Related papers: A note on Fokker-Planck equations and graphons
Linear quadratic graphon field games (LQ-GFGs) are defined to be LQ games which involve a large number of agents that are weakly coupled via a weighted undirected graph on which each node represents an agent. The links of the graph…
We review some properties of the stationary states of the Fokker - Planck equation for N interacting particles within a mean field approximation, which yields a non-linear integrodifferential equation for the particle density. Analytical…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
In a recent paper, Caron and Fox suggest a probabilistic model for sparse graphs which are exchangeable when associating each vertex with a time parameter in $\mathbb{R}_+$. Here we show that by generalizing the classical definition of…
We discuss the system of Fokker-Planck and Hamilton-Jacobi-Bellman equations arising from the finite horizon control of McKean-Vlasov dynamics. We give examples of existence and uniqueness results. Finally, we propose some simple models for…
Finite-size fluctuations in coevolutionary dynamics arise in models of biological as well as of social and economic systems. This brief tutorial review surveys a systematic approach starting from a stochastic process discrete both in time…
In this paper we discuss the connections between a Vlasov-Fokker-Planck equation and an underlying microscopic particle system, and we interpret those connections in the context of the GENERIC framework (\"Ottinger 2005). This…
We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion…
The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adaptive behavior in that its transmission rate along its route…
A Fokker-Planck model for the interaction of fast ions with the thermal electrons in a quasi-neutral plasma is developed. When the fast ion population has a net flux (i.e. the distribution of the fast ions is anisotropic in velocity space)…
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…
We consider interacting particle dynamics with Vicsek type interactions, and their macroscopic PDE limit, in the non-mean-field regime; that is, we consider the case in which each particle/agent in the system interacts only with a…
In this article we study a system of $N$ particles, each of them being defined by the couple of a position (in $\mathbb{R}^d$) and a so-called orientation which is an element of a compact Riemannian manifold. This orientation can be seen as…
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…
Fluctuations play a critical role in cosmology. They are relevant across a range of phenomena from the dynamics of inflation to the formation of structure. In many cases, these fluctuations are coarse grained and follow a Gaussian…
This paper studies the convergence rate of the Euler-Maruyama scheme for systems of interacting particles used to approximate solutions of nonlinear Fokker-Planck equations with singular interaction kernels, such as the Keller-Segel model.…
It is argued that quantum propagation of D-particles in the limit \alpha'-> 0 can represent the "joining-splitting" processes of Feynman graphs of a certain field theory in the light-cone frame. So basically it provides the possibility to…
Graph convolutional networks (GCNs) are a widely used method for graph representation learning. We investigate the power of GCNs, as a function of their number of layers, to distinguish between different random graph models on the basis of…
We study the spectral aspects of the graph limit theory. We give a description of graphon convergence in terms of converegnce of eigenvalues and eigenspaces. Along these lines we prove a spectral version of the strong regularity lemma.…
Understanding quantum many-body systems with long-range or infinite-range interactions is of relevance across a broad set of physical disciplines, including quantum optics, nuclear magnetic resonance and nuclear physics. From a theoretical…