Related papers: Mean field limit for disordered diffusions with si…
The problem of non--interacting electrons on a square lattice subject to a random magnetic flux is mapped onto a one--dimensional model with infinitely many orbitals per site. Linking each orbital with $N(\gg1)$ other orbitals maps the…
For any weakly interacting particle system with bounded kernel, we give uniform-in-time estimates of the $L^2$ norm of correlation functions, provided that the diffusion coefficient is large enough. When the condition on the kernels is more…
Understanding deep neural networks (DNNs) is a key challenge in the theory of machine learning, with potential applications to the many fields where DNNs have been successfully used. This article presents a scaling limit for a DNN being…
Mean field limits are an important tool in the context of large-scale dynamical systems, in particular, when studying multiagent and interacting particle systems. While the continuous-time theory is well-developed, few works have considered…
In this paper we prove the propagation of chaos property for an ensemble of interacting neurons subject to independent Brownian noise. The propagation of chaos property means that in the large network size limit, the neurons behave as if…
A systematic theory for the diffusion--limited reaction processes $A + A \to 0$ and $A \to (m+1) A$ is developed. Fluctuations are taken into account via the field--theoretic dynamical renormalization group. For $m$ even the mean field rate…
We present a complete mean field theory for a balanced state of a simple model of an orientation hypercolumn. The theory is complemented by a description of a numerical procedure for solving the mean-field equations quantitatively. With our…
This article studies the dynamics of the mean-field approximation of continuous random networks. These networks are stochastic integrodifferential equations driven by Gaussian noise. The kernels in the integral operators are realizations of…
Given a large ensemble of interacting particles, driven by nonlocal interactions and localized repulsion, the mean-field limit leads to a class of nonlocal, nonlinear partial differential equations known as aggregation-diffusion equations.…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
We introduce and study a nonlinear discrete dynamical system describing the evolution of a resource distribution among interacting agents. The model generalizes several classical mean-field and opinion-dynamics frameworks and is defined on…
In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…
We present a probabilistic proof of the mean-field limit and propagation of chaos of a classical N-particle system in two dimensions with Coulomb interaction force of the form $f^N(q)=\pm\frac{q}{|q|^2}$ and $N$-dependent cut-off at…
Realistic networks display heterogeneous transmission delays. We analyze here the limits of large stochastic multi-populations networks with stochastic coupling and random interconnection delays. We show that depending on the nature of the…
The theory of Mean-Field Games is interested in the behaviour of interacting particle systems in which the individual interaction between particles (players) decreases as the size of the population increases. In recent years, it was…
We consider a mean field game with common noise in which the diffusion coefficients may be controlled. We prove existence of a weak relaxed solution under some continuity conditions on the coefficients. We then show that, when there is no…
The propagation of chaos and associated law of large numbers for mean-field interacting age-dependent Hawkes processes (when the number of processes n goes to +$\infty$) being granted by the study performed in (Chevallier, 2015), the aim of…
The derivation of effective macroscopic theories approximating microscopic systems of interacting particles is a major question in non-equilibrium statistical mechanics. In these notes we present an approximation of systems made by many…
Established theoretical studies of diffusion in rugged (or rough) potential surfaces have largely focused on quenched energy landscapes. Here we study diffusion on a rugged energy landscape in the presence of dynamic disorder, a situation…
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…