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Related papers: On the diffusive-mean field limit for weakly inter…

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In this paper we study the combined mean field and homogenization limits for a system of weakly interacting diffusions moving in a two-scale, locally periodic confining potential, of the form considered in~\cite{DuncanPavliotis2016}. We…

Statistical Mechanics · Physics 2018-01-17 S. N. Gomes , G. A. Pavliotis

In this article, we study the mean field limit of weakly interacting diffusions for confining and interaction potentials that are not necessarily convex. We explore the relationship between the large $N$ limit of the constant in the…

The mean-field limit in a weakly interacting stochastic many-particle system for multiple population species in the whole space is proved. The limiting system consists of cross-diffusion equations, modeling the segregation of populations.…

Analysis of PDEs · Mathematics 2019-09-04 Li Chen , Esther S. Daus , Ansgar Jüngel

This paper studies the clustering behavior of weakly interacting diffusions under the influence of sufficiently localized attractive interaction potentials on the one-dimensional torus. We describe how this clustering behavior is closely…

Analysis of PDEs · Mathematics 2026-03-18 Nicolai Gerber , Rishabh S. Gvalani , Martin Hairer , Grigorios A. Pavliotis , André Schlichting

We consider weakly interacting diffusions on the torus, for multichromatic interaction potentials. We consider interaction potentials that are not H-stable, leading to phase transitions in the mean field limit. We show that the mean field…

Mathematical Physics · Physics 2025-03-18 Benedetta Bertoli , Benjamin D. Goddard , Grigorios A. Pavliotis

We develop a finite temperature mean field theory in the path integral picture for an extremely dilute system of interacting Fermions in a plane. In the limit of short ranged interactions, the system is shown to undergo a phase transition…

Strongly Correlated Electrons · Physics 2007-05-23 A. Agarwal , S. G. Rajeev

Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in $\mathbf {R}^m$ in the presence of a random environment and…

Probability · Mathematics 2014-07-03 Eric Luçon , Wilhelm Stannat

The mean-field limit of interacting diffusions without exchangeability, caused by weighted interactions and non-i.i.d. initial values, are investigated. The weights could be signed and unbounded. The result applies to a large class of…

Probability · Mathematics 2026-01-19 Zhenfu Wang , Xianliang Zhao , Rongchan Zhu

We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…

Probability · Mathematics 2021-01-12 Zhen-Qing Chen , Wai-Tong Louis Fan

Population cross-diffusion systems of Shigesada-Kawasaki-Teramoto type are derived in a mean-field-type limit from stochastic, moderately interacting many-particle systems for multiple population species in the whole space. The diffusion…

Analysis of PDEs · Mathematics 2021-10-13 Li Chen , Esther S. Daus , Alexandra Holzinger , Ansgar Jüngel

We consider a system of hierarchical interacting spins under dynamics of spin-flip type with a ferromagnetic mean field interaction, scaling with the hierarchical distance, coupled with a system of linearly interacting hierarchical…

Probability · Mathematics 2019-10-31 Paolo Dai Pra , Marco Formentin , Guglielmo Pelino

Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…

Statistical Mechanics · Physics 2015-08-12 Salete Pianegonda , Carlos E. Fiore

A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…

Mathematical Physics · Physics 2007-05-23 Paul Doukhan , Gabriel Lang , Sana Louhichi , Bernard Ycart

We study the dynamics of a spin-flip model with a mean field interaction. The system is non reversible, spacially inhomogeneous, and it is designed to model social interactions. We obtain the limiting behavior of the empirical averages in…

Probability · Mathematics 2015-05-14 Francesca Collet , Paolo Dai Pra , Elena Sartori

The Gibbs state is widely taken to be the equilibrium state of a system in contact with an environment at temperature $T$. However, non-negligible interactions between system and environment can give rise to an altered state. Here we derive…

Quantum Physics · Physics 2021-12-28 J. D. Cresser , J. Anders

We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…

Dynamical Systems · Mathematics 2016-08-25 Georg A. Gottwald , Ian Melbourne

Synchronization transition in oscillatory networks manifests itself as the appearance of a periodic global mode. While perfect in the thermodynamic limit, this mode fluctuates for finite ensembles. We characterize the coherence of this mode…

Chaotic Dynamics · Physics 2026-01-12 A. Pikovsky , F. Bagnoli , S. Iubini

We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…

Probability · Mathematics 2025-10-23 Jaroslav I. Borodavka , Sebastian Krumscheid

A pathwise large deviation principle in the Wasserstein topology and a pathwise central limit theorem are proved for the empirical measure of a mean-field system of interacting diffusions. The coefficients are path-dependent. The framework…

Probability · Mathematics 2024-10-10 Louis-Pierre Chaintron

We study the diffusive limit approximation for a nonlinear radiative heat transfer system that arises in the modeling of glass cooling, greenhouse effects and in astrophysics. The model is considered with the reflective radiative boundary…

Analysis of PDEs · Mathematics 2021-10-12 Mohamed Ghattassi , Xiaokai Huo , Nader Masmoudi
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