Related papers: On Stochastic Cucker-Smale flocking dynamics
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
This paper focuses on the numerical stability of stochastic McKean-Vlasov equations (SMVEs) via the stochastic particle method. Firstly, the long-time propagation of chaos in the mean-square sense is obtained, and the almost sure…
We consider a particle system with a mean-field-type interaction perturbed by some common and individual noises. When the interacting kernels are sublinear and only locally Lipschitz-continuous, relying on arguments based on the tightness…
This paper investigates the dynamics of biomass in a marine ecosystem. A stochastic process is defined in which organisms undergo jumps in body size as they catch and eat smaller organisms. Using a systematic expansion of the master…
The derivation of effective descriptions for interacting many-body systems is an important branch of applied mathematics. We prove a propagation of chaos result for a system of $N$ particles subject to Newtonian time evolution with or…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
We consider a system of particles which interact through a jump process. The jump intensities are functions of the proximity rank of the particles, a type of interaction referred to as topological in the literature. Such interactions have…
This paper presents an elementary proof of quantitative uniform-in-time propagation of chaos for the Cucker--Smale model under sufficiently strong interaction. The idea is to combine existing finite-time propagation of chaos estimates with…
For the discrete Cucker-Smale's flocking model with a singular communication weight $\psi(s) = s^{-\alpha}$, with $0<\alpha<1/2$ , we prove that the velocity component of certain type of weak solutions is absolutly continuous. This result…
A Markov evolution of a system of point particles in $\mathbb{R}^d$ is described at micro-and mesoscopic levels. The particles reproduce themselves at distant points (dispersal) and die, independently and under the influence of each other…
Exotic stochastic processes are shown to emerge in the quantum evolution of complex systems. Using influence function techniques, we consider the dynamics of a system coupled to a chaotic subsystem described through random matrix theory. We…
In this paper, we present the hydrodynamic limit of a multiscale system describing the dynamics of two populations of agents with alignment interactions and the effect of an internal variable. It consists of a kinetic equation coupled with…
Consider an interacting particle system indexed by the vertices of a (possibly random) locally finite graph whose vertices and edges are equipped with marks representing parameters of the model such as the environment and initial…
We study the emergent dynamics of the relativistic kinetic Cucker-Smale (RKCS) model without assuming compactness in spatial and velocity support. In this setting, the lower bound of the kernel function in the nonlocal velocity alignment…
We establish the global existence of weak solutions to a class of kinetic flocking equations. The models under consideration include the kinetic Cucker-Smale equation with possibly non-symmetric flocking potential, the Cucker-Smale equation…
The evolution of finitely many particles obeying Langevin dynamics is described by Dean-Kawasaki equations, a class of stochastic equations featuring a non-Lipschitz multiplicative noise in divergence form. We derive a regularised…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
We present a purely probabilistic proof of propagation of molecular chaos for $N$-particle systems in dimension $3$ with interaction forces scaling like $1/\vert q\vert^{\lambda}$ with $\lambda<2$ and cut-off at $q = N^{-1/3}$. The proof…
We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…
We study a stochastic $N$-particle system representing economic agents in a population randomly exchanging their money, which is associated to a class of one-dimensional kinetic equations modelling the evolution of the distribution of…