English
Related papers

Related papers: Mean field limits of particle-based stochastic rea…

200 papers

Particle-based stochastic reaction-diffusion (PBSRD) models are a popular approach for studying biological systems involving both noise in the reaction process and diffusive transport. In this work we derive coarse-grained deterministic…

Probability · Mathematics 2021-09-02 Samuel A. Isaacson , Jingwei Ma , Konstantinos Spiliopoulos

Reaction-diffusion PDEs and particle-based stochastic reaction-diffusion (PBSRD) models are commonly-used approaches for modeling the spatial dynamics of chemical and biological systems. Standard reaction-diffusion PDE models ignore the…

Analysis of PDEs · Mathematics 2021-06-02 Samuel A Isaacson , Jingwei Ma , Konstantinos Spiliopoulos

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or…

Computational Physics · Physics 2016-03-02 Fabian Spill , Pilar Guerrero , Tomas Alarcon , Philip K. Maini , Helen Byrne

Recent works have derived and proven the large-population mean-field limit for several classes of particle-based stochastic reaction-diffusion (PBSRD) models. These limits correspond to systems of partial integral-differential equations…

Probability · Mathematics 2023-10-16 Max Heldman , Samuel Isaacson , Jingwei Ma , Konstantinos Spiliopoulos

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…

Probability · Mathematics 2011-12-06 François Bolley , José A. Cañizo , José A. Carrillo

Population cross-diffusion systems of Shigesada-Kawasaki-Teramoto type are derived in a mean-field-type limit from stochastic, moderately interacting many-particle systems for multiple population species in the whole space. The diffusion…

Analysis of PDEs · Mathematics 2021-10-13 Li Chen , Esther S. Daus , Alexandra Holzinger , Ansgar Jüngel

The mean-field limit in a weakly interacting stochastic many-particle system for multiple population species in the whole space is proved. The limiting system consists of cross-diffusion equations, modeling the segregation of populations.…

Analysis of PDEs · Mathematics 2019-09-04 Li Chen , Esther S. Daus , Ansgar Jüngel

We consider Mckean-Vlasov type stochastic differential equations with multiplicative noise arising from the random vortex method. Such an equation can be viewed as the mean-field limit of interacting particle systems with singular…

Probability · Mathematics 2024-04-09 Jiawei Li , Zhongmin Qian

This article addresses reaction networks in which spatial and stochastic effects are of crucial importance. For such systems, particle-based models allow us to describe all microscopic details with high accuracy. However, they suffer from…

This paper introduces a system of stochastic differential equations (SDE) of mean-field type that models pedestrian motion. The system lets the pedestrians spend time at, and move along, walls, by means of sticky boundaries and boundary…

Optimization and Control · Mathematics 2020-03-09 Alexander Aurell , Boualem Djehiche

We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…

Probability · Mathematics 2021-07-21 Watthanan Jatuviriyapornchai , Stefan Grosskinsky

Consider a finite system of diffusing particles coupled through a reactive boundary. Each particle is reflected, but may react with the boundary according to a killing mechanism which depends on the current reactivity of the boundary and…

Probability · Mathematics 2026-05-20 Eliana Fausti , Andreas Sojmark

This paper addresses congested transport, which can be described, at macroscopic scales, by a continuity equation with a pressure variable generated from the hard-congestion constraint (maximum value of the density). The main goal of the…

Analysis of PDEs · Mathematics 2024-05-27 Inwon Kim , Antoine Mellet , Jeremy Sheung-Him Wu

We consider interacting particle dynamics with Vicsek type interactions, and their macroscopic PDE limit, in the non-mean-field regime; that is, we consider the case in which each particle/agent in the system interacts only with a…

Pattern Formation and Solitons · Physics 2022-06-15 P. Buttà , B. Goddard , T. M. Hodgson , M. Ottobre , K. J. Painter

We recover the so-called field-road diffusion model as the hydrodynamic limit of an interacting particle system. The former consists of two parabolic PDEs posed on two sets of different dimensions (a "field" and a "road" in a population…

Analysis of PDEs · Mathematics 2024-06-21 Matthieu Alfaro , Mustapha Mourragui , Samuel Tréton

Many natural phenomena are effectively described by interacting particle systems, which can be modeled using either deterministic or stochastic differential equations (SDEs). In this study, we specifically investigate particle systems…

Analysis of PDEs · Mathematics 2024-04-01 Christian Kuehn , Carlos Pulido

We study the solutions of a McKean-Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the mean field limit of a system of $N$ interacting excitatory neurons with $N$ large. Each…

Probability · Mathematics 2025-08-27 Romain Veltz

In this work, we consider one-dimensional particles interacting in mean-field type through a bounded kernel. In addition, when particles hit some barrier (say zero), they are removed from the system. This absorption of particles is…

Probability · Mathematics 2026-04-07 Gaoyue Guo , Maxime Latypov , Milica Tomasevic

In the nonlinear diffusion framework, stochastic processes of McKean-Vlasov type play an important role. In some cases they correspond to processes attracted by their own probability distribution: the so-called self-stabilizing processes.…

Probability · Mathematics 2014-09-04 Samuel Herrmann , Julian Tugaut

Stochastic diffusion is the noisy and uncertain process through which dynamics like epidemics, or agents like animal species, disperse over a larger area. Understanding these processes is becoming increasingly important as we attempt to…

‹ Prev 1 2 3 10 Next ›