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Related papers: Rigorous mean-field limit and cross diffusion

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We study the convergence problem of mean-field control theory in the presence of state constraints and non-degenerate idiosyncratic noise. Our main result is the convergence of the value functions associated to stochastic control problems…

Optimization and Control · Mathematics 2023-06-02 Samuel Daudin

The dynamics of ecological as well as chemical systems may depend on heterogeneous configurations. Heterogeneity in reaction-diffusion systems often increase modelling and simulating difficulties when non-linear effects are present. One…

Physics and Society · Physics 2019-08-27 Orlando Silva

Dissipation and fluctuations of one-body observables in heavy-ion reactions around the Coulomb barrier are investigated with a microscopic stochastic mean-field approach. By projecting the stochastic mean-field dynamics on a suitable…

Nuclear Theory · Physics 2017-03-22 Kouhei Washiyama , Denis Lacroix , Sakir Ayik , Bülent Yilmaz

In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…

Probability · Mathematics 2020-11-03 Masaaki Fujii

In this work, we propose a nonlinear stochastic model of a network of stochastic spiking neurons. We heuristically derive the mean-field limit of this system. We then design a Monte Carlo method for the simulation of the microscopic system,…

Numerical Analysis · Mathematics 2019-06-26 Benjamin Aymard , Fabien Campillo , Romain Veltz

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…

Probability · Mathematics 2017-04-05 Luisa Andreis , Paolo Dai Pra , Markus Fischer

This paper is concerned with the mean-field limit for the gradient flow evolution of particle systems with pairwise Riesz interactions, as the number of particles tends to infinity. Based on a modulated energy method, using regularity and…

Analysis of PDEs · Mathematics 2016-07-06 Mitia Duerinckx

The statement of the mean field approximation theorem in the mean field theory of Markov processes particularly targets the behaviour of population processes with an unbounded number of agents. However, in most real-world engineering…

Probability · Mathematics 2017-05-11 Mahmoud Talebi , Jan Friso Groote , Jean-Paul Linnartz

The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adaptive behavior in that its transmission rate along its route…

Probability · Mathematics 2009-12-15 Carl Graham , Philippe Robert

Originally motivated by the morphogenesis of bacterial microcolonies, the aim of this article is to explore models through different scales for a spatial population of interacting, growing and dividing particles. We start from a microscopic…

Analysis of PDEs · Mathematics 2025-01-07 Marie Doumic , Sophie Hecht , Marc Hoffmann , Diane Peurichard

We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…

Probability · Mathematics 2009-02-16 Charles Bordenave , David McDonald , Alexandre Proutiere

We prove a mean-field equation for the dynamics of quorum-sensing microbial populations. In the stochastic many-particle process, individuals of a population produce public good molecules to different degrees. Individual production is…

Mathematical Physics · Physics 2018-02-16 Erwin Frey , Johannes Knebel , Peter Pickl

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

A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…

Mathematical Physics · Physics 2007-05-23 Paul Doukhan , Gabriel Lang , Sana Louhichi , Bernard Ycart

We develop a limit theory for controlled mean field stochastic partial differential equations in a variational framework. More precisely, we prove existence results for mean field limits and particle approximations, and we establish a…

Probability · Mathematics 2026-05-20 David Criens

Mean field theory is a device to analyze the collective behavior of a dynamical system comprising many interacting particles. The theory allows to reduce the behavior of the system to the properties of a handful of parameters. In neural…

Neurons and Cognition · Quantitative Biology 2022-06-10 Giancarlo La Camera

Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…

Probability · Mathematics 2019-01-18 Son L. Nguyen , George Yin , Tuan A. Hoang

Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…

Probability · Mathematics 2025-03-04 Pierre Monmarché

We investigate systems of interacting stochastic differential equations with two kinds of heterogeneity: one originating from different weights of the linkages, and one concerning their asymptotic relevance when the system becomes large. To…

Probability · Mathematics 2020-06-02 Carsten Chong , Claudia Klüppelberg

We study a one-dimensional cross-diffusion system for two interacting populations on the torus, with a fast-diffusion law with exponent $0< \alpha\le 1$ and different external potentials. For arbitrary non-negative $L^{1}$ initial data with…

Analysis of PDEs · Mathematics 2025-10-10 Charles Elbar , Filippo Santambrogio