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In this work, we study the convergence of the empirical measure of moderately interacting particle systems with singular interaction kernels. First, we prove quantitative convergence of the time marginals of the empirical measure of…

Probability · Mathematics 2021-12-22 Christian Olivera , Alexandre Richard , Milica Tomasevic

The Keller--Segel PDE is a model for chemotaxis known to exhibit possible finite-time blow-up. Following a seminal work by Tello and Winkler, a logistic damping term is added in this PDE and local well-posedness of mild solutions is proven.…

Probability · Mathematics 2025-12-24 Thomas Cavallazzi , Alexandre Richard , Milica Tomasevic

This paper studies the convergence rate of the Euler-Maruyama scheme for systems of interacting particles used to approximate solutions of nonlinear Fokker-Planck equations with singular interaction kernels, such as the Keller-Segel model.…

Probability · Mathematics 2025-04-09 Nicoleta Cazacu

The Keller-Segel partial differential equation is a two-dimensional model for chemotaxis. When the total mass of the initial density is one, it is known to exhibit blow-up in finite time as soon as the sensitivity $\chi$ of bacteria to the…

Probability · Mathematics 2015-07-07 Nicolas Fournier , Benjamin Jourdain

This work focuses on the mean field stochastic partial differential equations with nonlinear kernels. We first prove the existence and uniqueness of strong and weak solutions for mean field stochastic partial differential equations in the…

Probability · Mathematics 2025-08-19 Wei Hong , Shihu Li , Wei Liu

In this work, we study a stochastic system of N particles associated with the parabolic-parabolic Keller-Segel system. This particle system is singular and non Markovian in that its drift term depends on the past of the particles. When the…

Probability · Mathematics 2023-05-24 Nicolas Fournier , Milica Tomasevic

We consider a nonlocal approximation of the quadratic porous medium equation where the pressure is given by a convolution with a mollification kernel. It is known that when the kernel concentrates around the origin, the nonlocal equation…

Analysis of PDEs · Mathematics 2025-05-13 José A. Carrillo , Charles Elbar , Stefano Fronzoni , Jakub Skrzeczkowski

We study a stochastic particle system with a logarithmically-singular inter-particle interaction potential which allows for inelastic particle collisions. We relate the squared Bessel process to the evolution of localized clusters of…

Probability · Mathematics 2017-10-04 Gleb Zhelezov , Ibrahim Fatkullin

We derive quantitative estimates for large stochastic systems of interacting particles perturbed by both idiosyncratic and environmental noises, as well as singular kernels. We prove that the (mollified) empirical process converges to the…

Probability · Mathematics 2024-12-20 Josué Knorst , Christian Olivera , Alexandre B. de Souza

We show the weak convergence, up to extraction of a subsequence, of the empirical measure for the Keller-Segel system of particles in both subcritical and critical cases, for general initial conditions. This particle system consists of $N$…

Probability · Mathematics 2023-10-10 Yoan Tardy

We consider moderately interacting particle systems with singular interaction kernel and environmental noise. It is shown that the mollified empirical measures converge in strong norms to the unique (local) solutions of nonlinear…

Probability · Mathematics 2023-05-05 Shuchen Guo , Dejun Luo

We study a system of interacting diffusions that models chemotaxis of biological cells or microorganisms (referred to as particles) in a chemical field that is dynamically modified through the collective contributions from the particles.…

Probability · Mathematics 2019-05-01 Amarjit Budhiraja , Wai-Tong Louis Fan

In this paper, we consider particle systems with interaction and Brownian motion. We prove that when the initial data is from the sampling of Chorin's method, i.e., the initial vertices are on lattice points $hi\in \mathbb{R}^d$ with mass…

Probability · Mathematics 2015-12-02 Jian-Guo Liu , Yuan Zhang

We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…

Statistics Theory · Mathematics 2020-07-31 Fei Lu , Mauro Maggioni , Sui Tang

We consider first-order conservative systems of particles with binary Coulomb interactions in the mean-field scaling regime in dimensions $d\geq 3$. We show that if at some time, the associated sequence of empirical measures converges in a…

Analysis of PDEs · Mathematics 2020-10-21 Matthew Rosenzweig

In this work we firstly prove the well-posedness of the non-linear martingale problem related to a McKean-Vlasov stochastic differential equation with singular interaction kernel in $\mathbb{R}^d$ for $d\geq 3$. The particularity of our…

Probability · Mathematics 2022-09-23 Milica Tomašević , Guillaume Woessner

This paper studies convergence of empirical measures smoothed by a Gaussian kernel. Specifically, consider approximating $P\ast\mathcal{N}_\sigma$, for $\mathcal{N}_\sigma\triangleq\mathcal{N}(0,\sigma^2 \mathrm{I}_d)$, by…

Statistics Theory · Mathematics 2020-05-04 Ziv Goldfeld , Kristjan Greenewald , Yury Polyanskiy , Jonathan Weed

In this paper we analyze a stochastic interpretation of the one-dimensional parabolic-parabolic Keller-Segel system without cut-off. It involves an original type of McKean-Vlasov interaction kernel. At the particle level, each particle…

Probability · Mathematics 2018-09-07 Denis Talay , Milica Tomasevic

This paper presents a finite-dimensional approximation for a class of partial differential equations on the space of probability measures. These equations are satisfied in the sense of viscosity solutions. The main result states the…

Probability · Mathematics 2024-07-24 Mehdi Talbi

Building on the well-posedness of the backward Kolmogorov partial differential equation in the Wasserstein space, we analyze the strong and weak convergence rates for approximating the unique solution of a class of McKean-Vlasov stochastic…

Probability · Mathematics 2025-03-31 Noufel Frikha , Xuanye Song
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