Related papers: Pathwise Regularisation of Singular Interacting Pa…
We study ODEs with vector fields given by general Schwartz distributions, and we show that if we perturb such an equation by adding an "infinitely regularizing" path, then it has a unique solution and it induces an infinitely smooth flow of…
We study in this article the stochastic Zakharov-Kuznetsov equation driven by a multiplicative noise. We establish, in space dimensions two and three the global existence of martingale solutions, and in space dimension two the global…
We introduce a heterogeneous formulation of a contagious McKean-Vlasov system, whose inherent heterogeneity comes from asymmetric interactions with a natural and highly tractable structure. It is shown that this formulation characterises…
Variational inference with a factorized Gaussian posterior estimate is a widely used approach for learning parameters and hidden variables. Empirically, a regularizing effect can be observed that is poorly understood. In this work, we show…
We study the dynamics of a simple adaptive system in the presence of noise and periodic damping. The system is composed by two paths connecting a source and a sink, the dynamics is governed by equations that usually describe food search of…
This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, It\^o diffusive process is generalized by incorporating a multiplicative noise term…
For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…
We prove the well-posedness of solutions to McKean-Vlasov stochastic differential equations driven by L\'evy noise under mild assumptions where, in particular, the L\'evy measure is not required to be finite. The drift, diffusion and jump…
We prove pathwise convergence of the layerwise evolution of tokens in a finite-depth, finite-width transformer model with MultiLayer Perceptron (MLP) blocks to a continuous-time stochastic interacting particle system. We also identify the…
Populations of globally coupled identical maps subject to additive, independent noise are studied in the regimes of strong coupling. Contrary to each noisy population element, the mean field dynamics undergoes qualitative changes when the…
This paper investigates the long time dynamics of interacting particle systems subject to singular interactions. We consider a microscopic system of $N$ interacting point particles, where the time evolution of the joint distribution…
We study the McKean-Vlasov optimal control problem with common noise in various formulations, namely the strong and weak formulation, as well as the Markovian and non-Markovian formulations, and allowing for the law of the control process…
We study the collective motion of self-propelled particles affected by the spatial-dependent noise based on the Vicsek rules. Only the particles inside the special region will affected by noise. The consideration of the spatial-dependent…
In Tao 2016, the author constructs an averaged version of the deterministic three-dimensional Navier-Stokes equations (3D NSE) which experiences blow-up in finite time. In the last decades, various works have studied suitable perturbations…
Regularization is a well studied problem in the context of neural networks. It is usually used to improve the generalization performance when the number of input samples is relatively small or heavily contaminated with noise. The…
We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…
Non-equilibrium noise is characterized as noise realizations where external agitations disrupt the harmonic equilibrium of Brownian motion. Excitations in a particle's random walk into a so-called L\'evy flight changes the distribution of…
We pursue our study of integrable weak noise theories of directed polymer and interacting particle stochastic models in the 1D KPZ universality class. Here we focus on the $q$-TASEP in either continuous or discrete time. Each particle on…
We develop a formalism to describe the discrete-time dynamics of systems containing an arbitrary number of interacting species. The individual-based model, which forms our starting point, is described by a Markov chain, which in the limit…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…