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We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…

Probability · Mathematics 2025-11-06 Alexander Alecio

In recurrent networks of leaky integrate-and-fire (LIF) neurons, mean-field theory has proven successful in describing various statistical properties of neuronal activity at equilibrium, such as firing rate distributions. Mean-field theory…

Neurons and Cognition · Quantitative Biology 2023-11-10 Marina Vegué , Antoine Allard , Patrick Desrosiers

We study an interacting particle system in $\mathbf{R}^d$ motivated by Stein variational gradient descent [Q. Liu and D. Wang, NIPS 2016], a deterministic algorithm for sampling from a given probability density with unknown normalization.…

Analysis of PDEs · Mathematics 2018-11-07 Jianfeng Lu , Yulong Lu , James Nolen

This paper models the dynamics of a large set of interacting neurons within the framework of statistical field theory. We use a method initially developed in the context of statistical field theory [44] and later adapted to complex systems…

Neurons and Cognition · Quantitative Biology 2022-05-25 Pierre Gosselin , Aïleen Lotz , Marc Wambst

We study large but finite neural networks that, in the thermodynamic limit, admit an exact low-dimensional mean-field description. We assume that the governing mean-field equations describing macroscopic quantities such as the mean firing…

Chaotic Dynamics · Physics 2026-02-11 Irmantas Ratas , Kestutis Pyragas

A stochastic PDE, describing mesoscopic fluctuations in systems of weakly interacting inertial particles of finite volume, is proposed and analysed in any finite dimension $d\in\mathbb{N}$. It is a regularised and inertial version of the…

Analysis of PDEs · Mathematics 2021-02-10 Federico Cornalba , Tony Shardlow , Johannes Zimmer

Mean field limits are an important tool in the context of large-scale dynamical systems, in particular, when studying multiagent and interacting particle systems. While the continuous-time theory is well-developed, few works have considered…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Christian Fiedler , Michael Herty , Sebastian Trimpe

In this paper, we address the issue of modeling and estimating changes in the state of the spatio-temporal dynamical systems based on a sequence of observations like video frames. Traditional numerical simulation systems depend largely on…

Machine Learning · Computer Science 2024-02-12 Kun Wang , Hao Wu , Guibin Zhang , Junfeng Fang , Yuxuan Liang , Yuankai Wu , Roger Zimmermann , Yang Wang

We consider optimal control of a new type of non-local stochastic partial differential equations (SPDEs). The SPDEs have space interactions, in the sense that the dynamics of the system at time $t$ and position in space x also depend on the…

Optimization and Control · Mathematics 2021-07-01 Nacira Agram , Astrid Hilbert , Khouloud Makhlouf , Bernt Øksendal

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or…

Computational Physics · Physics 2016-03-02 Fabian Spill , Pilar Guerrero , Tomas Alarcon , Philip K. Maini , Helen Byrne

Physics-informed neural networks (PINNs) are an emerging technique to solve partial differential equations (PDEs). In this work, we propose a simple but effective PINN approach for the phase-field model of ferroelectric microstructure…

Materials Science · Physics 2024-09-06 Lan Shang , Sizheng Zheng , Jin Wang , Jie Wang

In this paper we study the dynamics of a fast-slow Fokker-Planck partial differential equation (PDE) viewed as the evolution equation for the density of a multiscale planar stochastic differential equation (SDE). Our key focus is on the…

Analysis of PDEs · Mathematics 2025-02-03 Christian Kuehn , Jan-Eric Sulzbach

Neural computations emerge from myriads of neuronal interactions occurring in intricate spiking networks. Due to the inherent complexity of neural models, relating the spiking activity of a network to its structure requires simplifying…

Dynamical Systems · Mathematics 2019-02-12 François Baccelli , Thibaud Taillefumier

The long time behavior of a kind of fully magnetic effected nonlinear piezoelectric beam with viscoelastic infinite memory is considered. The well-posedness of this nonlinear coupled PDEs system is showed by mean of the semigroup theories…

Analysis of PDEs · Mathematics 2022-09-07 H. E Zhang , G. Q. Xu , Z. J. Han

In this paper we analyze the global existence of classical solutions to the initial boundary-value problem for a nonlinear parabolic equation describing the collective behavior of an ensemble of neurons. These equations were obtained as a…

Analysis of PDEs · Mathematics 2011-09-08 José A. Carrillo , María d. M. González , Maria P. Gualdani , Maria E. Schonbek

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

We derive the exchange-driven growth (EDG) equations as the mean-field limit of interacting particle systems on the complete graph. Extending previous work, we consider symmetric exchange kernels $c(k, l) = c(l, k)$ satisfying super-linear…

Probability · Mathematics 2025-09-25 Angeliki Koutsimpela

We prove existence and Sobolev regularity of solutions of a nonlinear system of degenerate-parabolic PDEs with self- and cross-diffusion, transport/confinement and nonlocal interaction terms. The macroscopic system of PDEs is formally…

Analysis of PDEs · Mathematics 2021-06-01 Luca Alasio , Maria Bruna , Simone Fagioli , Simon Schulz

We study the mean-field limit for a class of agent-based models describing flocking with nonlinear velocity alignment. Each agent interacts through a communication protocol $\phi$ and a non-linear coupling of velocities given by the power…

Analysis of PDEs · Mathematics 2026-01-01 Vinh Nguyen , Roman Shvydkoy , Changhui Tan

We analytically investigate the stability of {\it splay states} in networks of $N$ pulse-coupled phase-like models of neurons. By developing a perturbative technique, we find that, in the limit of large $N$, the Floquet spectrum scales as…

Disordered Systems and Neural Networks · Physics 2014-09-08 Simona Olmi , Antonio Politi , Alessandro Torcini