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A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…

Probability · Mathematics 2023-01-25 Kai Du , Yifan Jiang , Xiaochen Li

We derive quantitative estimates proving the propagation of chaos for large stochastic systems of interacting particles. We obtain explicit bounds on the relative entropy between the joint law of the particles and the tensorized law at the…

Analysis of PDEs · Mathematics 2018-10-17 Pierre-Emmanuel Jabin , Zhenfu Wang

This paper continues our survey about the mean-field derivation of the two-dimensional signal-dependent Keller-Segel system studied in [1]. Therefore, we consider the same system of moderately interacting particles as before. The difference…

Probability · Mathematics 2026-05-18 Lukas Bol , Li Chen

We derive the stochastic 2D vortex model on the whole Euclidean space from moderately interacting particle systems driven by individual and environmental noises, obtaining quantitative estimates in the sense of the entropy and energy…

Analysis of PDEs · Mathematics 2026-04-14 Alexandre B. de Souza

We derive the quantitative propagation of chaos in the sense of relative entropy for the first time for the 2D Log gas or the weakly interacting particle systems with 2D Coulomb interactions on the whole space. We resolve this problem by…

Analysis of PDEs · Mathematics 2024-11-25 Shuzhe Cai , Xuanrui Feng , Yun Gong , Zhenfu Wang

We consider the 3D Landau equation for moderately soft potentials ($\gamma\in(-2,0)$ with the usual notation) as well as a stochastic system of $N$ particles approximating it. We first establish some strong/weak stability estimates for the…

Probability · Mathematics 2015-01-09 Nicolas Fournier , Maxime Hauray

We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation…

Analysis of PDEs · Mathematics 2017-05-12 Young-Pil Choi , Samir Salem

We prove the optimal rate of quantitative propagation of chaos, uniformly in time, for interacting diffusions. Our main examples are interactions governed by convex potentials and models on the torus with small interactions. We show that…

Probability · Mathematics 2023-01-23 Daniel Lacker , Luc Le Flem

This work explores connections between the quantum relative entropy of two faithful states $\rho,\sigma$ (i.e. full-rank density matrices) and the Kullback-Leibler divergences of classical measures $\mu,\nu$. Here, $\mu$ and $\nu$ are…

We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2023-07-17 Zachary Bezemek , Konstantinos Spiliopoulos

In this work we obtain rates of convergence for two moderately interacting stochastic particle systems with singular kernels associated to the viscous Burgers and Keller-Segel equations. The main novelty of this work is to consider a…

Probability · Mathematics 2025-05-08 Christian Olivera , Alexandre Richard , Milica Tomasevic

This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…

Probability · Mathematics 2019-11-19 Mathieu Laurière , Ludovic Tangpi

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…

Analysis of PDEs · Mathematics 2026-04-14 Ning Jiang , Rongli Mo

Within the infinite series of ring (or bubble) diagram approximation for the electronic self-energy as appropriate for the long-range Coulomb interaction, we calculate the density-dependent T=0 Fermi liquid quasiparticle effective mass…

Strongly Correlated Electrons · Physics 2007-05-23 Ying Zhang , S. Das Sarma

The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such scaled relative entropies is established in various settings.…

Probability · Mathematics 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan

The quantitative convergence to equilibrium for reaction-diffusion systems arising from complex balanced chemical reaction networks with mass action kinetics is studied by using the so-called entropy method. In the first part of the paper,…

Analysis of PDEs · Mathematics 2016-11-11 Laurent Desvillettes , Klemens Fellner , Bao Quoc Tang

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

We propose a simple quantitative method for studying the hydrodynamic limit of interacting particle systems on lattices. It is applied to the diffusive scaling of the symmetric Zero-Range Process (in dimensions one and two). The rate of…

Probability · Mathematics 2024-12-24 Daniel Marahrens , Angeliki Menegaki , Clément Mouhot

We study two interacting particle systems, both modeled as a system of $N$ stochastic differential equations driven by Brownian motions with singular kernels and moderate interaction. We show a quantitative result where the convergence rate…

Probability · Mathematics 2025-01-22 Josué Knorst , Christian Olivera , Alexandre B. de Souza

In this note, we propose a new relative entropy combination of the methods developed by P.--E. Jabin and Z.~Wang [Inventiones (2018)] and by S. Serfaty [Proc. Int. Cong. of Math, (2018) and references therein] to treat more general kernels…

Analysis of PDEs · Mathematics 2019-06-11 Didier Bresch , Pierre-Emmanuel Jabin , Zhenfu Wang