Related papers: Sequential propagation of chaos
We present a probabilistic proof of the mean-field limit and propagation of chaos of a classical N-particle system in two dimensions with Coulomb interaction force of the form $f^N(q)=\pm\frac{q}{|q|^2}$ and $N$-dependent cut-off at…
We consider systems of $N$ particles in dimension one, driven by pair Coulombian or gravitational interactions. When the number of particles goes to infinity in the so called mean field scaling, we formally expect convergence towards the…
These notes are devoted to a summary on the mean-field limit of large ensembles of interacting particles with applications in swarming models. We first make a summary of the kinetic models derived as continuum versions of second order…
In this paper, we provide a general framework for investigating McKean-Vlasov stochastic partial differential equations. We first show the existence of weak solutions by combining the localizing approximation, Faedo-Galerkin technique,…
We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…
Dynamical chaos has recently been shown to exist in the Gaussian approximation in quantum mechanics and in the self-consistent mean field approach to studying the dynamics of quantum fields. In this study, we first show that any variational…
Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in $\mathbf {R}^m$ in the presence of a random environment and…
We consider Kac's 1D N-particle system coupled to an ideal thermostat at temperature T, introduced by Bonetto, Loss, and Vaidyanathan in 2014. We obtain a propagation of chaos result for this system, with explicit and uniform-in-time rates…
We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion process that is influenced by the neighboring nodes. The…
We establish a process level large deviation principle for systems of interacting Bessel-like diffusion processes. By establishing weak uniqueness for the limiting non-local SDE of McKean-Vlasov type, we conclude that the latter describes…
We give a general Gaussian bound for the first chaos (or innovation) of point processes with stochastic intensity constructed by embedding in a bivariate Poisson process. We apply the general result to nonlinear Hawkes processes, providing…
In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also consider the particle system obtained by…
We consider a system of N point particles moving on a d-dimensional torus. Each particle is subject to a uniform field E and random speed conserving collisions. This model is a variant of the Drude-Lorentz model of electrical conduction. In…
We consider a system of classical particles, interacting via a smooth, long-range potential, in the mean-field regime, and we optimally analyze the propagation of chaos in form of sharp estimates on many-particle correlation functions.…
We study in this paper the large-time asymptotics of the empirical vector associated with a family of finite-state mean-field systems with multi-classes. The empirical vector is composed of local empirical measures characterizing the…
The new phenomenon of semiquantum chaos is analyzed in a classically regular double-well oscillator model. Here it arises from a doubling of the number of effectively classical degrees of freedom, which are nonlinearly coupled in a Gaussian…
We build solutions to Kac's particle system and show that their empirical measures converge to the solution of the space-homogeneous Boltzmann equation in the regime of very soft potentials. This proves propagation of chaos for the last…
We derive the quantitative propagation of chaos in the sense of relative entropy for the first time for the 2D Log gas or the weakly interacting particle systems with 2D Coulomb interactions on the whole space. We resolve this problem by…
This article examines the relationship between classical and quantum propagation of chaos. (In this context, "chaos" refers to the Boltzmann's Ansatz of molecular disorder, not to chaotic dynamics.) Classical propagation of chaos is shown…
Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…