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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…

Analysis of PDEs · Mathematics 2026-05-21 Thierry Paul , Emmanuel Trélat

We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in which each particle is driven by a vanishing independent…

Probability · Mathematics 2021-08-10 Amarjit Budhiraja , Michael Conroy

We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…

Probability · Mathematics 2025-07-21 Simon Gabriel

Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…

Statistical Mechanics · Physics 2017-10-05 Tobias Grafke , Eric Vanden-Eijnden

We consider a particle system with a mean-field-type interaction perturbed by some common and individual noises. When the interacting kernels are sublinear and only locally Lipschitz-continuous, relying on arguments based on the tightness…

Probability · Mathematics 2020-07-27 Angelo Rosello

Particle-based stochastic reaction-diffusion (PBSRD) models are a popular approach for studying biological systems involving both noise in the reaction process and diffusive transport. In this work we derive coarse-grained deterministic…

Probability · Mathematics 2021-09-02 Samuel A. Isaacson , Jingwei Ma , Konstantinos Spiliopoulos

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

Probability · Mathematics 2023-09-14 Amarjit Budhiraja , Pavlos Zoubouloglou

We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity,…

Statistical Mechanics · Physics 2019-05-07 Hong Qian

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…

Probability · Mathematics 2023-09-11 Pierre-Emmanuel Jabin , Datong Zhou

The brain's activity is characterized by the interaction of a very large number of neurons that are strongly affected by noise. However, signals often arise at macroscopic scales integrating the effect of many neurons into a reliable…

Dynamical Systems · Mathematics 2012-11-07 Jonathan Touboul , G. Bard Ermentrout

We introduce and study a new class of fronts in finite particle number reaction-diffusion systems, corresponding to propagating up a reaction rate gradient. We show that these systems have no traditional mean-field limit, as the nature of…

Statistical Mechanics · Physics 2007-05-23 Elisheva Cohen , David A. Kessler , Herbert Levine

We analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the…

Statistical Mechanics · Physics 2022-11-18 Trifce Sandev , Ljupco Kocarev , Ralf Metzler , Aleksei Chechkin

We prove pathwise convergence of the layerwise evolution of tokens in a finite-depth, finite-width transformer model with MultiLayer Perceptron (MLP) blocks to a continuous-time stochastic interacting particle system. We also identify the…

Probability · Mathematics 2026-04-30 Andrea Agazzi , Giuseppe Bruno , Eloy Mosig García , Samuele Saviozzi , Marco Romito

Nucleon drift and diffusion mechanisms in central collisions of asymmetric heavy-ions at near-barrier energies are investigated in the framework of a stochastic mean-field approach. Expressions for diffusion and drift coefficients for…

Nuclear Theory · Physics 2011-07-08 B. Yilmaz , S. Ayik , D. Lacroix , K. Washiyama

We consider the exit problem for small white noise perturbation of a smooth dynamical system on the plane in the neighborhood of a hyperbolic critical point. We show that if the distribution of the initial condition has a scaling limit then…

Probability · Mathematics 2015-05-19 Sergio Angel Almada Monter , Yuri Bakhtin

We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean [J. Phys. A: Math. and…

Statistical Mechanics · Physics 2025-01-13 Richard E. Spinney , Richard G. Morris

We study a stochastic lattice gas of particles undergoing asymmetric diffusion in two dimensions. Transitions between a low-density uniform phase and high-density non-uniform phases characterized by localized or extended structure are…

Condensed Matter · Physics 2009-10-22 Kwan-tai Leung

We consider a system of $N$ interacting particles, governed by transport and diffusion, that converges in a mean-field limit to the solution of a McKean-Vlasov equation. From the observation of a trajectory of the system over a fixed time…

Statistics Theory · Mathematics 2021-03-16 Laetitia Della Maestra , Marc Hoffmann

We investigate the dynamics of large stochastic networks with different timescales and nonlinear mean-field interactions. After deriving the limit equations for a general class of network models, we apply our results to the celebrated…

Dynamical Systems · Mathematics 2013-03-01 Jonathan Touboul , Maciej Krupa , Mathieu Desroches

Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…

Probability · Mathematics 2009-08-03 Michel Benaim , Olivier Raimond
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