Related papers: Nonparametric estimation for interacting particle …
Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…
We study the global existence and uniqueness of weak solutions to kinetic Kolmogorov-Vicsek models that can be considered a non-local non-linear Fokker-Planck type equation describing the dynamics of individuals with orientational…
We study particle systems with singular pairwise interactions and non-vanishing diffusion in the mean-field scaling. A classical approach to describing corrections to mean-field behavior is through the analysis of correlation functions. For…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
We study the convergence of an $N$-particle Markovian controlled system to the solution of a family of stochastic McKean-Vlasov control problems, either with a finite horizon or Schr\"odinger type cost functional. Specifically, under…
This contribution presents a derivation of the steady-state distribution of velocities and distances of vehicles in freeway traffic which has been suggested for the evaluation of interaction potentials among vehicles (see preprint…
We study the mean-field limit of the Atlas model and its connection to SDEs with dependence on the distribution of hitting and local times. The Atlas model describes a system of Brownian particles on the real line, where only the lowest…
We establish an algebraic rate of convergence in the large number of players limit of the value functions of N-particle stochastic control problems towards the value function of the corresponding McKean-Vlasov problem also known as mean…
We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…
A Collision-Avoiding flocking particle system proposed in [8] is studied in this paper. The global wellposedness of its corresponding Vlasov-type kinetic equation is proved. As a corollary of the global stability result, the mean field…
In this paper, we investigate the data-driven identification of asymmetric interaction kernels in the Motsch-Tadmor model based on observed trajectory data. The model under consideration is governed by a class of semilinear evolution…
In this paper, we consider nonlinear diffusion processes driven by space-time white noises, which have an interpretation in terms of partial differential equations. For a specific choice of coefficients, they correspond to the Landau…
We study nonparametric density estimation in non-stationary drift settings. Given a sequence of independent samples taken from a distribution that gradually changes in time, the goal is to compute the best estimate for the current…
This paper presents new analytical results for a class of nonlinear parabolic systems of partial different equations with small cross-diffusion which describe the macroscopic dynamics of a variety of large systems of interacting particles.…
We consider the macroscopic model derived by Degond and Motsch from a time-continuous version of the Vicsek model, describing the interaction orientation in a large number of self-propelled particles. In this article, we study the influence…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
We review recent work on feedback control of one-dimensional colloidal systems, both with instantaneous feedback and with time delay. The feedback schemes are based on measurement of the average particle position, a natural control target…
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…
This paper concerns an optimal control problem $(P)$ related to a nonlinear Fokker-Planck equation. The problem is deeply related to a stochastic optimal control problem $(P_S)$ for a McKean-Vlasov equation. The existence of an optimal…
We derive quantitative estimates proving the conditional propagation of chaos for large stochastic systems of interacting particles subject to both idiosyncratic and common noise. We obtain explicit bounds on the relative entropy between…