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In this paper we provide the existence of classical solutions to stationary mean field game systems in the whole space $\mathbb{R}^N$, with coercive potential and aggregating local coupling, under general conditions on the Hamiltonian. The…

Analysis of PDEs · Mathematics 2018-10-17 Annalisa Cesaroni , Marco Cirant

In this paper, we establish general scaling limits for nearly unstable Hawkes processes in a mean-field regime by extending the method introduced by Jaisson and Rosenbaum. Under a mild asymptotic criticality condition on the self-exciting…

Probability · Mathematics 2025-01-22 Grégoire Szymanski , Wei Xu

We introduce a system of self-propelled agents (active Brownian particles) with velocity alignment in two spatial dimensions and derive a mean-field theory from the microscopic dynamics via a nonlinear Fokker-Planck equation and a moment…

Statistical Mechanics · Physics 2011-09-26 Pawel Romanczuk , Lutz Schimansky-Geier

We consider stability of regimes of hydromagnetic thermal convection in a rotating horizontal layer with free electrically conducting boundaries, to perturbations involving large spatial and temporal scales. Equations governing the…

Chaotic Dynamics · Physics 2009-11-13 V. Zheligovsky

In this paper we study the Hamiltonian dynamics of charged particles subject to a non-self-consistent stochastic electric field, when the plasma is in the so-called weak turbulent regime. We show that the asymptotic limit of the Vlasov…

Analysis of PDEs · Mathematics 2021-10-13 Claude Bardos , Nicolas Besse

We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the node dynamics depends on the joint empirical distribution…

Probability · Mathematics 2021-07-19 Erhan Bayraktar , Ruoyu Wu

We consider the dynamics of a class of spin systems with unbounded spins interacting with local mean field interactions. We proof convergence of the empirical measure to the solution of a McKean-Vlasov equation in the hydrodynamic limit and…

Probability · Mathematics 2018-07-04 Anton Bovier , Dmitry Ioffe , Patrick Müller

We consider a system of hierarchical interacting spins under dynamics of spin-flip type with a ferromagnetic mean field interaction, scaling with the hierarchical distance, coupled with a system of linearly interacting hierarchical…

Probability · Mathematics 2019-10-31 Paolo Dai Pra , Marco Formentin , Guglielmo Pelino

In this paper, we establish a general convergence theorem for solutions of multivariate stochastic differential equations with countably many singular terms expressed as integrals with respect to local times. The processes under…

Probability · Mathematics 2025-12-16 Olga Aryasova , Ilya Pavlyukevich , Andrey Pilipenko

We investigate interacting phase oscillators whose mean field is at a different frequency from the mean or mode of their natural frequencies. The associated asymmetries lead to a macroscopic travelling wave. We show that the mean ensemble…

Adaptation and Self-Organizing Systems · Physics 2015-06-15 Spase Petkoski , Dmytro Iatsenko , Lasko Basnarkov , Aneta Stefanovska

We study the atomistic-to-continuum limit of a class of energy functionals for crystalline materials via Gamma-convergence. We consider energy densities that may depend on interactions between all points of the lattice and we give…

Analysis of PDEs · Mathematics 2019-10-02 Annika Bach , Andrea Braides , Marco Cicalese

A new non-conservative stochastic reaction-diffusion system in which two families of random walks in two adjacent domains interact near the interface is introduced and studied in this paper. Such a system can be used to model the transport…

Probability · Mathematics 2021-01-12 Zhen-Qing Chen , Wai-Tong Louis Fan

We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…

Probability · Mathematics 2025-06-09 Pascal Bianchi , Walid Hachem , Victor Priser

Bi-local mean field theory is applied to one dimensional quantum liquid with long range $1/r^2$ interaction, which has exact ground state wave function. We obtain a mean field solution and an effective action which expresses a long range…

Condensed Matter · Physics 2009-10-22 Kenzo. Ishikawa , Nobuki. Maeda

We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…

Probability · Mathematics 2020-01-16 Eric Luçon , Wilhelm Stannat

We rigorously show the mean-field limit for a large class of swarming individual based models with local sharp sensitivity regions. For instance, these models include nonlocal repulsive-attractive forces locally averaged over sharp vision…

Analysis of PDEs · Mathematics 2016-05-06 José A. Carrillo , Young-Pil Choi , Maxime Hauray , Samir Salem

We consider particle-based stochastic reaction-drift-diffusion models where particles move via diffusion and drift induced by one- and two-body potential interactions. The dynamics of the particles are formulated as measure-valued…

Probability · Mathematics 2025-01-22 Max Heldman , Samuel A. Isaacson , Qianhan Liu , Konstantinos Spiliopoulos

We study so-called supercritical mean-field limits of systems of trapped particles moving according to Newton's second law with either Coulomb/super-Coulomb or regular interactions, from which we derive a $\mathsf{d}$-dimensional…

Analysis of PDEs · Mathematics 2024-08-28 Matthew Rosenzweig , Sylvia Serfaty

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

Probability · Mathematics 2015-02-20 Konstantinos Spiliopoulos

In this letter we discuss the validity of the ergodicity hypothesis in theories of violent relaxation in long-range interacting systems. We base our reasoning on the Hamiltonian Mean Field model and show that the life-time of…

Statistical Mechanics · Physics 2009-11-13 Annibal Figueiredo , Tarcisio Marciano da Rocha Filho , Marco Antonio Amato
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