Related papers: Mean-field stochastic Volterra equations
Profiles of static solitons in one-dimensional scalar field theory satisfy the same equations as trajectories of a fictitious particle in multidimensional mechanics. We argue that the structure and properties of the solitons are essentially…
Numerical solutions of stationary diffusion equations on the unit sphere with isotropic lognormal diffusion coefficients are considered. H\"older regularity in $L^p$ sense for isotropic Gaussian random fields is obtained and related to the…
This work concerns a type of path-dependent multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the well-posedness for path-dependent multivalued stochastic differential equations under the Lipschitz…
We are interested in the long time behavior of a two-type density-dependent biological population conditioned to non-extinction, in both cases of competition or weak cooperation between the two species. This population is described by a…
Using the quantum field theory approach developed in Phys. Rev. D. 93, 045002 (2016), we consider particle scattering and vacuum instability in the so-called L-constant electric field, which is a constant electric field confined between two…
Stochastic Volterra equations (SVEs) serve as mathematical models for the time evolutions of random systems with memory effects and irregular behaviour. We introduce neural stochastic Volterra equations as a physics-inspired architecture,…
We study the mean field Langevin dynamics and the associated particle system. By assuming the functional convexity of the energy, we obtain the $L^p$-convergence of the marginal distributions towards the unique invariant measure for the…
In this article we discuss the requirements needed in order to characterise the solution space of perturbed linear integro-differential Volterra convolution equations. We highlight in general how the pointwise behaviour of perturbation…
This work addresses the mean-field limit of inertial particle systems with singular interactions in a perturbative regime around Gibbs equilibrium. We prove that small fluctuations around equilibrium are asymptotically governed by the…
We investigate systems of interacting stochastic differential equations with two kinds of heterogeneity: one originating from different weights of the linkages, and one concerning their asymptotic relevance when the system becomes large. To…
We prove the quantitative propagation of chaos for stochastic particle systems with interaction in both the drift and the diffusion coefficients, provided the drift kernel is bounded and free of Lipschitz or smoothness assumptions. Our…
We study 2D fronts propagating up a co-moving reaction rate gradient in finite number reaction-diffusion systems. We show that in a 2D rectangular channel, planar solutions to the deterministic mean-field equation are stable with respect to…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
In the analysis of complex ecosystems it is common to use random interaction coefficients, often assumed to be such that all species are statistically equivalent. In this work we relax this assumption by choosing interactions according to…
Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…
Understanding the behaviors of ecological systems is challenging given their multi-faceted complexity. To proceed, theoretical models such as Lotka-Volterra dynamics with random interactions have been investigated by the dynamical…
We consider finite horizon stochastic mean field games in which the state space is a network. They are described by a system coupling a backward in time Hamilton-Jacobi-Bellman equation and a forward in time Fokker-Planck equation. The…
We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon pro\-blems, and allow notably some coefficients to be stochastic. Extension to…
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…
We discuss the application of multistep collocation methods to Volterra integral equations which contain a weakly singular kernel $(t-\tau)^{\alpha-1}$ with $0 <\alpha <1.$ Convergence orders of the methods are determined and their…