Related papers: Mean field singular stochastic PDEs
This paper studies the mean-field backward stochastic Volterra integral equations (mean-field BSVIEs) and associated particle systems. We establish the existence and uniqueness of solutions to mean-field BSVIEs when the generator $g$ is of…
Interacting particle systems are in frequent use to model collective behaviour in various situations and applications. For many systems, the interaction between the agents is restricted to an underlying network structure and often, the…
Spatiotemporal evolution in the real Ginzburg-Landau equation is studied with space-time noise and a slowly increasing critical parameter. Analytical estimates for the characteristic size of the domains formed in a slow sweep through the…
Rich out of equilibrium collective dynamics of strongly interacting large assemblies emerge in many areas of science. Some intriguing and not fully understood examples are the glassy arrest in atomic, molecular or colloidal systems,…
Important gaps remain in our understanding of the thermodynamics and statistical physics of self-gravitating systems. Using mean field theory, here we investigate the equilibrium properties of several spherically symmetric model systems…
Mean-field models approximate large stochastic systems by simpler differential equations that are supposed to approximate the mean of the larger system. It is generally assumed that as the stochastic systems get larger (i.e., more people or…
We present a novel framework for mean field games with finite state space and common noise, where the common noise is given through shocks that occur at random times. We first analyze the game for up to $n$ shocks, in which case we are able…
Mean field approximation is a popular method to study the behaviour of stochastic models composed of a large number of interacting objects. When the objects are asynchronous, the mean field approximation of a population model can be…
We analysis some singular partial differential equations systems(PDAEs) with boundary conditions in high dimension bounded domain with sufficiently smooth boundary. With the eigenvalue theory of PDE the systems initially is formulated as an…
Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…
In this paper, the quantitative entropy-cost type propagation of chaos for mean field interacting particle system is obtained, where the interaction is only assumed to be bounded measurable and the initial distribution of a single particle…
In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…
We study stationary mean field games with singular controls in which the representative player interacts with a long-time weighted average of the population through a discounted and an ergodic performance criterion. This class of games…
We consider the continuous version of the Vicsek model with noise, proposed as a model for collective behavior of individuals with a fixed speed. We rigorously derive the kinetic mean-field partial differential equation satisfied when the…
We propose a mean-field model for describing the averaged properties of a class of stochastic diffusion-limited growth systems. We then show that this model exhibits a morphology transition from a dense-branching structure with a convex…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
We consider a mean field game describing the limit of a stochastic differential game of $N$-players whose state dynamics are subject to idiosyncratic and common noise and that can be absorbed when they hit a prescribed region of the state…
This work introduces a new general approach for the numerical analysis of stable equilibria to second order mean field games systems in cases where the uniqueness of solutions may fail. For the sake of simplicity, we focus on a simple…
We consider a stationary Mean Field Games system defined on a network. In this framework, the transition conditions at the vertices play a crucial role: the ones here considered are based on the optimal control interpretation of the…