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A ring-kinetic theory for Vicsek-style models of self-propelled agents is derived from the exact N-particle evolution equation in phase space. The theory goes beyond mean-field and does not rely on Boltzmann's approximation of molecular…

Statistical Mechanics · Physics 2015-02-24 Yen-Liang Chou , Thomas Ihle

For classical Hamiltonian N-body systems with mildly regular pair interaction potential it is shown that when N tends to infinity in a fixed bounded domain, with energy E scaling quadratically in N proportional to e, then Boltzmann's…

Mathematical Physics · Physics 2015-05-13 Michael K. -H. Kiessling

We study the problem of non-asymptotic deviations between a reference measure and its empirical version, in the 1-Wasserstein metric, under the standing assumption that the measure satisfies a transport-entropy inequality. We extend some…

Probability · Mathematics 2011-05-27 Emmanuel Boissard

We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

Probability · Mathematics 2026-05-28 Paul Nikolaev

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…

Probability · Mathematics 2021-08-23 Donald A. Dawson , Ahmed Sid-Ali , Yiqiang Q. Zhao

In this paper we prove a large deviation principle (LDP) for the empirical measure of a general system of mean-field interacting diffusions with singular drift (as the number of particles tends to infinity) and show convergence to the…

Probability · Mathematics 2020-07-02 Jasper Hoeksema , Thomas Holding , Mario Maurelli , Oliver Tse

The Bures-Hall distance metric between quantum states is a unique measure that satisfies various useful properties for quantum information processing. In this work, we study the statistical behavior of quantum entanglement over the…

Mathematical Physics · Physics 2021-01-04 Lu Wei

Mean-field systems provide a natural framework in which collective effects persist as the number of degrees of freedom N increases, raising fundamental questions about the emergence of integrability and the nature of chaos in large but…

Chaotic Dynamics · Physics 2026-02-12 Matheus Rolim Sales , Edson Denis Leonel , Chris G. Antonopoulos

We consider a stochastic $N$-particle model for the spatially homogeneous Boltzmann evolution and prove its convergence to the associated Boltzmann equation when $N\to \infty$. For any time $T>0$ we bound the distance between the empirical…

Probability · Mathematics 2015-05-13 Remi Peyre

It is known that Dobrushin's ergodicity coefficient is one of the effective tools in the investigations of limiting behavior of Markov processes. Several interesting properties of the ergodicity coefficient of a positive mapping defined on…

Functional Analysis · Mathematics 2017-04-26 Nazife Erkurşun Özcan , Farrukh Mukhamedov

In this paper, we investigate the mean field games with $K$ classes of agents who are weakly coupled via the empirical measure. The underlying dynamics of the representative agents is assumed to be a controlled nonlinear Markov process…

Probability · Mathematics 2012-04-09 Vassili N. Kolokoltsov , Jiajie Li , Wei Yang

The mean-field approximations of many-boson dynamics are known to be effective in many physical relevant situations. The mathematical justifications of such approximations rely generally on specific considerations which depend too much on…

Mathematical Physics · Physics 2018-10-29 Clément Rouffort

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

Probability · Mathematics 2026-05-06 Solesne Bourguin , Konstantinos Spiliopoulos

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…

Numerical Analysis · Mathematics 2023-05-30 Qian Guo , Jie He , Lei Li

We propose a simple quantitative method for studying the hydrodynamic limit of interacting particle systems on lattices. It is applied to the diffusive scaling of the symmetric Zero-Range Process (in dimensions one and two). The rate of…

Probability · Mathematics 2024-12-24 Daniel Marahrens , Angeliki Menegaki , Clément Mouhot

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 statistical approach to a self-consistent description of kinetic and hydrodynamic processes in systems of interacting particles is formulated on the basis of the nonequilibrium statistical operator method by D.N.Zubarev. It is shown how…

Statistical Mechanics · Physics 2007-05-23 M. V. Tokarchuk , I. P. Omelyan , A. E. Kobryn

We study one-dimensional lattice systems with pair-wise interactions of infinite range. We show projective convergence of Markov measures to the unique equilibrium state. For this purpose we impose a slightly stronger condition than…

Mathematical Physics · Physics 2016-11-26 Cesar Maldonado , Raul Salgado-Garcia

A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…

Probability · Mathematics 2026-04-17 Luigi Borasi , Francesco Carlo De Vecchi , Stefania Ugolini

We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2023-07-17 Zachary Bezemek , Konstantinos Spiliopoulos