Related papers: Mean field, hydrodynamic and graph limits for dete…
This article introduces a novel approach to the mean-field limit of stochastic systems of interacting particles, leading to the first ever derivation of the mean-field limit to the Vlasov-Poisson-Fokker-Planck system for plasmas in…
Hydrodynamic equations for a one-component plasma are derived as a generalization of the Euler equations to include the effects of the long-range Coulomb interaction. By using a variational principle, these equations self-consistently unify…
This is the first of two articles on the study of a particle system model that exhibits a Turing instability type effect. The model is based on two discrete lines (or toruses) with Ising spins, that evolve according to a continuous time…
In this brief note, we report a formal mathematical observation: we are about to breach a major century-old barrier in the analysis of interacting particle systems. More precisely, it is well-known that in…
We derive the exchange-driven growth (EDG) equations as the mean-field limit of interacting particle systems on the complete graph. Extending previous work, we consider symmetric exchange kernels $c(k, l) = c(l, k)$ satisfying super-linear…
We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose a novel method based on martingale estimating functions…
In this work, we consider one-dimensional particles interacting in mean-field type through a bounded kernel. In addition, when particles hit some barrier (say zero), they are removed from the system. This absorption of particles is…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
We study the limiting behavior of interacting particle systems indexed by large sparse graphs, which evolve either according to a discrete time Markov chain or a diffusion, in which particles interact directly only with their nearest…
Hypergraphs effectively model higher-order relationships in natural phenomena, capturing complex interactions beyond pairwise connections. We introduce a novel hypergraph message passing framework inspired by interacting particle systems,…
We study two interacting particle systems, both modeled as a system of $N$ stochastic differential equations driven by Brownian motions with singular kernels and moderate interaction. We show a quantitative result where the convergence rate…
We describe a finite inhomogeneous three dimensional system of classical particles which interact through short and (or) long range interactions by means of a simple analytic spin model. The thermodynamic properties of the system are worked…
We consider a general framework for multi-type interacting particle systems on graphs, where particles move one at a time by random walk steps, different types may have different speeds, and may interact, possibly randomly, when they meet.…
We consider interacting particle systems with unbounded interaction range on general countably infinite graphs $S$ and prove explicit non-asymptotic error bounds for approximations of the infinite-volume dynamics by systems of finitely many…
The stochastic Kuramoto model defined on a sequence of graphs is analyzed: the emphasis is posed on the relationship between the mean field limit, the connectivity of the underlying graph and the long time behavior. We give an explicit…
The goal of this paper is to describe the various kinetic equations which arise from scaling limits of interacting particle systems. We provide a formalism which allows us to determine the kinetic equation for a given interaction potential…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
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…
We consider an interacting unbounded spin system, with conservation of the mean spin. We derive quantitative rates of convergence to the hydrodynamic limit provided the single-site potential is a bounded perturbation of a strictly convex…
Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit for mean-field systems of interacting diffusions with simultaneous jumps. We prove propagation of chaos via a coupling technique that involves…