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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 main focus of this article is the study of ergodicity of Interacting Particle Systems (IPS). We present a simple lemma showing that scaling time is equivalent to taking the convex combination of the transition matrix of the IPS with the…

Probability · Mathematics 2024-07-09 Maciej Głuchowski , Georg Menz

We analyze the macroscopic behavior of multi-populations randomly connected neural networks with interaction delays. Similar to cases occurring in spin glasses, we show that the sequences of empirical measures satisfy a large deviation…

Mathematical Physics · Physics 2015-06-15 Tanguy Cabana , Jonathan Touboul

We consider particle systems with mean-field interactions whose distribution is invariant by translations. Under the assumption that the system seen from its centre of mass be reversible with respect to a Gibbs measure, we establish large…

Probability · Mathematics 2019-04-25 Julien Reygner

We prove the convergence of $ \nN $-particle systems of Brownian particles with logarithmic interaction potentials onto a system described by the infinite-dimensional stochastic differential equation (ISDE). % For this proof we present two…

Probability · Mathematics 2017-06-14 Yosuke Kawamoto , Hirofumi Osada

We consider a system of non-interacting Brownian particles on a line with a step-like initial condition, and we investigate the behavior of the local time at the origin at large times. We compute the mean and the variance of the local time,…

Statistical Mechanics · Physics 2023-12-11 Ivan N. Burenev , Satya N. Majumdar , Alberto Rosso

We consider a quantum system S interacting sequentially with independent systems E_m, m=1,2,... Before interacting, each E_m is in a possibly random state, and each interaction is characterized by an interaction time and an interaction…

Mathematical Physics · Physics 2009-11-13 Laurent Bruneau , Alain Joye , Marco Merkli

We examine the physical manifestations of exceptional points and passage times in a two-level system which is subjected to quantum measurements and which admits a non-Hermitian description. Using an effective Hamiltonian acting in the…

Quantum Physics · Physics 2015-06-12 A. Thilagam

We consider the problem of measurement using the Lindblad equation, which allows the introduction of time in the interaction between the measured system and the measurement apparatus. We use analytic results, valid for weak…

The Random Batch Method proposed in our previous work [Jin et al., J. Comput. Phys., 400(1), 2020] is not only a numerical method for interacting particle systems and its mean-field limit, but also can be viewed as a model of particle…

Probability · Mathematics 2020-11-24 Shi Jin , Lei Li

We analyze Landauer's principle for repeated interaction systems consisting of a reference quantum system $\mathcal{S}$ in contact with an environment $\mathcal{E}$ which is a chain of independent quantum probes. The system $\mathcal{S}$…

Mathematical Physics · Physics 2019-01-29 Eric P. Hanson , Alain Joye , Yan Pautrat , Renaud Raquépas

We study stochastic optimal control problems for (possibly degenerate) McKean-Vlasov controlled diffusions and obtain discrete-time as well as finite interacting particle approximations. (i) Under mild assumptions, we first prove the…

Optimization and Control · Mathematics 2025-10-27 Somnath Pradhan , Serdar Yuksel

Considering a general microscopic model for a quantum measuring apparatus comprising a quantum probe coupled to a thermal bath, we analyze the energetic resources necessary for the realization of a quantum measurement, which includes the…

Quantum Physics · Physics 2025-01-29 Camille L Latune , Cyril Elouard

Estimating global properties of many-body quantum systems such as entropy or bipartite entanglement is a notoriously difficult task, typically requiring a number of measurements or classical post-processing resources growing exponentially…

This paper studies the Gibbs measure of an interacting particle system with a general interaction kernel at various temperature regimes. We are particularly interested in fine features of the convergence to the mean-field density as the…

Probability · Mathematics 2025-06-17 David Padilla-Garza

In a recent study, the finite-time ($t$) and -population size ($N_c$) scalings in the evaluation of a large deviation function (LDF) estimator were analyzed by means of the cloning algorithm. These scalings provide valuable information…

Statistical Mechanics · Physics 2018-08-30 Esteban Guevara Hidalgo

Fluctuations may govern the fate of an interacting particle system even on the mean-field level. This is demonstrated via a three species cyclic trapping reaction with a large, yet finite number of particles, where the final number of…

Statistical Mechanics · Physics 2007-05-23 E. Ben-Naim , P. L. Krapivsky

We investigate the applicability of machine learning techniques in studying the finite-size effects associated with many-body physics. These techniques have an emerging presence in many-body theory as they have been used for interpolations,…

Nuclear Theory · Physics 2021-11-08 Nawar Ismail , Alexandros Gezerlis

We consider extended slow-fast systems of N interacting diffusions. The typical behavior of the empirical density is described by a nonlinear McKean-Vlasov equation depending on , the scaling parameter separating the time scale of the slow…

Analysis of PDEs · Mathematics 2021-08-09 Julien Barré , Cedric Bernardin , Raphaël Chétrite , Yash Chopra , Mauro Mariani

We give a new proof of the large deviation principle from the hydrodynamic limit for the Ginzberg-Landau model studied in Donsker and Varadhan (1989) using techniques from the theory of stochastic control and weak convergence methods. The…

Probability · Mathematics 2018-03-28 Sayan Banerjee , Amarjit Budhiraja , Michael Perlmutter
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