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Related papers: Empirical Measures and Vlasov Hierarchies

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We consider mean-field limits for overdamped Langevin dynamics of $N$ particles with possibly singular interactions. It has been shown that a modulated free energy method can be used to prove the mean-field convergence or propagation of…

Probability · Mathematics 2023-07-18 Matthew Rosenzweig , Sylvia Serfaty

This article is a continuation of our first work \cite{chaudruraynal:frikha}. We here establish some new quantitative estimates for propagation of chaos of non-linear stochastic differential equations in the sense of McKean-Vlasov. We…

Analysis of PDEs · Mathematics 2021-08-26 Noufel Frikha , Paul-Eric Chaudru de Raynal

Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…

Analysis of PDEs · Mathematics 2024-10-21 Nathalie Ayi , Nastassia Pouradier Duteil , David Poyato

We consider Mckean-Vlasov type stochastic differential equations with multiplicative noise arising from the random vortex method. Such an equation can be viewed as the mean-field limit of interacting particle systems with singular…

Probability · Mathematics 2024-04-09 Jiawei Li , Zhongmin Qian

The stability features of steady states of the spherically symmetric Einstein-Vlasov system are investigated numerically. We find support for the conjecture by Zeldovich and Novikov that the binding energy maximum along a steady state…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Hakan Andreasson , Gerhard Rein

The aim of this paper is two-fold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple target tracking context. We study its stability properties, characterize its long time…

Probability · Mathematics 2010-12-27 Francois Caron , Pierre Del Moral , Arnaud Doucet , Michele Pace

We consider the asymptotics of the invariant measure for the process of the empirical spatial distribution of $N$ coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle.…

Probability · Mathematics 2013-01-25 Vivek S. Borkar , Rajesh Sundaresan

We prove the entropy-chaos property for the system of N undistinguishable interacting diffusions rigorously associated with the ground state of N trapped Bose particles in the Gross-Pitaevskii scaling limit of infinite particles. On the…

Probability · Mathematics 2015-12-16 Sergio Albeverio , Francesco C. De Vecchi , Stefania Ugolini

Dynamical systems of N particles in \R^{D} interacting by a singular pair potential of mean field type are considered. The systems are assumed to be of gradient type and the existence of a macroscopic limit in the many particle limit is…

Mathematical Physics · Physics 2016-10-17 Robert J. Berman , Magnus Önnheim

This paper is concerned with the approximation to invariant measures for Langevin dynamics of McKean--Vlasov type. Under dissipativity and Lipschitz conditions, we prove that the empirical measures of both the mean-field and…

Probability · Mathematics 2024-04-30 Wenjing Cao , Kai Du

We study 1-Wasserstein propagation of chaos for "McKean-type" nonlinear Markov chains and their associated interacting particle systems. This paper is organized into two parts: the first part combines arguments from various areas of…

Probability · Mathematics 2026-02-10 James Vuckovic

We consider a $N$-particle model describing an alignment mechanism due to a topological interaction among the agents. We show that the kinetic equation, expected to hold in the mean-field limit $N \to \infty$, as following from the previous…

Mathematical Physics · Physics 2018-03-07 Pierre Degond , Mario Pulvirenti

A model for the evolution of a large population interacting system is considered in which a marked Poisson processes influences their evolution, together with a Brownian motion. Mean field McKean-Vlasov limits of such system are formulated…

Probability · Mathematics 2024-08-13 Daniel Hernández-Hernández , Joshué Helí Ricalde-Guerrero

We present a stochastic version of the Cucker-Smale flocking dynamics based on a markovian $N$-particle system of pair interactions with unbounded and, in general, non-Lipschitz continuous interaction potential. We establish the infinite…

Probability · Mathematics 2022-03-17 Martin Friesen , Oleksandr Kutoviy

We consider the continuous version of the Vicsek model with noise, proposed as a model for collective behavior of individuals with a fixed speed. We rigorously derive the kinetic mean-field partial differential equation satisfied when the…

Probability · Mathematics 2011-12-06 François Bolley , José A. Cañizo , José A. Carrillo

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…

Probability · Mathematics 2025-11-04 Songbo Wang

We consider a class of many-body Hamiltonians composed of a free (kinetic) part and a multi-particle (potential) interaction with a compactness assumption on the latter part. We investigate the mean field limit of such quantum systems…

Mathematical Physics · Physics 2014-02-19 Boris Pawilowski , Quentin Liard

We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…

Probability · Mathematics 2011-10-25 A. Manita , V. Shcherbakov

Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…

Probability · Mathematics 2011-04-11 Thomas G. Kurtz , Eliane R. Rodrigues

We consider a $N$-particle system interacting through the Newtonian potential with a polynomial cut-off in the presence of noise in velocity. We rigorously prove the propagation of chaos for this interacting stochastic particle system.…

Analysis of PDEs · Mathematics 2018-08-01 José A. Carrillo , Young-Pil Choi , Samir Salem