Related papers: Empirical Measures and Vlasov Hierarchies
Many Gibbs measures with mean field interactions are known to be chaotic, in the sense that any collection of $k$ particles in the $n$-particle system are asymptotically independent, as $n\to\infty$ with $k$ fixed or perhaps $k=o(n)$. This…
We present a unified framework, with quantitative estimates, for deterministic interacting particle systems whose pairwise interactions may depend on heterogeneous labels. Heterogeneity is kept at every level by adding a frozen label…
For an $N \times N$ random unitary matrix $U_N$, we consider the random field defined by counting the number of eigenvalues of $U_N$ in a mesoscopic arc of the unit circle, regularized at an $N$-dependent scale $\epsilon_N>0$. We prove that…
We develop a probabilistic framework to approximate Nash equilibria in symmetric $N$-player games in the large population regime, via the analysis of associated mean field games (MFGs). The approximation is achieved through the analysis of…
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…
We investigate the mean-field dynamics of stochastic McKean differential equations with heterogeneous particle interactions described by large network structures. To express a wide range of graphs, from dense to sparse structures, we…
We study the mean-field limit of the 1D bosonic canonical ensemble in a superharmonic trap. This is the regime with temperature proportional to particle number, both diverging to infinity, and correspondingly scaled interactions. We prove…
The main result in this paper is a new inequality bearing on solutions of the $N$-body linear Schr\"{o}dinger equation and of the mean field Hartree equation. This inequality implies that the mean field limit of the quantum mechanics of $N$…
Chaotic pattern dynamics in many experimental systems show structured time averages. We suggest that simple universal boundary effects underly this phenomenon and exemplify them with the Kuramoto-Sivashinsky equation in a finite domain. As…
We study the asymptotic behavior of the normalized maxima of real-valued diffusive particles with mean-field drift interaction. Our main result establishes propagation of chaos: in the large population limit, the normalized maxima behave as…
We present an approach to solving the evolution of a classical $N$-particle ensemble based on the path integral approach to classical mechanics. This formulation provides a perturbative solution to the Liouville equation in terms of a…
The paper treats the validity problem of the nonrelativistic Vlasov-Poisson equation in $d\geq 2$ dimensions. It is shown that the Vlasov-Poisson dynamics can be derived as a combined mean field and point-particle limit of an N-particle…
Propagation of chaos for interacting particle systems has been an active research topic over decades. We propose an alternative approach to study the mean-field limit of the stochastic interacting particle systems via tools from information…
This article shows how to combine the relative entropy method by D. Bresch, P.-E. Jabin, and Z. Wang in arXiv:1706.09564, arXiv:1906.04093 and the regularized $L^2(\mathbb{R}^d)$-estimate by Oelschl\"ager (Probability theory and related…
We investigate Gibbs measures for diffusive particles interacting through a two-body mean field energy. By identifying a gradient structure for the conditional law, we derive sharp bounds on the size of chaos, providing a quantitative…
We consider empirical measures in a triangular array setup with underlying distributions varying as sample size grows. We study asymptotic properties of multiple integrals with respect to normalized empirical measures. Limit theorems…
We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…
The mean-field limit of interacting diffusions without exchangeability, caused by weighted interactions and non-i.i.d. initial values, are investigated. The weights could be signed and unbounded. The result applies to a large class of…
This note shows how to considerably strengthen the usual mode of convergence of an $n$-particle system to its McKean-Vlasov limit, often known as propagation of chaos, when the volatility coefficient is nondegenerate and involves no…
We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the system is close to the solution of a…