Related papers: A note on uniform in time mean-field limit in grap…
We study diffusion in a network which is governed by non-autonomous Kirchhoff conditions at the vertices of the graph. Also the diffusion coefficients may depend on time. We prove at first a result on existence and uniqueness using form…
We study a class of globally coupled maps in the continuum limit, where the individual maps are expanding maps of the circle. The circle maps in question are such that the uncoupled system admits a unique absolutely continuous invariant…
New quantitative propagation of chaos results for mean field diffusion are proved via local and global entropy estimates. In the first result we work on the torus and consider singular, divergence free interactions $K\in L^p$, $p>d$. We…
In a bounded domain $\Omega \subset \mathbb{R}^d$ over time interval $(0,T)$, we consider mean field game equations whose principal coefficients depend on the time and state variables with a general Hamiltonian. We attach the non-zero Robin…
Von Neumann's original proof of the ergodic theorem is revisited. A uniform convergence rate is established under the assumption that one can control the density of the spectrum of the underlying self-adjoint operator when restricted to…
The edge flipping is a non-reversible Markov chain on a given connected graph, which is defined by Chung and Graham. In the same paper, its eigenvalues and stationary distributions for some classes of graphs are identified. We further study…
We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the node dynamics depends on the joint empirical distribution…
We prove propagation of chaos in the Random field mean-field Ising model, also known ad the Random field Curie-Weiss model. We show that in the paramagnetic phase, i.e.\ in the regime where temperature and distribution of the external field…
We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…
Consider a finite system of diffusing particles coupled through a reactive boundary. Each particle is reflected, but may react with the boundary according to a killing mechanism which depends on the current reactivity of the boundary and…
The edge flipping is a non-reversible Markov chain on a given connected graph, which is defined by Chung and Graham in [CG12]. In the same paper, its eigenvalues and stationary distributions for some classes of graphs are identified. We…
We consider particle systems that evolve by inertialess binary interaction through general non-attractive kernels of singularity $|x|^{-\alpha}$ with $\alpha<d-1$. We prove a quantitative mean-field limit in terms of Wasserstein distances…
We introduce a framework to prove propagation of chaos for interacting particle systems with singular, density-dependent interactions, a classical challenge in mean-field theory. Our approach is to define the dynamics implicitly via a…
We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…
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…
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
In this paper, we derive the mean-field limit of a collective dynamics model with time-varying weights, for weight dynamics that preserve the total mass of the system as well as indistinguishability of the agents. The limit equation is a…
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 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…