Related papers: The mean field Schr\"odinger problem: ergodic beha…
We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in which each particle is driven by a vanishing independent…
We develop a statistical field theory that describes the large-N limit of a system of Brownian particles with quenched random pairwise interactions on a compact two-dimensional Riemannian manifold. The resulting Frustrated Fields (F2) model…
We derive new limit theorems for Brownian motion, which can be seen as non-exponential analogues of the large deviation theorems of Sanov and Schilder in their Laplace principle forms. As a first application, we obtain novel scaling limits…
We introduce a versatile method to compute electronic steady state properties of strongly correlated extended quantum systems out of equilibrium. The approach is based on dynamical mean-field theory (DMFT), in which the original system is…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
Probabilistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for the…
We study interacting particle systems of Kuramoto-type. Our focus is on the dynamical relation between the partial differential equation (PDE) arising in the continuum limit (CL) and the one obtained in the mean-field limit (MFL). Both…
A mean-field selective optimal control problem of multipopulation dynamics via transient leadership is considered. The agents in the system are described by their spatial position and their probability of belonging to a certain population.…
The nonequilibrium dynamics of quantum fields is studied in inflationary cosmology, with particular emphasis on applications to the problem of post-inflation reheating. The Schwinger-Keldysh closed-time-path (CTP) formalism is utilized…
Understanding complex systems by inferring trajectories from sparse sample snapshots is a fundamental challenge in a wide range of domains, e.g., single-cell biology, meteorology, and economics. Despite advancements in Bridge and Flow…
As a result of the competition between self-propulsion and excluded volume interactions, purely repulsive self-propelled spherical particles undergo a motility-induced phase separation (MIPS). We carry out a systematic computational study,…
The mean field limit for systems of many fermions is naturally coupled with a semiclassical limit. This makes the analysis of the mean field regime much more involved, compared with bosonic systems. In this paper, we study the dynamics of…
Generalized Schr\"odinger Bridges (GSBs) are a fundamental mathematical framework used to analyze the most likely particle evolution based on the principle of least action including kinetic and potential energy. In parallel to their…
We determine the long time behavior and the exact order of the tail probability for the maximal displacement of a branching Brownian motion in Euclidean space in terms of the principal eigenvalue of the associated Schr\"odinger type…
We study a coupled system of controlled stochastic differential equations (SDEs) driven by a Brownian motion and a compensated Poisson random measure, consisting of a forward SDE in the unknown process $X(t)$ and a \emph{predictive…
We consider the dynamics of a charged inertial active Ornstein-Uhlenbeck particle in a viscoelastic suspension under the action of an uniform magnetic field. With the help of both numerical simulation and analytical framework, we exactly…
It was recently shown that Newtonian dynamics of macroscopic particles can be derived from unitary Schr\"odinger evolution under an assumption on the system-environment interaction, namely that the interaction Hamiltonian effectively…
In this paper we consider the filtering problem associated to partially observed McKean-Vlasov stochastic differential equations (SDEs). The model consists of data that are observed at regular and discrete times and the objective is to…
In 1931/32, Schroedinger studied a hot gas Gedankenexperiment, an instance of large deviations of the empirical distribution and an early example of the so-called maximum entropy inference method. This so-called Schroedinger bridge problem…
The subject of this work has its roots in the so called Schroedginer Bridge Problem (SBP) which asks for the most likely distribution of Brownian particles in their passage between observed empirical marginal distributions at two distinct…