Related papers: Quantitative particle approximation of nonlinear F…
We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…
We study McKean-Vlasov SDEs with interaction kernels in $\tt W^{-\dd,k},$ the local negative Sobolev space on $\R^d$ with indexes $\dd \in [0,\infty)$ and $k\in [1,\infty].$ We derive the local well-posedness for any singular indexes…
We complement previous studies of an ion coupled with an optical cavity in the dispersive regime, for a model which exhibits bistability of different configurations in the semiclassical description. Our approach is based on a truncated…
We prove optimal convergence results of a stochastic particle method for computing the classical solution of a multivariate McKean-Vlasov equation, when the measure variable is in the drift, following the classical approach of [BT97,…
In a system of noisy self-propelled particles with interactions that favor directional alignment, collective motion will appear if the density of particles increases beyond a certain threshold. In this paper, we argue that such a threshold…
This article deals with the convergence of finite volume scheme (FVS) for solving coagulation and multiple fragmentation equations having locally bounded coagulation kernel but singularity near the origin due to fragmentation rates. Thanks…
This paper proves that, under a monotonicity condition, the invariant probability measure of a McKean--Vlasov process can be approximated by weighted empirical measures of some processes including itself. These processes are described by…
We study a nonlocal approximation of the Fokker-Planck equation in which we can estimate the speed of convergence to equilibrium in a way which does not degenerate as we approach the local limit of the equation. This uniform estimate cannot…
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…
We associate a coupled nonlinear Fokker-Planck equation on $\R^d$, i.e. with solution paths in $\scr P$, to a linear Fokker-Planck equation for probability measures on the product space $\R^d\times \scr P$, i.e. with solution paths in $\scr…
A class of nonlinear Fokker-Planck equations with superlinear drift is investigated in the $L^1$-supercritical regime, which exhibits a finite critical mass. The equations have a formal Wasserstein-like gradient-flow structure with a convex…
We derive a class of multi-species aggregation-diffusion systems from stochastic interacting particle systems via relative entropy method with quantitative bounds. We show an algebraic $L^1$-convergence result using moderately interacting…
We study a sequential system of interacting diffusions in which particle $i$ interacts only with its predecessors through the empirical measure $\mu_t^{i-1}$, yielding a directed, non-exchangeable mean-field approximation of a…
Inspired by a PDE-ODE system of aggregation developed in the biomathematical literature, an interacting particle system representing aggregation at the level of individuals is investigated. It is proved that the empirical density of the…
We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…
In this paper, we consider the problem of joint parameter estimation for drift and diffusion coefficients of a stochastic McKean-Vlasov equation and for the associated system of interacting particles. The analysis is provided in a general…
We study the solution of the two-temperatures Fokker-Planck equation and rigorously analyse its convergence towards an explicit non-equilibrium stationary measure for long time and two widely separated time scales. The exponential rates of…
Chemotaxis models describe the movement of organisms in response to chemical gradients. In this paper, we present a stochastic interacting particle-field algorithm with a random batch approximation (SIPF-$r$) for the three-dimensional (3D)…
This paper focuses on recent works on McKean-Vlasov stochastic differential equations (SDEs) involving singular coefficients. After recalling the classical framework, we review existing recent literature depending on the type of…
This paper presents a partial state of the art about the topic of representation of generalized Fokker-Planck Partial Differential Equations (PDEs) by solutions of McKean Feynman-Kac Equations (MFKEs) that generalize the notion of McKean…