Related papers: Conditional Backward Propagation of Chaos
This paper is devoted to the study of propagation of chaos and mean-field limits for systems of indistinguable particles, undergoing collision processes. The prime examples we will consider are the many-particle jump processes of Kac and…
A model for the evolution of a large population interacting system is considered in which a marked Poisson processes influences their evolution, together with a Brownian motion. Mean field McKean-Vlasov limits of such system are formulated…
We consider a system of N point particles moving on a d-dimensional torus. Each particle is subject to a uniform field E and random speed conserving collisions. This model is a variant of the Drude-Lorentz model of electrical conduction. In…
The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…
We consider the stochastic patterns of a system of communicating, or coupled, self-propelled particles in the presence of noise and communication time delay. For sufficiently large environmental noise, there exists a transition between a…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
We prove existence and uniqueness of a reaction-diffusion equation whose diffusivity is a non-linear functional of the boundary temperature. We do this by studying systems of one-dimensional reflecting diffusions whose noise is a function…
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…
This article investigates the propagation of chaos property for weakly interacting mild solutions to semilinear stochastic partial differential equations whose coefficients might not satisfy Lipschitz conditions. Furthermore, we derive…
We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We provide several criteria for existence and uniqueness of…
We consider a simple stochastic $N$-particle system, already studied by the same authors in \cite{CPS21}, representing different populations of agents. Each agent has a label describing his state of health. We show rigorously that, in the…
We consider a $N$-particle model describing an alignment mechanism due to a topological interaction among the agents. We show that the kinetic equation, expected to hold in the mean-field limit $N \to \infty$, as following from the previous…
We consider the (numerically motivated) Nanbu stochastic particle system associated to the spatially homogeneous Boltzmann equation for true hard potentials. We establish a rate of propagation of chaos of the particle system to the unique…
This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…
In this paper, a general result on the long time $\W_0$-$\widetilde{\W}_1$ type propagation of chaos, propagation of chaos with regularization effect, for mean field interacting particle system driven by L\'{e}vy noise is derived, where…
Dynamical chaos has recently been shown to exist in the Gaussian approximation in quantum mechanics and in the self-consistent mean field approach to studying the dynamics of quantum fields. In this study, we first show that any variational…
We address propagation of chaos for large systems of rough differential equations associated with random rough differential equations of mean field type $$ dX_t = V(X_t,\mathcal{L}(X_t))dt + F(X_t,\mathcal{L}(X_t))dW_t $$ where $W$ is a…
We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation…
We analyze the propagation of quantum states in the presence of weak disorder. In particular, we investigate the reliable transmittance of quantum states, as potential carriers of quantum information, through disorder-perturbed waveguides.…
Synchronization of chaos arises between coupled dynamical systems and is very well understood as a temporal phenomena which leads the coupled systems to converge or develop a dependence with time. In this work, we provide a complementary…