Related papers: Rigorous mean-field limit and cross diffusion
The mean-field analysis of a multi-population agent-based model is performed. The model couples a particle dynamics driven by a nonlocal velocity with a Markow-type jump process on the probability that each agent has of belonging to a given…
We investigate the mean-field limit for interacting particle systems through a duality-based framework and obtain quantitative estimates on the convergence of marginals as well as on correlation functions. In particular, for merely…
We consider a mean-field system of path-dependent stochastic interacting diffusions in random media over a finite time window. The interaction term is given as a function of the empirical measure and is allowed to be non-linear and path…
Modeling heterogeneous and multi-lane traffic flow is essential for understanding and controlling complex transportation systems. In this work, we consider three vehicle populations: two classes of human-driven vehicles (cars and trucks)…
The propagation of chaos property for a system of interacting particles, describing the spatial evolution of a network of interacting filaments is studied. The creation of a network of mycelium is analyzed as representative case, and the…
The influence of crowding on the diffusion of tagged particles in a dense medium is investigated in the framework of a mean-field model, derived in the continuum limit from a microscopic stochastic process with exclusion. The probability…
We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…
This paper studies a class of partial information linear-quadratic mean-field game problems. A general stochastic large-population system is considered, where the diffusion term of the dynamic of each agent can depend on the state and…
We formulate and compute a class of mean-field information dynamics for reaction-diffusion equations. Given a class of nonlinear reaction-diffusion equations and entropy type Lyapunov functionals, we study their gradient flows formulations…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
In this paper we derive a two dimensional spray model with gyroscopic effects as the mean-field limit of a system modeling the interaction between an incompressible fluid and a finite number of solid particles. This spray model has been…
When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…
The large-population system consists of considerable small agents whose individual behavior and mass effect are interrelated via their state-average. The mean-field game provides an efficient way to get the decentralized strategies of…
The aim of the paper is to establish a large deviation principle (LDP) for the empirical measure of mean-field interacting diffusions in a random environment. The point is to derive such a result once the environment has been frozen…
Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…
Consider the class of Ensemble Square Root filtering algorithms for the numerical approximation of the posterior distribution of nonlinear Markovian signals partially observed with linear observations corrupted with independent measurement…
We study the existence and the exponential ergodicity of a general interacting particle system, whose components are driven by independent diffusion processes with values in an open subset of $\mathds{R}^d$, $d\geq 1$. The interaction…
An asymptotic limit of a class of Cahn-Hilliard systems is investigated to obtain a general nonlinear diffusion equation. The target diffusion equation may reproduce a number of well-known model equations: Stefan problem, porous media…
We consider interacting agent systems with a large number of stochastic agents (or particles) influenced by a fixed number of external stochastic lead agents. Such examples arise, for example in models of opinion dynamics, where a small…
Phase transitions of reaction-diffusion systems with site occupation restriction and with particle creation that requires n>1 parents and where explicit diffusion of single particles (A) exists are reviewed. Arguments based on mean-field…