Related papers: Sequential propagation of chaos
In this paper, we consider the Kac 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 solution of…
We study a dissipative version of the contact process, with mean-field interaction, which admits a simple epidemiological interpretation. The propagation of chaos and the corresponding normal fluctuations reveal that the noise present in…
We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…
We present a method to obtain sharp local propagation of chaos results for a system of N particles with a diffusion coefficient that it not constant and may depend of the empirical measure. This extends the recent works of Lacker [14] and…
This paper studies the approximation of invariant measures of McKean-Vlasov dynamics with non-degenerate additive noise. While prior findings necessitated a strong monotonicity condition on the McKean-Vlasov process, we expand these results…
We discuss recent results obtained for the Hamiltonian Mean Field model. The model describes a system of N fully-coupled particles in one dimension and shows a second-order phase transition from a clustered phase to a homogeneous one when…
We investigate the connections between microscopic chaos, defined on a dynamical level and arising from collisions between molecules, and diffusion, characterized by a mean square displacement proportional to the time. We use a number of…
In this Note we present the main results from the recent work arxiv:1107.3251, which answers several conjectures raised fifty years ago by Kac. There Kac introduced a many-particle stochastic process (now denoted as Kac's master equation)…
The goal of this paper is to approximate several kinds of {\it Mckean-Vlasov SDEs} with {\it irregular coefficients} via weakly interacting particle systems. More precisely, propagation of chaos and convergence rate of Euler-Maruyama scheme…
We study heterogeneously interacting diffusive particle systems with mean-field type interaction characterized by an underlying graphon and their finite particle approximations. Under suitable conditions, we obtain exponential concentration…
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…
This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence…
The random batch method provides an efficient algorithm for computing statistical properties of a canonical ensemble of interacting particles. In this work, we study the error estimates of the fully discrete random batch method, especially…
A new Wasserstein multi-element polynomial chaos expansion (WPCE) is proposed, which is inspired by recent advances in computational optimal transport for estimating Wasserstein distances. The developed method combines unsupervised learning…
In this article, we study the mean field limit of weakly interacting diffusions for confining and interaction potentials that are not necessarily convex. We explore the relationship between the large $N$ limit of the constant in the…
We consider mean-field limits for overdamped Langevin dynamics of $N$ particles with possibly singular interactions. It has been shown that a modulated free energy method can be used to prove the mean-field convergence or propagation of…
Discoveries of fundamental limits for the rates of physical processes, from the speed of light to the Lieb-Robinson bound for information propagation, often lead to breakthroughs in the our understanding of the underlying physics. Here we…
Understanding the emergence of quantum chaos in multipartite systems is challenging in the presence of interactions. We show that the contribution of the subsystems to the global behavior can be revealed by probing the full counting…
In contrast to ordinary stochastic differential equations (SDEs), the numerical simulation of McKean-Vlasov stochastic differential equations (MV-SDEs) requires approximating the distribution law first. Based on the theory of propagation of…
Stochastic interacting particle systems are widely used to model collective phenomena across diverse fields, including statistical physics, biology, and social dynamics. The McKean-Vlasov equation arises as the mean-field limit of such…