Related papers: Weakly interacting oscillators on dense random gra…
In this paper, we analyse the rate of convergence of a system of $N$ interacting particles with mean-field rank based interaction in the drift coefficient and constant diffusion coefficient. We first adapt arguments by Kolli and Shkolnikhov…
In this paper we consider a large system of Bosons or Fermions. We start with an initial datum which is compatible with the Bose-Einstein, respectively Fermi-Dirac, statistics. We let the system of interacting particles evolve in a…
In this article we study the convergence of a stochastic particle system that interacts through threshold hitting times towards a novel equation of McKean-Vlasov type. The particle system is motivated by an original model for the behavior…
We consider a nonlocal evolution equation representing the continuum limit of a large ensemble of interacting particles on graphs forced by noise. The two principle ingredients of the continuum model are a nonlocal term and Q-Wiener process…
Interacting particles on graphs are routinely used to study magnetic behaviour in physics, disease spread in epidemiology, and opinion dynamics in social sciences. The literature on mean-field approximations of such systems for large graphs…
We construct an importance sampling method for computing statistics related to rare events for weakly interacting diffusions. Standard Monte Carlo methods behave exponentially poorly with the number of particles in the system for such…
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…
A sequence of graphs with diverging number of nodes is a dense graph sequence if the number of edges grows approximately as for complete graphs. To each such sequence a function, called graphon, can be associated, which contains information…
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…
In this work we study the dynamics of systems composed of numerous interacting elements interconnected through a random weighted directed graph, such as models of random neural networks. We develop an original theoretical approach based on…
We associate to a graphon $\gamma$ the sequence of $W$-random graphs $(G_n(\gamma))_{n \geq 1}$. We say that the graphon is singular if, for any finite graph $F$, the homomorphism density $t(F,G_n(\gamma))$ has a variance of order…
Most of the published articles on random motions have been devoted to the study of the telegraph process or its generalizations that describe the random motion in $R^n$ of a single particle in a Markov or semi-Markov medium. However, up to…
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…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
The theory of graphons comes with a natural sampling procedure, which results in an inhomogeneous variant of the Erd\H{o}s--R\'enyi random graph, called $W$-random graphs. We prove, via the method of moments, a limit theorem for the number…
We derive the exchange-driven growth (EDG) equations as the mean-field limit of interacting particle systems on the complete graph. Extending previous work, we consider symmetric exchange kernels $c(k, l) = c(l, k)$ satisfying super-linear…
We consider large systems of particles interacting through rough but bounded interaction kernels. We are able to control the relative entropy between the $N$-particle distribution and the expected limit which solves the corresponding Vlasov…
We investigate the nonlinear interaction between a relativistically strong laser beam and a plasma in the quantum regime. The collective behavior of the electrons is modeled by a Klein-Gordon equation, which is nonlinearly coupled with the…
We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which we observe multiple independent trajectories of the…