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We describe an efficient numerical method for simulating the dynamics of interacting spin ensembles in the presence of dephasing and decay. The method builds on the discrete truncated Wigner approximation for isolated systems, which…

Quantum Physics · Physics 2022-02-01 Julian Huber , Ana Maria Rey , Peter Rabl

We propose a mean-field (MF) approximation for the recurrence relation governing the dynamics of $m$ species of particles on a square lattice, and we simultaneously perform Monte Carlo (MC) simulations under identical initial conditions to…

Statistical Mechanics · Physics 2025-06-23 Eduardo Velasco Stock , Roberto da Silva , Sebastian Gonçalves

Many real-world phenomena can be modelled as dynamical processes on networks, a prominent example being the spread of infectious diseases such as COVID-19. Mean-field approximations are a widely used tool to analyse such dynamical processes…

Probability · Mathematics 2025-08-25 Jonathan A. Ward , Gábor Timár , Péter L. Simon

We show the equivalence between the three approximation schemes for self-interacting (1+1)-D scalar field theories. Based on rigorous results of [1, 2], we are able to prove that the Gaussian approximation is very precise for certain limits…

Quantum Physics · Physics 2007-05-23 E. Prodan

We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose a novel method based on martingale estimating functions…

Numerical Analysis · Mathematics 2024-01-30 Grigorios A. Pavliotis , Andrea Zanoni

We formulate and compute a class of mean-field information dynamics for reaction-diffusion equations. Given a class of nonlinear reaction-diffusion equations and entropy type Lyapunov functionals, we study their gradient flows formulations…

Optimization and Control · Mathematics 2022-07-20 Wuchen Li , Wonjun Lee , Stanley Osher

A mean-field model is proposed as a test case for tricritical series analyses methods. Derivation of the 50th order series for the magnetization is reported. As the first application this series is analyzed by the traditional slicewise Pade…

Condensed Matter · Physics 2010-10-12 Joan Adler , Vladimir Privman

Mathematical mean-field approaches play an important role in different fields of Physics and Chemistry, but have found in recent works also their application in Economics, Finance and Game Theory. The objective of our paper is to…

Probability · Mathematics 2009-08-28 Rainer Buckdahn , Boualem Djehiche , Juan Li , Shige Peng

There has been recent progress on the problem of inferring the structure of interactions in complex networks when they are in stationary states satisfying detailed balance, but little has been done for non-equilibrium systems. Here we…

Disordered Systems and Neural Networks · Physics 2011-02-01 Yasser Roudi , John A. Hertz

Important gaps remain in our understanding of the thermodynamics and statistical physics of self-gravitating systems. Using mean field theory, here we investigate the equilibrium properties of several spherically symmetric model systems…

Statistical Mechanics · Physics 2009-10-31 Peter J. Klinko , Bruce N. Miller

We first review the derivation of the exact expression for the average distance $<r_n>$ of the n-th neighbour of a reference point among a set of N random points distributed uniformly in a unit volume of a D-dimensional geometric space.…

Statistical Mechanics · Physics 2007-05-23 Pratip Bhattacharyya , Bikas K. Chakrabarti , Anirban Chakraborti

We study a particle approximation for one-dimensional first-order Mean-Field-Games (MFGs) with local interactions with planning conditions. Our problem comprises a system of a Hamilton-Jacobi equation coupled with a transport equation. As…

Optimization and Control · Mathematics 2021-09-07 Marco Di Francesco , Serikbolsyn Duisembay , Diogo Aguiar Gomes , Ricardo Ribeiro

We present a new algorithm for approximate inference in probabilistic programs, based on a stochastic gradient for variational programs. This method is efficient without restrictions on the probabilistic program; it is particularly…

Machine Learning · Statistics 2013-01-08 David Wingate , Theophane Weber

We use a Hamiltonian interacting particle system to derive a stochastic mean field system whose McKean-Vlasov equation yields the incompressible Navier Stokes equation. Since the system is Hamiltonian, the particle relabeling symmetry…

Mathematical Physics · Physics 2018-10-05 Simon Hochgerner

This paper studies the rate of convergence of a family of continuous-time Markov chains (CTMC) to a mean-field model. When the mean-field model is a finite-dimensional dynamical system with a unique equilibrium point, an analysis based on…

Performance · Computer Science 2015-10-06 Lei Ying

We examine the interpretation of individual phase-space trajectories of the Wigner function as corresponding to possible outcomes of single experimental trials. To this end, we investigate the relation between the true (measured) particle…

Quantum Physics · Physics 2016-08-30 R. J. Lewis-Swan , M. K. Olsen , K. V. Kheruntsyan

We present tree extraction in 3D images as a graph refinement task, of obtaining a subgraph from an over-complete input graph. To this end, we formulate an approximate Bayesian inference framework on undirected graphs using mean field…

Computer Vision and Pattern Recognition · Computer Science 2018-04-11 Raghavendra Selvan , Max Welling , Jesper H. Pedersen , Jens Petersen , Marleen de Bruijne

Variational inference, such as the mean-field (MF) approximation, requires certain conjugacy structures for efficient computation. These can impose unnecessary restrictions on the viable prior distribution family and further constraints on…

Statistics Theory · Mathematics 2023-09-11 Rentian Yao , Yun Yang

We establish a general inequality on the Poisson space, yielding an upper bound for the distance in total variation between the law of a regular random variable with values in the integers and a Poisson distribution. Several applications…

Probability · Mathematics 2012-04-18 Giovanni Peccati

We study the weak convergence behaviour of the Leimkuhler--Matthews method, a non-Markovian Euler-type scheme with the same computational cost as the Euler scheme, for the approximation of the stationary distribution of a one-dimensional…

Numerical Analysis · Mathematics 2025-01-14 Xingyuan Chen , Goncalo dos Reis , Wolfgang Stockinger , Zac Wilde
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