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This paper considers a large class of nonlinear integro-differential scalar equations which involve an anomalous diffusion (e.g. driven by a fractional Laplacian) and a non-local singular convolution kernel. Each of those singular equations…

Probability · Mathematics 2025-01-07 Christian Olivera , Marielle Simon

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

Probability · Mathematics 2013-08-19 Amarjit Budhiraja , Zhen-Qing Chen

A pathwise large deviation principle in the Wasserstein topology and a pathwise central limit theorem are proved for the empirical measure of a mean-field system of interacting diffusions. The coefficients are path-dependent. The framework…

Probability · Mathematics 2024-10-10 Louis-Pierre Chaintron

This note is a companion article to the recent paper L\"ocherbach, Loukianova, Marini (2024). We consider mean field systems of interacting particles. Each particle jumps with a jump rate depending on its position. When jumping, a…

Probability · Mathematics 2024-07-02 Dasha Loukianova , Eva Löcherbach

In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…

Probability · Mathematics 2025-09-15 Anatolii Puhalskii , Vadim Shcherbakov

We analyse qualitative properties of the solutions to a mean-field equation for particles interacting through a pairwise potential while diffusing by Brownian motion. Interaction and diffusion compete with each other depending on the…

Analysis of PDEs · Mathematics 2012-04-17 José A. Cañizo , José A. Carrillo , Maria E. Schonbek

We consider an infinite system of spiking neurons with a drift and both excitatory and inhibitory connections. We study conditions for non-explosiveness and the uniqueness of the invariant measure. In particular, we examine conditions that…

Probability · Mathematics 2024-01-04 Ioannis Papageorgiou

The Vlasov-Poisson system for ions is a kinetic equation for dilute, unmagnetised plasma. It describes the evolution of the ions in a plasma under the assumption that the electrons are thermalized. Consequently, the Poisson coupling for the…

Analysis of PDEs · Mathematics 2026-05-15 Megan Griffin-Pickering

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…

Probability · Mathematics 2009-12-15 Carl Graham , Philippe Robert

We establish the zero-diffusion limit for both continuous and discrete aggregation models over convex and bounded domains. Compared with a similar zero-diffusion limit derived in [44], our approach is different and relies on a coupling…

Analysis of PDEs · Mathematics 2018-09-07 Razvan C. Fetecau , Hui Huang , Daniel Messenger , Weiran Sun

We construct examples of translationally invariant solvable models of strongly-correlated metals, composed of lattices of Sachdev-Ye-Kitaev dots with identical local interactions. These models display crossovers as a function of temperature…

Strongly Correlated Electrons · Physics 2018-07-27 Debanjan Chowdhury , Yochai Werman , Erez Berg , T. Senthil

We study the mean-field limit of a model of biological neuron networks based on the so-called stochastic integrate-and-fire (IF) dynamics. Our approach allows to derive a continuous limit for the macroscopic behavior of the system, the…

Probability · Mathematics 2023-09-11 Pierre-Emmanuel Jabin , Datong Zhou

We formulate the MFG limit for $N$ interacting agents with a common noise as a single quasi-linear deterministic infinite-dimensional partial differential second order backward equation. We prove that any its (regular enough) solution…

Probability · Mathematics 2022-04-21 Vassili Kolokoltsov , Marianna Troeva

We consider systems of mean-field interacting diffusions, where the pairwise interaction structure is described by a sparse (and potentially inhomogeneous) random graph. Examples include the stochastic Kuramoto model with pairwise…

Probability · Mathematics 2019-09-04 Roberto I. Oliveira , Guilherme Reis

We prove existence, uniqueness, and regularity for a reaction-diffusion system of coupled bulk-surface equations on a moving domain modelling receptor-ligand dynamics in cells. The nonlinear coupling between the three unknowns is through…

Analysis of PDEs · Mathematics 2017-11-23 Amal Alphonse , Charles M. Elliott , Joana Terra

We consider a one-dimensional McKean-Vlasov SDE on a domain and the associated mean-field interacting particle system. The peculiarity of this system is the combination of the interaction, which keeps the average position prescribed, and…

Probability · Mathematics 2024-02-29 Michele Coghi , Wolfgang Dreyer , Paul Gajewski , Clemens Guhlke , Peter Friz , Mario Maurelli

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

Probability · Mathematics 2026-05-06 Solesne Bourguin , Konstantinos Spiliopoulos

The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…

Probability · Mathematics 2009-05-25 Denis Villemonais

Effective field theory of the in-medium nucleon-nucleon interaction is considered. The effective range parameters are found to be of a natural scale. The low density limit is discussed both in perturbative and nonperturbative situations. In…

High Energy Physics - Phenomenology · Physics 2007-05-23 B. Krippa

We study the dynamics of a spin-flip model with a mean field interaction. The system is non reversible, spacially inhomogeneous, and it is designed to model social interactions. We obtain the limiting behavior of the empirical averages in…

Probability · Mathematics 2015-05-14 Francesca Collet , Paolo Dai Pra , Elena Sartori