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Related papers: Mean-field stochastic Volterra equations

200 papers

We devote this paper to the issue of existence of pulsating travelling front solutions for spatially periodic heterogeneous reaction-diffusion equations in arbitrary dimension, in both bistable and more general multistable frameworks. In…

Analysis of PDEs · Mathematics 2019-01-23 Thomas Giletti , Luca Rossi

True Volterra equations are inherently non stationary and therefore do not admit $\textit{genuine stationary regimes}$ over finite horizons. This motivates the study of the finite-time behavior of the solutions to scaled inhomogeneous…

Probability · Mathematics 2025-12-11 Emmanuel Gnabeyeu , Gilles Pagès , Mathieu Rosenbaum

We consider first-order conservative systems of particles with binary Coulomb interactions in the mean-field scaling regime in dimensions $d\geq 3$. We show that if at some time, the associated sequence of empirical measures converges in a…

Analysis of PDEs · Mathematics 2020-10-21 Matthew Rosenzweig

This article is concerned with the fluctuations and the concentration properties of a general class of discrete generation and mean field particle interpretations of nonlinear measure valued processes. We combine an original stochastic…

Probability · Mathematics 2012-11-09 Pierre Del Moral , Emmanuel Rio

We are concerned with an elliptic problem which describes a mean field equation of the equilibrium turbulence of vortices with variable intensities. In the first part of the paper we describe the blow-up phenomenon and highlight the…

Analysis of PDEs · Mathematics 2019-04-11 Aleks Jevnikar , Wen Yang

This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…

Probability · Mathematics 2014-01-15 Stéphane Mischler , Clément Mouhot , Bernt Wennberg

We construct the basis of a stochastic calculus for so-called Volterra processes, i.e., processes which are defined as the stochastic integral of a time-dependent kernel with respect to a standard Brownian motion. For these processes which…

Probability · Mathematics 2007-05-23 L. Decreusefond

We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…

Statistical Mechanics · Physics 2007-05-23 Peter F. Arndt , Vladimir Rittenberg

We present a systematic and reliable methodology, termed hierarchical mean-field theory (HMFT), to study and predict the behavior of strongly coupled many-particle systems. HMFT is a simple approximation, based upon group theoretical…

Strongly Correlated Electrons · Physics 2007-05-23 Gerardo Ortiz , Cristian D. Batista

In this paper, we are concerned with stochastic Volterra equations with singular kernels and H\"older continuous coefficients. We first establish the well-posedness of these equations by utilising the Yamada-Watanabe approach. Then, we aim…

Probability · Mathematics 2024-07-03 Huijie Qiao , Jiang-Lun Wu

A multi-phase-field model for the description of the discontinuous precipitation reaction is formulated which takes into account surface diffusion along grain boundaries and interfaces as well as volume diffusion. Simulations reveal that…

Materials Science · Physics 2008-09-04 Lynda Amirouche , Mathis Plapp

The mean square displacement and instantaneous diffusion coefficient for different configurations of charged particles in stochastic motion are calculated by numerically solving the associated equations of motion. The method is suitable for…

Statistical Mechanics · Physics 2019-06-26 Gabriela Raluca Mocanu

We derive a general mean-field theory of inhomogeneous polymer dynamics; a theory whose form has been speculated and widely applied, but not heretofore derived. Our approach involves a functional integral representation of a…

Soft Condensed Matter · Physics 2015-06-18 Glenn H. Fredrickson , Henri Orland

In this work, we formulate an abstract framework to study mean-field systems. In contrast to most approaches in the available literature which primarily rely on the analysis of SDEs, ours is based on optimal transport and semigroup theory.…

Analysis of PDEs · Mathematics 2025-08-05 Tau Shean Lim , Chao Dun Teoh

In the present paper, a Nystrom-type method for second kind Volterra integral equations is introduced and studied. The method makes use of generalized Bernstein polynomials, defined for continuous functions and based on equally spaced…

Numerical Analysis · Mathematics 2022-07-15 Luisa Fermo , Domenico Mezzanotte , Donatella Occorsio

We introduce a framework to prove propagation of chaos for interacting particle systems with singular, density-dependent interactions, a classical challenge in mean-field theory. Our approach is to define the dynamics implicitly via a…

Analysis of PDEs · Mathematics 2025-07-22 Qian Qi

In this paper, we study the large time behaviour of solutions of multistable reaction-diffusion equations in $\mathbb{R}^N$, with a spatially periodic heterogeneity. By multistable, we mean that the problem admits a finite -- but…

Analysis of PDEs · Mathematics 2025-03-11 Thomas Giletti , Luca Rossi

In this paper we intend to present a unified treatment of a variety of singular interacting particle systems and their McKean-Vlasov limits. This unified approach is based on the use of the relative entropy on the path space in the spirit…

Analysis of PDEs · Mathematics 2024-12-11 Patrick Cattiaux

Volume-filling cross-diffusion equations for the components of a tissue structure are formally derived from mass conservation laws and force balances for the interphase pressures and viscous drag forces in a multiphase approach. The…

Analysis of PDEs · Mathematics 2026-04-03 Ansgar Jüngel , Cordula Reisch , Sara Xhahysa

The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…

Probability · Mathematics 2021-03-30 Michele Coghi , Benjamin Gess