Related papers: McKean-Vlasov limit for interacting systems with s…
In this article, we study the mean field limit of weakly interacting diffusions for confining and interaction potentials that are not necessarily convex. We explore the relationship between the large $N$ limit of the constant in the…
We present a probabilistic proof of the mean-field limit and propagation of chaos of a classical N-particle system in two dimensions with Coulomb interaction force of the form $f^N(q)=\pm\frac{q}{|q|^2}$ and $N$-dependent cut-off at…
In this paper, a general result on the long time $\W_0$-$\widetilde{\W}_1$ type propagation of chaos, propagation of chaos with regularization effect, for mean field interacting particle system driven by L\'{e}vy noise is derived, where…
We develop a limit theory for controlled mean field stochastic partial differential equations in a variational framework. More precisely, we prove existence results for mean field limits and particle approximations, and we establish a…
We prove the optimal rate of quantitative propagation of chaos, uniformly in time, for interacting diffusions. Our main examples are interactions governed by convex potentials and models on the torus with small interactions. We show that…
Convergence rate to the stationary distribution for continuous-time Markov processes can be studied using Lyapunov functions. Recent work by the author provided explicit rates of convergence in special case of a reflected jump-diffusion on…
We consider particle systems with mean-field interactions whose distribution is invariant by translations. Under the assumption that the system seen from its centre of mass be reversible with respect to a Gibbs measure, we establish large…
We study a nonlinear branching diffusion process in the sense of McKean, i.e., where particles are subjected to a mean-field interaction. We consider first a strong formulation of the problem and we provide an existence and uniqueness…
We introduce a heterogeneous formulation of a contagious McKean-Vlasov system, whose inherent heterogeneity comes from asymmetric interactions with a natural and highly tractable structure. It is shown that this formulation characterises…
We establish a quantitfied overdamped limit for kinetic Vlasov-Fokker-Planck equations with nonlocal interaction forces. We provide explicit bounds on the error between solutions of that kinetic equation and the limiting equation, which is…
We study the solutions of a McKean-Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the mean field limit of a system of $N$ interacting excitatory neurons with $N$ large. Each…
In this work, we study the mean field Schr\"odinger problem from a purely probabilistic point of view by exploiting its connection to stochastic control theory for McKean-Vlasov diffusions. Our main result shows that the mean field…
This paper develops a non-asymptotic, local approach to quantitative propagation of chaos for a wide class of mean field diffusive dynamics. For a system of $n$ interacting particles, the relative entropy between the marginal law of $k$…
For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…
We present a probabilistic proof of the mean-field limit and propagation of chaos of a classical N-particle system in three dimensions with Coulomb interaction force of the form $f^N(q)=\pm\frac{q}{|q|^3}$ and $N$-dependent cut-off at…
We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…
In this article we study the convergence of a stochastic particle system that interacts through threshold hitting times towards a novel equation of McKean-Vlasov type. The particle system is motivated by an original model for the behavior…
We prove limit theorems for systems of interacting diffusions on sparse graphs. For example, we deduce a hydrodynamic limit and the propagation of chaos property for the stochastic Kuramoto model with interactions determined by…
In this article we study a system of $N$ particles, each of them being defined by the couple of a position (in $\mathbb{R}^d$) and a so-called orientation which is an element of a compact Riemannian manifold. This orientation can be seen as…
The paper has two objectives: proving that the rate of convergence in distribution for mean-field models in CLT regime is $N^{-1/2}$, and obtaining explicit expressions for the infinitesimal generators of two types of measure-valued Markov…