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We study the relationship between information- and estimation-theoretic quantities in time-evolving systems. We focus on the Fokker-Planck channel defined by a general stochastic differential equation, and show that the time derivatives of…
In this article, we investigate an interacting particle system featuring random intensities, individual noise, and environmental noise, commonly referred to as stochastic point vortex model. The model serves as an approximation for the…
In this paper, we study well-posedness of McKean-Vlasov stochastic differential equations (SDE) whose drift depends pointwisely on marginal density and satisfies a local integrability condition in time-space variables. The drift and noise…
A comprehensive mathematical model of the multiphysics flow of blood and Cerebrospinal Fluid (CSF) in the brain can be expressed as the coupling of a poromechanics system and Stokes' equations: the first describes fluids filtration through…
In macroscopic systems, velocity-dependent phenomenological forces $F(v)$ are used to model friction, feedback devices or self-propulsion. Such forces usually include a dissipative component which conceals the fast energy exchanges with a…
This paper is concerned with a class of multivariable stochastic Hamiltonian systems whose generalised position is related by an ordinary differential equation to the momentum governed by an Ito stochastic differential equation. The latter…
For a certain class of McKean-Vlasov processes, we introduce proxy processes that substitute the mean-field interaction with self-interaction, employing a weighted occupation measure. Our study encompasses two key achievements. First, we…
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…
By refining a recent result of Xie and Zhang, we prove the exponential ergodicity under a weighted variation norm for singular SDEs with drift containing a local integrable term and a coercive term. This result is then extended to singular…
We investigate the convergence of McKean-Vlasov diffusions in a nonconvex landscape. These processes are linked to nonlinear partial differential equations. According to our previous results, there are at least three stationary measures…
A novel information entropy of turbulence systems with multiple field quantities is formulated. Inspired by quantum mechanics, the von Neumann entropy (vNE) and the entanglement entropy(EE) are derived from a density matrix for the…
We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…
We formulate a trajectorial version of the relative entropy dissipation identity for McKean$-$Vlasov diffusions, extending the results of the papers [FJ16,KST20a], which apply to non-interacting diffusions. Our stochastic analysis approach…
We investigate the mean-field dynamics of stochastic McKean differential equations with heterogeneous particle interactions described by large network structures. To express a wide range of graphs, from dense to sparse structures, we…
The susceptibility of an overdamped Markov system fluctuating in a bistable potential of general form is obtained by analytic solution of the Fokker-Planck equation (FPE) for low noise intensities. The results are discussed in the context…
This paper is concerned with a fluid-particle system given by the incompressible Navier-Stokes equations coupled with the Vlasov(-Fokker-Planck) equation through a drag force. Such a model arises naturally in the study of aerosols, sprays,…
We study the gradient flow structure and long-time behavior of Fokker-Planck equations (FPE) on infinite graphs, along with a Talagrand-type inequality in this setting. We begin by constructing an infinite-dimensional Hilbert manifold…
We propose a partial differential-integral equation (PDE) framework for deep neural networks (DNNs) and their associated learning problem by taking the continuum limits of both network width and depth. The proposed model captures the…
We consider a class of Fokker--Planck equations with linear diffusion and superlinear drift enjoying a formal Wasserstein-like gradient flow structure with convex mobility function. In the drift-dominant regime, the equations have a finite…
We consider a control problem for the nonlinear stochastic Fokker--Planck equation. This equation describes the evolution of the distribution of nonlocally interacting particles affected by a common source of noise. The system is directed…