Related papers: Mean-field limit for particle systems with topolog…
In this paper, we study the hydrodynamic limit of the scaled Vlasov-Poisson-Fokker-Planck (VPFP) system in the low-field regime. By employing the moment method, we formally derive the corresponding Drift-Diffusion-Poisson (DDP) system.…
The mean-field control problem for a multi-dimensional diffusion-aggregation system with Coulomb interaction (the so called parabolic elliptic Keller-Segel system) is considered. The existence of optimal control is proved through the…
The motion of a collisionless plasma - a high-temperature, low-density, ionized gas - is described by the Vlasov-Maxwell system. In the presence of large velocities, relativistic corrections are meaningful, and when symmetry of the particle…
We show that the time-dependent nonlinear Schrodinger equation of mean-field theory has limited utility for a one-dimensional condensate of impenetrable bosons. Mean-field theory with its associated order parameter predicts interference…
We consider the dynamics of a class of spin systems with unbounded spins interacting with local mean field interactions. We proof convergence of the empirical measure to the solution of a McKean-Vlasov equation in the hydrodynamic limit and…
We present an improved many-body T-matrix theory for partially Bose-Einstein condensed atomic gases by treating the phase fluctuations exactly. The resulting mean-field theory is valid in arbitrary dimensions and able to describe the…
We present a generalization of Vlasov-Maxwell kinetic theory that accounts for intense electromagnetic fields. A strongly-radiating, possibly optically-thick plasma is decomposed into fragments, each comprising a charged particle together…
We study the convergence problem of mean-field control theory in the presence of state constraints and non-degenerate idiosyncratic noise. Our main result is the convergence of the value functions associated to stochastic control problems…
We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…
We investigate the existence of an optimal policy to monitor a mean field systems of agents managing a risky project under moral hazard with accidents modeled by L\'evy processes magnified by the law of the project. We provide a general…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…
Population cross-diffusion systems of Shigesada-Kawasaki-Teramoto type are derived in a mean-field-type limit from stochastic, moderately interacting many-particle systems for multiple population species in the whole space. The diffusion…
We study the mean-field limits of critical points of interaction energies with Coulombian singularity. An important feature of our setting is that we allow interaction between particles of opposite signs. Particles of opposite signs attract…
We consider a sequence of systems of Hawkes processes having mean field interactions in a diffusive regime. The stochastic intensity of each process is a solution of a stochastic differential equation driven by N independent Poisson random…
A nonlinear response theory is provided by use of the transient linearization method in the spatially one-dimensional Vlasov systems. The theory inclusively gives responses to external fields and to perturbations for initial stationary…
We consider heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with weights characterized by an underlying graphon. A law of large numbers result is established as…
In this work, we study the mean field Schr\"odinger problem from a purely probabilistic point of view by exploiting its connection to stochastic control theory for McKean-Vlasov diffusions. Our main result shows that the mean field…
We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as…
This paper considers an $n$-particle jump-diffusion system with mean filed interaction, where the coefficients are locally Lipschitz continuous. We address the convergence as $n\to\infty$ of the empirical measure of the jump-diffusions to…
We recover the so-called field-road diffusion model as the hydrodynamic limit of an interacting particle system. The former consists of two parabolic PDEs posed on two sets of different dimensions (a "field" and a "road" in a population…