Related papers: On Mean Field Limits for Dynamical Systems
In this paper, we are interested in a generalised Vlasov equation, which describes the evolution of the probability density of a particle evolving according to a generalised Vlasov dynamic. The achievement of the paper is twofold. Firstly,…
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…
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 present two methods to obtain $O(1/N^2)$ local propagation of chaos bounds for $N$ diffusive particles in $W^{-1,\infty}$ mean field interaction. This extends the recent finding of Lacker [Probab. Math. Phys., 4(2):377-432, 2023] to the…
We address propagation of chaos for large systems of rough differential equations associated with random rough differential equations of mean field type $$ dX_t = V(X_t,\mathcal{L}(X_t))dt + F(X_t,\mathcal{L}(X_t))dW_t $$ where $W$ is a…
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…
In this note, we clarify the well-posedness of the limit equations to the mean-field $N$-neuron models proposed in Baladron et al. and we prove the associated propagation of chaos property. We also complete the modeling issue in Baladron et…
Recent numerical results seem to suggest that in certain regimes of typical particle velocities the gravitational $N-$body problem (for $3\leq N\lesssim 10^3$) is intrinsically less chaotic when the post-Newtonian (PN) force terms are…
We study the dynamical properties of the canonical ordered phase of the Hamiltonian mean-field (HMF) model, in which $N$ particles, globally-coupled via pairwise attractive interactions, form a rotating cluster. Using a combination of…
Consider the class of Ensemble Square Root filtering algorithms for the numerical approximation of the posterior distribution of nonlinear Markovian signals partially observed with linear observations corrupted with independent measurement…
We formulate the MFG limit for $N$ interacting agents with a common noise as a single quasi-linear deterministic infinite-dimensional partial differential second order backward equation. We prove that any its (regular enough) solution…
We derive quantitative estimates proving the propagation of chaos for large stochastic systems of interacting particles. We obtain explicit bounds on the relative entropy between the joint law of the particles and the tensorized law at the…
This paper is devoted to the study of propagation of chaos and mean-field limits for systems of indistinguable particles, undergoing collision processes. The prime examples we will consider are the many-particle jump processes of Kac and…
This paper considers an $n$-particle jump-diffusion system with mean filed interaction, where the coefficients are locally Lipschitz continuous. We address the convergence as $n\to\infty$ of the empirical measure of the jump-diffusions to…
The Hamiltonian Mean Field (HMF) model is a prototype for systems with long-range interactions. It describes the motion of $N$ particles moving on a ring, coupled through an infinite-range potential. The model has a second order phase…
A system of interacting multiclass finite-state jump processes is analyzed. The model under consideration consists of a block-structured network with dynamically changing multi-colors nodes. The interaction is local and described through…
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…
We analyze probe data obtained from a toroidal magnetized plasma configuration suitable for studies of low-frequency gradient-driven instabilities. These instabilities give rise to field-aligned convection rolls analogous to Rayleigh-Benard…
We investigate a mean field optimal control problem obtained in the limit of the optimal control of large particle systems with forcing and terminal data which are not assumed to be convex. We prove that the value function, which is known…
We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the node dynamics depends on the joint empirical distribution…