Related papers: Mean-field limit of Non-exchangeable interacting d…
We consider particle-based stochastic reaction-drift-diffusion models where particles move via diffusion and drift induced by one- and two-body potential interactions. The dynamics of the particles are formulated as measure-valued…
In this paper we derive a two dimensional spray model with gyroscopic effects as the mean-field limit of a system modeling the interaction between an incompressible fluid and a finite number of solid particles. This spray model has been…
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…
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…
This paper establishes a non-uniform Berry--Esseen bound in normal approximation for exchangeable pairs using Stein's method via a concentration inequality approach. The main theorem extends and improves several results in the literature,…
We study the problem of reconstructing interaction kernels in systems of interacting agents from macroscopic measurements when posed as an optimization problem. The reconstruction procedure depends on the formulation of the forward model,…
The well-posedness and regularity properties of diffusion-aggregation equations, emerging from interacting particle systems, are established on the whole space for bounded interaction force kernels by utilizing a compactness convergence…
We consider a class of weakly interacting particle systems of mean-field type. The interactions between the particles are encoded in a graph sequence, i.e., two particles are interacting if and only if they are connected in the underlying…
We introduce a new approach to derive mean-field limits for first- and second-order particle systems with singular interactions. It is based on a duality approach combined with the analysis of linearized dual correlations, and it allows to…
We study so-called supercritical mean-field limits of systems of trapped particles moving according to Newton's second law with either Coulomb/super-Coulomb or regular interactions, from which we derive a $\mathsf{d}$-dimensional…
We consider large systems of particles interacting through rough but bounded interaction kernels. We are able to control the relative entropy between the $N$-particle distribution and the expected limit which solves the corresponding Vlasov…
The problem of non--interacting electrons on a square lattice subject to a random magnetic flux is mapped onto a one--dimensional model with infinitely many orbitals per site. Linking each orbital with $N(\gg1)$ other orbitals maps the…
The mean-field limit in a weakly interacting stochastic many-particle system for multiple population species in the whole space is proved. The limiting system consists of cross-diffusion equations, modeling the segregation of populations.…
The mean-field limit for the dynamics of bosons with random interactions is rigorously studied. It is shown that, for interactions that are almost-surely bounded, the many-body quantum evolution can be replaced in the mean-field limit by a…
Many natural phenomena are effectively described by interacting particle systems, which can be modeled using either deterministic or stochastic differential equations (SDEs). In this study, we specifically investigate particle systems…
We report on a simple strategy to treat mean-field limits of quantum mechanical systems in which a large number of particles weakly couple to a second-quantized radiation field. Extending the method of counting, introduced in [Lett. Math.…
The mean-field reaction-diffusion equations of the diffusive pair-annihilation and triplett-annihilation processes are considered. A direct lower bound on the time-dependent mean particle-density is derived. The results are applied to the…
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…
Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…
This paper develops a non-asymptotic approach to mean field approximations for systems of $n$ diffusive particles interacting pairwise. The interaction strengths are not identical, making the particle system non-exchangeable. The marginal…