Related papers: Empirical Measures and Vlasov Hierarchies
We study the long time behaviour of the kinetic Fokker-Planck equation with mean field interaction, whose limit is often called Vlasov-Fkker-Planck equation. We prove a uniform (in the number of particles) exponential convergence to…
We establish a connection between tagged particles and size-biased empirical processes in interacting particle systems, in analogy to classical results on the propagation of chaos. In a mean-field scaling limit, the evolution of the…
Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit for mean-field systems of interacting diffusions with simultaneous jumps. We prove propagation of chaos via a coupling technique that involves…
The derivation of effective descriptions for interacting many-body systems is an important branch of applied mathematics. We prove a propagation of chaos result for a system of $N$ particles subject to Newtonian time evolution with or…
The BBGKY hierarchy of equations for a particle interacting with ideal gas is analyzed in terms of irreducible many-particle correlations between gas atoms and the particle's motion. The transition to the hard-sphere interaction is…
In this paper we establish some explicit and sharp estimates of the spectral gap and the log-Sobolev constant for mean field particles system, uniform in the number of particles, when the confinement potential have many local minimums. Our…
We derive quantitative estimates proving the conditional propagation of chaos for large stochastic systems of interacting particles subject to both idiosyncratic and common noise. We obtain explicit bounds on the relative entropy between…
In $3+1$ dimensions, we study the stability of Kasner solutions for the Einstein-Maxwell-scalar field-Vlasov system. This system incorporates gravity, electromagnetic, weak and strong interactions for the initial stage of our universe. Due…
In this work, we prove the well--posedness of a singularly interacting stochastic particle system and we establish propagation of chaos result towards the one-dimensional parabolic-parabolic Keller-Segel model.
We review recent results about the derivation of the Gross-Pitaevskii equation and of the Bogoliubov excitation spectrum, starting from many-body quantum mechanics. We focus on the mean-field regime, where the interaction is multiplied by a…
We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…
We consider particle systems that evolve by inertialess binary interaction through general non-attractive kernels of singularity $|x|^{-\alpha}$ with $\alpha<d-1$. We prove a quantitative mean-field limit in terms of Wasserstein distances…
We consider the dynamics of $N$ boson systems interacting through a pair potential $N^{-1} V_a(x_i-x_j)$ where $V_a (x) = a^{-3} V (x/a)$. We denote the solution to the $N$-particle Schr\"odinger equation by $\psi_{N, t}$. Recall that the…
We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…
We consider large systems of stochastic interacting particles through discontinuous kernels which has vision geometrical constrains. We rigorously derive a Vlasov-Fokker-Planck type of kinetic mean-field equation from the corresponding…
In this paper we consider the mean field limit and non-relativistic limit of relativistic Vlasov-Maxwell particle system to Vlasov-Poisson equation. With the relativistic Vlasov-Maxwell particle system being a starting point, we carry out…
We study the mean-field limit of a model of biological neuron networks based on the so-called stochastic integrate-and-fire (IF) dynamics. Our approach allows to derive a continuous limit for the macroscopic behavior of the system, the…
Time-uniform log-Sobolev inequalities (LSI) satisfied by solutions of semi-linear mean-field equations have recently appeared to be a key tool to obtain time-uniform propagation of chaos estimates. This work addresses the more general…
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…