Related papers: The mean field Schr\"odinger problem: ergodic beha…
This article is concerned with an optimal control problem derived by mean-field forward-backward stochastic differential equation with noisy observation, where the drift coefficients of the state equation and the observation equation are…
The convergence of stochastic interacting particle systems in the mean-field limit to solutions of conservative stochastic partial differential equations is established, with optimal rate of convergence. As a second main result, a…
An active Brownian particle is a minimal model for a self-propelled colloid in a dissipative environment. Experiments and simulations show that, in the presence of boundaries and obstacles, active Brownian particle systems approach…
The active Brownian particle (ABP) model is widely used to describe the dynamics of active matter systems, such as Janus microswimmers. In particular, the analytical expression for an ABP's mean-squared-displacement (MSD) is useful as it…
We study mean-field game (MFG) problems with rough common noise, in which the representative state dynamics are governed by a controlled rough stochastic differential equation driven by an idiosyncratic Brownian motion and a deterministic…
It is well known that path probabilities of Brownian motion correspond to the equilibrium configurational probabilities of flexible Gaussian polymers, while those of active Brownian motion correspond to in-extensible semiflexible polymers.…
The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…
Fisher-KPP equation is proved to be the scaling limit of a system of Brownian particles with local interaction. Particles proliferate and die depending on the local concentration of other particles. Opposite to discrete models, controlling…
This work puts forward a novel numerical approach for solving the stochastic optimal control problem (SOCP) and the mean field control (MFC) problem using projection algorithm inspired by the stochastic maximum principle (SMP) which is also…
We study the effects of an intermittent harmonic potential of strength $\mu = \mu_0 \nu$ -- that switches on and off stochastically at a constant rate $\gamma$, on an overdamped Brownian particle with damping coefficient $\nu$. This can be…
Particle number fluctuations $N(t)$, measured in virtual observation boxes of an image or a simulation, offer a way to quantify particle dynamics when particle tracking is impractical, such as in high-density systems. While traditionally…
We develop a kinetic theory of Brownian particles with long and short range interactions. We consider both overdamped and inertial models. In the overdamped limit, the evolution of the spatial density is governed by the generalized mean…
We study the problem of mean-field control when the state dynamics are given by general systems of forward-backward stochastic differential equations (FBSDEs) with heterogeneous mean-field interactions. Firstly, we introduce a novel…
The mean field approximation becomes applicable when entanglement is sufficiently weak. We explore a nonlinear term that can be added to the Schr\"{o}dinger equation without violating unitarity of the time evolution. We find that the added…
We study optimal control for mean-field forward backward stochastic differential equations with payoff functionals of mean-field type. Sufficient and necessary optimality conditions in terms of a stochastic maximum principle are derived. As…
Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples --…
A novel unified Hamiltonian approach is proposed to solve Maxwell-Schrodinger equation for modeling the interaction between classical electromagnetic (EM) fields and particles. Based on the Hamiltonian of electromagnetics and quantum…
We study the many body Schr\"odinger evolution of weakly coupled fermions interacting through a Coulomb potential. We are interested in a joint mean field and semiclassical scaling, that emerges naturally for initially confined particles.…
This paper's aim is threefold. First, using Feynman's path approach to the derivation of theclassical Schr{\"o}dinger's equation in [6] and by introducing a slight path (or wave) dependency ofthe action, we derive a new class of equations…
Starting from a many-body classical system governed by a trace-form entropy we derive, in the stochastic quantization picture, a family of non linear and non-Hermitian Schroedinger equations describing, in the mean filed approximation, a…