Related papers: The Fleming-Viot Process with McKean-Vlasov Dynami…
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 present the particle method for simulating the solution to the path-dependent McKean-Vlasov equation, in which both the drift and the diffusion coefficients depend on the whole trajectory of the process up to the current time t, as well…
In this article, we study the hydrodynamic limit for a stochastic interacting particle system whose dynamics consists in a superposition of several dynamics: the exclusion rule, that dictates that no more than a particle per site with a…
We investigate the effect of a finite particle number $N$ on the violent relaxation leading to the Quasi-Stationary State (QSS) in a one-dimensional self-gravitating system. From the theoretical point of view, we demonstrate that the local…
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…
We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition. Further, the process is…
There is an extensive literature on the dynamic law of large numbers for systems of quantum particles, that is, on the derivation of an equation describing the limiting individual behavior of particles inside a large ensemble of identical…
We study the limiting behaviour of the empirical measure of a system of diffusions interacting through their ranks when the number of diffusions tends to infinity. We prove that the limiting dynamics is given by a McKean-Vlasov evolution…
We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…
We develop an Euler-type particle method for the simulation of a McKean--Vlasov equation arising from a mean-field model with positive feedback from hitting a boundary. Under assumptions on the parameters which ensure differentiable…
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…
The dynamics of a tagged particle immersed in a fluid of particles of the same size but different mass is studied when the system is confined between two hard parallel plates separated a distance smaller than twice the diameter of the…
The Vlasov-Poisson system for ions is a kinetic equation for dilute, unmagnetised plasma. It describes the evolution of the ions in a plasma under the assumption that the electrons are thermalized. Consequently, the Poisson coupling for the…
We consider the dynamics of particle systems where the particles are confined by impenetrable barriers to a bounded, possibly non-convex domain $\Omega$. When particles hit the boundary, we consider an instant change in velocity, which…
When the unconditioned process is a diffusion submitted to a space-dependent killing rate $k(\vec x)$, various conditioning constraints can be imposed for a finite time horizon $T$. We first analyze the conditioned process when one imposes…
We reformulate a general class of classical bead-spring-chain models for dilute polymeric fluids, with Hookean spring potentials, as McKean-Vlasov diffusion. This results in a coupled system of partial differential equations involving the…
We study branching diffusions in a bounded domain $D$ of $\mathbb{R}^d$ in which particles are killed upon hitting the boundary $\partial D$. It is known that any such process undergoes a phase transition when the branching rate $\beta$…
We analyse diffusion at low temperature by bringing the fluctuation-dissipation theorem (FDT) to bear on a physically natural, viscous response-function R(t). The resulting diffusion-law exhibits several distinct regimes of time and…
For a time-changed symmetric $\alpha$-stable process killed upon hitting zero, under the condition of entrance from infinity, we prove the existence and uniqueness of quasi-stationary distribution (QSD). The exponential convergence to the…
Stochastic interacting particle systems are widely used to model collective phenomena across diverse fields, including statistical physics, biology, and social dynamics. The McKean-Vlasov equation arises as the mean-field limit of such…