Related papers: The mean field Schr\"odinger problem: ergodic beha…
This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…
We explore the effect of asymmetry in the thermodynamic response (work done) of an overdamped Brownian system driven by a time-periodic field when the particle is confined inside a bilobal irregular structure. The spatial irregularity of…
The stochastic motion of particles in living cells is often spatially inhomogeneous with a higher effective diffusivity in a region close to the cell boundary due to active transport along actin filaments. As a first step to understand the…
A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…
In this paper we consider mean-field optimal control problems with selective action of the control, where the constraint is a continuity equation involving a non-local term and diffusion. First order optimality conditions are formally…
Several important learning tasks can be formulated as minimizing an entropy-regularized objective over an appropriate space of probability distributions. Mean-field Langevin dynamics (MFLD) facilitate computation in this general context,…
We propose and study a system of Schr\"odinger's problems and functional equations in probability theory. More precisely, we consider a system of variational problems of relative entropies for probability measures on a Euclidean space with…
We study the Schr\"odinger equation driven by a weak Brownian forcing, and derive Gaussian fluctuations in the form of a time-inhomogeneous Ornstein-Uhlenbeck process. As a result, when evaluated at a fixed frequency, the intensity of the…
We derive an effective equation for the dynamics of many identical bosons in dimension one in the presence of a tiny impurity. The interaction between every pair of bosons is mediated by the impurity through a positive three-body potential.…
Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…
Motivated by recent interest in graphon mean field games and their applications, this paper provides a comprehensive probabilistic analysis of graphon mean field control (GMFC) problems, where the controlled dynamics are governed by a…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
The Schr\"odinger functional (SF) is a powerful and widely used tool for the treatment of a variety of problems in renormalization and related areas. Albeit offering many conceptual advantages, one major downside of the SF scheme is the…
In this paper, we investigate gradient estimate of the Poisson equation and the exponential convergence in the Wasserstein metric $W_{1,d_{l^1}}$, uniform in the number of particles, and uniform-in-time propagation of chaos for the…
It is a crucial challenge to reconstruct population dynamics using unlabeled samples from distributions at coarse time intervals. Recent approaches such as flow-based models or Schr\"odinger Bridge (SB) models have demonstrated appealing…
For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…
Brownian Dynamics simulations are an important tool for modeling the dynamics of soft matter. However, accurate and rapid computations of the hydrodynamic interactions between suspended, microscopic components in a soft material is a…
The Lambert problem originated in orbital mechanics. It concerns with determining the initial velocity for a boundary value problem involving the dynamical constraint due to gravitational potential with additional time horizon and endpoint…
We study the existence of strong solutions for mean-field forward-backward stochastic differential equations (FBSDEs) with measurable coefficients and their implication on the Nash equilibrium of a multi-population mean-field game. More…
We investigate a general class of models for swarming/self-collective behaviour in domains with boundaries. The model is expressed as a stochastic system of interacting particles subject to both reflecting boundary condition and common…