarefied gases for uniform shear flow at the kinetic level is governed by the spatially homogeneous Boltzmann equation with a deformation force. In the paper we study the corresponding Cauchy problem with initial data of…
This paper deals with a sub-critical Keller-Segel equation. Starting from the stochastic particle system associated with it, we show well-posedness results and the propagation of chaos property. More precisely, we show that the empirical…
We develop a limit theory for controlled path-dependent mean field stochastic partial differential equations (SPDEs) within the semigroup approach of Da Prato and Zabczyk. More precisely, we prove existence results for mean field limits and…
Dynamical systems of N particles in \R^{D} interacting by a singular pair potential of mean field type are considered. The systems are assumed to be of gradient type and the existence of a macroscopic limit in the many particle limit is…
We consider mean-field limits for overdamped Langevin dynamics of $N$ particles with possibly singular interactions. It has been shown that a modulated free energy method can be used to prove the mean-field convergence or propagation of…
We consider a $N$-particle system interacting through the Newtonian potential with a polynomial cut-off in the presence of noise in velocity. We rigorously prove the propagation of chaos for this interacting stochastic particle system.…
This paper focus on investigating the explicit rate of convergence for the propagation of chaos, in a pathwise sense a family of interacting stochastic particle related to some Brownian driven McKean-Vlasov dynamics. Precisely the McKean…
We present a quantitative analysis of the Boltzmann-Grad (low-density) limit of a hard sphere system. We introduce and study a set of functions (correlation errors) measuring the deviations in time from the statistical independence of…
This paper develops a non-asymptotic approach to mean field approximations for systems of $n$ diffusive particles interacting pairwise. The interaction strengths are not identical, making the particle system non-exchangeable. The marginal…
We study the time-evolution of cumulants of velocities and kinetic energies in the stochastic Kac model for velocity exchange of $N$ particles, with the aim of quantifying how fast these degrees of freedom become chaotic in a time scale in…
The aim of this paper is to study the asymptotic behavior of a system of birth and death processes in mean field type interaction in discrete space. We first establish the exponential convergence of the particle system to equilibrium for a…
We study the spatially homogeneous Boltzmann equation for Maxwell molecules, and its $1$-dimensional model, the Kac equation. We prove propagation in time of stretched exponential moments of their weak solutions, both for the angular cutoff…
We study the rate of propagation of chaos for a McKean--Vlasov equation with conditional expectation terms in the drift. We use a (regularized) Nadaraya--Watson estimator at a particle level to approximate the conditional expectations; we…
We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…
Boltzmann's equation provides a microscopic model for the evolution of dilute classical gases. A fundamental problem in mathematical physics is to rigorously derive Boltzmann's equation starting from Newton's laws. In the 1970s, Oscar…
We consider Kac's 1D N-particle system coupled to an ideal thermostat at temperature T, introduced by Bonetto, Loss, and Vaidyanathan in 2014. We obtain a propagation of chaos result for this system, with explicit and uniform-in-time rates…