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The Random Batch Method proposed in our previous work [Jin et al., J. Comput. Phys., 400(1), 2020] is not only a numerical method for interacting particle systems and its mean-field limit, but also can be viewed as a model of particle…

Probability · Mathematics 2020-11-24 Shi Jin , Lei Li

This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…

Probability · Mathematics 2014-01-15 Stéphane Mischler , Clément Mouhot , Bernt Wennberg

A mean-field-type limit from stochastic moderately interacting many-particle systems with singular Riesz potential is performed, leading to nonlocal porous-medium equations in the whole space. The nonlocality is given by the inverse of a…

Analysis of PDEs · Mathematics 2021-09-20 Li Chen , Alexandra Holzinger , Ansgar Jüngel , Nicola Zamponi

We consider particle-based stochastic reaction-drift-diffusion models where particles move via diffusion and drift induced by one- and two-body potential interactions. The dynamics of the particles are formulated as measure-valued…

Probability · Mathematics 2025-01-22 Max Heldman , Samuel A. Isaacson , Qianhan Liu , Konstantinos Spiliopoulos

The dynamics of spatially-structured networks of $N$ interacting stochastic neurons can be described by deterministic population equations in the mean-field limit. While this is known, a general question has remained unanswered: does…

Probability · Mathematics 2025-04-08 Pierre-Emmanuel Jabin , Valentin Schmutz , Datong Zhou

Consider a finite system of diffusing particles coupled through a reactive boundary. Each particle is reflected, but may react with the boundary according to a killing mechanism which depends on the current reactivity of the boundary and…

Probability · Mathematics 2026-05-20 Eliana Fausti , Andreas Sojmark

The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adaptive behavior in that its transmission rate along its route…

Probability · Mathematics 2009-12-15 Carl Graham , Philippe Robert

We develop a unified theory that encompasses the macroscopic dynamics of recurrent interactions of binary units within arbitrary network architectures. Using the martingale theory, our mathematical analysis provides a complete description…

Biological Physics · Physics 2017-11-22 Farzad Farkhooi , Wilhelm Stannat

We consider the problem of the limit of bio-inspired spatially extended neuronal networks including an infinite number of neuronal types (space locations), with space-dependent propagation delays modeling neural fields. The propagation of…

Probability · Mathematics 2016-05-30 Jonathan Touboul

The propagation of chaos property for a system of interacting particles, describing the spatial evolution of a network of interacting filaments is studied. The creation of a network of mycelium is analyzed as representative case, and the…

Probability · Mathematics 2020-07-02 Rémi Catellier , Yves D'Angelo , Cristiano Ricci

The mean-field limit in a weakly interacting stochastic many-particle system for multiple population species in the whole space is proved. The limiting system consists of cross-diffusion equations, modeling the segregation of populations.…

Analysis of PDEs · Mathematics 2019-09-04 Li Chen , Esther S. Daus , Ansgar Jüngel

In this paper, we derive the mean-field limit of a collective dynamics model with time-varying weights, for weight dynamics that preserve the total mass of the system as well as indistinguishability of the agents. The limit equation is a…

Analysis of PDEs · Mathematics 2021-03-12 Nastassia Pouradier Duteil

We present a purely probabilistic proof of propagation of molecular chaos for $N$-particle systems in dimension $3$ with interaction forces scaling like $1/\vert q\vert^{\lambda}$ with $\lambda<2$ and cut-off at $q = N^{-1/3}$. The proof…

Mathematical Physics · Physics 2015-09-07 Niklas Boers , Peter Pickl

In this article, we establish precise convergence rates of a general class of $N$-Player Stackelberg games to their mean field limits, which allows the response time delay of information, empirical distribution based interactions, and the…

Optimization and Control · Mathematics 2025-10-06 Alain Bensoussan , Ziyu Huang , Sheng Wang , Sheung Chi Phillip Yam

We establish the mean-field convergence for systems of points evolving along the gradient flow of their interaction energy when the interaction is the Coulomb potential or a super-coulombic Riesz potential, for the first time in arbitrary…

Analysis of PDEs · Mathematics 2020-12-23 Sylvia Serfaty , appendix with Mitia Duerinckx

We consider heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with weights characterized by an underlying graphon. A law of large numbers result is established as…

Probability · Mathematics 2022-10-07 Erhan Bayraktar , Suman Chakraborty , Ruoyu Wu

We prove limit theorems for systems of interacting diffusions on sparse graphs. For example, we deduce a hydrodynamic limit and the propagation of chaos property for the stochastic Kuramoto model with interactions determined by…

Probability · Mathematics 2020-01-01 Roberto I. Oliveira , Guilherme H. Reis , Lucas M. Stolerman

In this paper, uniform in time quantitative propagation of chaos in $L^1$-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the drift is assumed to…

Probability · Mathematics 2025-10-29 Xing Huang

We consider a system of $N$ neurons, each spiking randomly with rate depending on its membrane potential. When a neuron spikes, its potential is reset to $0$ and all other neurons receive an additional amount $h/N$ of potential, where $ h >…

Probability · Mathematics 2022-01-25 Eva Löcherbach

Networks of the brain are composed of a very large number of neurons connected through a random graph and interacting after random delays that both depend on the anatomical distance between cells. In order to comprehend the role of these…

Mathematical Physics · Physics 2014-05-16 Cristobal Quininao , Jonathan Touboul