Related papers: Quantitative particle approximation of nonlinear F…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
Fokker-Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment…
In this work we show the strong convergence of propagation of chaos for the particle approximation of McKean-Vlasov SDEs with singular $L^p$-interactions as well as for the moderate interaction particle systems on the level of particle…
We introduce and analyse a continuum model for an interacting particle system of Vicsek type. The model is given by a non-linear kinetic partial differential equation (PDE) describing the time-evolution of the density $f_t$, in the single…
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.…
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…
In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…
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.…
Fokker-Planck equations represent a suitable description of the finite-time behavior for a large class of particle systems as the size of the population tends to infinity. Recently, the theory of graph limits has been introduced in the…
This paper is devoted to the problem of approximating non-linear Stochastic Partial Differential Equations (SPDEs) via interacting particle systems. In particular, we consider the Stochastic McKean-Vlasov equation, which is the…
In this paper we establish the local and global well-posedness of weak and strong solutions to second order fractional mean-field SDEs with singular/distribution interaction kernels and measure initial value, where the kernel can be Newton…
The well-posedness and regularity properties of diffusion-aggregation equations, emerging from interacting particle systems, are established on the whole space for bounded interaction force kernels by utilizing a compactness convergence…
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…
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…
We study the long time behaviour of the kinetic Fokker-Planck equation with mean field interaction, whose limit is often called Vlasov-Fkker-Planck equation. We prove a uniform (in the number of particles) exponential convergence to…
We study the well-posedness, steady states and long time behavior of solutions to Vlasov-Fokker-Planck equation with external confinement potential and nonlinear self-consistent interactions. Our analysis introduces newly characterized…
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…
Bayesian inference can be embedded into an appropriately defined dynamics in the space of probability measures. In this paper, we take Brownian motion and its associated Fokker--Planck equation as a starting point for such embeddings and…
In this work, we prove the well--posedness of a singularly interacting stochastic particle system and we establish propagation of chaos result towards the one-dimensional parabolic-parabolic Keller-Segel model.