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We present a new stability and convergence analysis for the spatial discretization of a time-fractional Fokker--Planck equation in a convex polyhedral domain, using continuous, piecewise-linear, finite elements. The forcing may depend on…

Numerical Analysis · Mathematics 2019-02-11 Kim Ngan Le , William McLean , Kassem Mustapha

As an example of the nonlinear Fokker-Planck equation, the mean field Langevin dynamics recently attracts attention due to its connection to (noisy) gradient descent on infinitely wide neural networks in the mean field regime, and hence the…

Machine Learning · Statistics 2022-02-28 Atsushi Nitanda , Denny Wu , Taiji Suzuki

In the spirit of the macroscopic crowd motion models with hard congestion (i.e. a strong density constraint $\rho\leq 1$) introduced by Maury {\it et al.} some years ago, we analyze a variant of the same models where diffusion of the agents…

Analysis of PDEs · Mathematics 2016-03-03 Alpár Richárd Mészáros , Filippo Santambrogio

We investigate the dynamics of an inertial active Ornstein-Uhlenbeck particle suspended in a non-Markovian environment. The particle is additionally subjected to external forces, such as harmonic confinement and a magnetic field. Motivated…

Soft Condensed Matter · Physics 2025-10-15 Sanju S Pillai , M Muhsin , M Sahoo

We consider a population dynamics model coupling cell growth to a diffusion in the space of metabolic phenotypes as it can be obtained from realistic constraints-based modelling. In the asymptotic regime of slow diffusion, that coincides…

Populations and Evolution · Quantitative Biology 2017-02-17 Daniele De Martino , Davide Masoero

Alignment interactions in active matter are typically modeled as relaxational dynamics toward local consensus. In unbounded systems, this makes alignment effectively decoupled from local density and therefore unable to sustain self-confined…

Soft Condensed Matter · Physics 2026-04-10 Julian Giraldo-Barreto , Viktor Holubec

We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining…

Analysis of PDEs · Mathematics 2010-05-11 Jean Dolbeault , Clément Mouhot , Christian Schmeiser

We derive the transport equations from the Vlasov-Fokker-Planck equation when the velocity space is spherically symmetric. The Shkarofsky's form of Fokker-Planck-Rosenbluth collision operator is employed in the Vlasov-Fokker-Planck…

Plasma Physics · Physics 2025-01-17 Yanpeng Wang , Jianyuan Xiao , Xianhao Rao , Pengfei Zhang , Yolbarsop Adil , Ge Zhuang

The degree distribution is a key statistical indicator in network theory, often used to understand how information spreads across connected nodes. In this paper, we focus on non-growing networks formed through a rewiring algorithm and…

Physics and Society · Physics 2025-07-11 Jonathan Franceschi , Lorenzo Pareschi , Mattia Zanella

We address the issue of the proximity of interacting diffusion models on large graphs with a uniform degree property and a corresponding mean field model, i.e. a model on the complete graph with a suitably renormalized interaction…

Probability · Mathematics 2016-11-23 Sylvain Delattre , Giambattista Giacomin , Eric Luçon

We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the system is close to the solution of a…

Probability · Mathematics 2012-01-12 François Bolley , José Alfredo Cañizo , José Antonio Carrillo

This paper establishes the global well-posedness of the nonlinear Fokker-Planck equation for a noisy version of the Hegselmann-Krause model. The equation captures the mean-field behavior of a classic multiagent system for opinion dynamics.…

Analysis of PDEs · Mathematics 2015-10-23 Bernard Chazelle , Quansen Jiu , Qianxiao Li , Chu Wang

We introduce a class of new one-dimensional linear Fokker--Planck type equations describing the evolution in time of the wealth in a multi-agent society. The equations are obtained, via a standard limiting procedure, by introducing an…

Analysis of PDEs · Mathematics 2019-06-04 Giulia Furioli , Ada Pulvirenti , Elide Terraneo , Giuseppe Toscani

Collective human movement is a hallmark of complex systems, exhibiting emergent order across diverse settings, from pedestrian flows to biological collectives. In high-speed scenarios, alignment interactions ensure efficient flow and…

Physics and Society · Physics 2025-06-03 Debasish Sarker , Yi Zhang , Lynn K. Perry , Daniel S. Messinger , Chaoming Song

We present a model-based output-only method for identifying from time series the parameters governing the dynamics of stochastically forced oscillators. In this context, suitable models of the oscillator's damping and stiffness properties…

Fluid Dynamics · Physics 2019-10-04 Edouard Boujo , Nicolas Noiray

It is shown, that the Boltzmann-like equations allow the formulation of a very general model for behavioral changes. This model takes into account spontaneous (or externally induced) behavioral changes and behavioral changes by pair…

Statistical Mechanics · Physics 2009-10-31 Dirk Helbing

In the mean field integrate-and-fire model, the dynamics of a typical neuron within a large network is modeled as a diffusion-jump stochastic process whose jump takes place once the voltage reaches a threshold. In this work, the main goal…

Probability · Mathematics 2021-02-19 Jian-Guo Liu , Ziheng Wang , Yantong Xie , Yuan Zhang , Zhennan Zhou

In the mean field integrate-and-fire model, the dynamics of a typical neuron within a large network is modeled as a diffusion-jump stochastic process whose jump takes place once the voltage reaches a threshold. In this work, the main goal…

Probability · Mathematics 2023-06-22 Jian-Guo Liu , Ziheng Wang , Yantong Xie , Yuan Zhang , Zhennan Zhou

We study a random model of deep multi-head self-attention in which the weights are resampled independently across layers and heads, as at initialization of training. Viewing depth as a time variable, the residual stream defines a…

Probability · Mathematics 2026-04-03 Hugo Koubbi , Borjan Geshkovski , Philippe Rigollet

We consider a stochastic logistic growth model involving both birth and death rates in the drift and diffusion coefficients for which extinction eventually occurs almost surely. The associated complete Fokker-Planck equation describing the…

Statistics Theory · Mathematics 2013-07-09 Fabien Campillo , Marc Joannides , Irène Larramendy-Valverde