Related papers: Simulation of particle systems interacting through…
A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…
We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which we observe multiple independent trajectories of the…
In this paper, we first establish well-posedness results for one-dimensional McKean-Vlasov stochastic differential equations (SDEs) and related particle systems with a measure-dependent drift coefficient that is discontinuous in the spatial…
Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit for mean-field systems of interacting diffusions with simultaneous jumps. We prove propagation of chaos via a coupling technique that involves…
In this paper, we study a hydrodynamical system modeling the deformation of vesicle membrane under external incompressible viscous flow fields. The system is in the Eulerian formulation and is governed by the coupling of the incompressible…
In this paper we consider a system of $N$ particles on the real line evolving according to Newton's law, interacting through a singular (repulsive) force deriving from the potential $\frac{|x|^{1-\alpha}}{1-\alpha}$ with $\alpha \in…
In this paper, we establish well-posedness of reflected McKean-Vlasov SDEs and their particle approximations in smooth non-convex domains. We prove convergence of the interacting particle system to the corresponding mean-field limit with…
We study the convergence of $N-$particle systems described by SDEs driven by Brownian motion and Poisson random measure, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending…
This paper introduces a machine learning approach to take a nonlinear differential-equation model that exhibits qualitative agreement with a physical experiment over a range of parameter values and produce a hybrid model that also exhibits…
We consider a mean field hierarchy of models for large systems of interacting ellipsoids suspended in an incompressible fluid. The models range from microscopic to macroscopic mean field models. The microscopic model is based on three…
We introduce a new consensus based optimization (CBO) method where interacting particle system is driven by jump-diffusion stochastic differential equations. We study well-posedness of the particle system as well as of its mean-field limit.…
We study behaviors of scalar quantities near the possible blow-up time, which is made of smooth solutions of the Euler equations, Navier-Stokes equations and the surface quasi-geostrophic equations. Integrating the dynamical equations of…
The Van der Waals equation (VdW-EoS) is a prototype equation of state for realistic systems, because it contains the excluded volume and the particle interactions. Additionally, the simulated annealing (and the similar simulated…
We propose a collision-oriented particle system to approximate a class of Landau-type equations. This particle system is formally derived from a particle system with random collisions in the grazing regime, and happens to be a special…
Validity of fluid models breaks down for non-thermal or weakly collisional plasmas which often occur e.g. in the solar wind. In these regimes one has to resort to modelling through the first-principle Vlasov-Maxwell system, but its…
We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the…
We consider a novel McKean--Vlasov control problem with contagion through killing of particles and common noise. Each particle is killed at an exponential rate according to an intensity process that increases whenever the particle is…
Historically, traffic modelling approaches have taken either a particle-like (microscopic) approach, or a gas-like (meso- or macroscopic) approach. Until recently with the introduction of mean-field games to the controls community, there…
In this paper, we present a rigorous derivation of the mean-field limit for a moderately interacting particle system in $\R^d$ $(d\geq 2)$. For stochastic initial data, we demonstrate that the solution to the interacting particle model,…
In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…