Related papers: On Stochastic Cucker-Smale flocking dynamics
The purpose of this paper is to study optimal control of conditional McKean-Vlasov (mean-field) stochastic differential equations with jumps (conditional McKean-Vlasov jump diffusions, for short). To this end, we first prove a stochastic…
We provide an $N/V$-limit for the infinite particle, infinite volume stochastic dynamics associated with Gibbs states in continuous particle systems on $\mathbb R^d$, $d \ge 1$. Starting point is an $N$-particle stochastic dynamic with…
A coupled kinetic-fluid model is investigated, which describes the dynamic behavior of an ensemble of Cucker-Smale flocking particles interacting with a viscous fluid in a three-dimensional bounded domain. This system consists of a kinetic…
This paper is concerned with the Fokker-Planck (FP) description of classical stochastic systems with discrete time delay. The non-Markovian character of the corresponding Langevin dynamics naturally leads to a coupled infinite hierarchy of…
This paper rigorously connects the problem of optimal control of McKean-Vlasov dynamics with large systems of interacting controlled state processes. Precisely, the empirical distributions of near-optimal control-state pairs for the…
We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation…
We consider a probabilistic formulation of a singular two-phase Stefan problem in one space dimension, which amounts to a coupled system of two McKean-Vlasov stochastic differential equations. In the financial context of systemic risk, this…
This paper considers the space homogenous Boltzmann equation with Maxwell molecules and arbitrary angular distribution. Following Kac's program, emphasis is laid on the the associated conservative Kac's stochastic $N$-particle system, a…
We consider an infinite system of coupled stochastic differential equations (SDE) describing dynamics of the following infinite particle system. Each partricle is characterised by its position $x\in \mathbb{R}^{d}$ and internal parameter…
Motivated by a general principle governing regulation mechanisms in biological cells, we investigate a general interaction scheme between different populations of particles and specific particles, referred to as agents. Assuming that each…
We are interested in the long time behavior of a two-type density-dependent biological population conditioned to non-extinction, in both cases of competition or weak cooperation between the two species. This population is described by a…
We construct a new equilibrium dynamics of infinite particle systems in a Riemannian manifold $X$. This dynamics is an analog of the Kawasaki dynamics of lattice spin systems. The Kawasaki dynamics now is a process where interacting…
We prove that certain types of measure-valued mappings are monokinetic i.e. the distribution of velocity is concentrated in a Dirac mass. These include weak measure-valued solutions to the strongly singular Cucker-Smale model with…
Collision avoidance is an interesting feature of the Cucker-Smale (CS) model of flocking that has been studied in many works, e.g. [1, 2, 4, 6, 7, 20, 21, 22]. In particular, in the case of singular interactions between agents, as is the…
In this paper we prove the convergence to the stochastic Burgers equation from one-dimensional interacting particle systems, whose dynamics allow the degeneracy of the jump rates. To this aim, we provide a new proof of the second order…
We derive quantitative estimates proving the conditional propagation of chaos for large stochastic systems of interacting particles subject to both idiosyncratic and common noise. We obtain explicit bounds on the relative entropy between…
A fundamental problem of non-equilibrium statistical mechanics is the derivation of macroscopic transport equations in the hydrodynamic limit. The rigorous study of such limits requires detailed information about rates of convergence to…
In this paper we prove the existence of weak martingale solutions to the stochastic Navier-Stokes Equations driven by pure jump L\'evy processes. Our proof consists of two parts. In the first one, mostly classical, we recall a priori…
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…
Lattice birth-and-death Markov dynamics of particle systems with spins from the set of non-negative integers are constructed as unique solutions to certain stochastic equations. Pathwise uniqueness, strong existence, Markov property and…