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Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit for mean-field systems of interacting diffusions with simultaneous jumps. We prove propagation of chaos via a coupling technique that involves…

Probability · Mathematics 2017-04-05 Luisa Andreis , Paolo Dai Pra , Markus Fischer

The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…

Probability · Mathematics 2025-09-01 Robert Alexander Crowell

A cluster mean-field method is introduced and the applications to the Ising and Heisenberg models are demonstrated. We divide the lattice sites into clusters whose size and shape are selected so that the equivalence of all sites in a…

Strongly Correlated Electrons · Physics 2013-05-29 Daisuke Yamamoto

The large amounts of data from molecular biology and neuroscience have lead to a renewed interest in the inverse Ising problem: how to reconstruct parameters of the Ising model (couplings between spins and external fields) from a number of…

Disordered Systems and Neural Networks · Physics 2012-08-13 H. Chau Nguyen , Johannes Berg

The one-dimensional pair contact process with a particle source is studied by using dynamical cluster mean-field approximations with sites up to $n=12$. The results obtained for different levels of approximation become convergent especially…

Statistical Mechanics · Physics 2009-11-07 Attila Szolnoki

Collaborative multi-agent robotic systems where agents coordinate by modifying a shared environment often result in undesired dynamical couplings that complicate the analysis and experiments when solving a specific problem or task.…

Robotics · Computer Science 2022-03-10 Daniel Jarne Ornia , Pedro J Zufiria , Manuel Mazo

We propose a new approach to deriving quantitative mean field approximations for any probability measure $P$ on $\mathbb{R}^n$ with density proportional to $e^{f(x)}$, for $f$ strongly concave. We bound the mean field approximation for the…

Probability · Mathematics 2022-06-06 Daniel Lacker , Sumit Mukherjee , Lane Chun Yeung

We investigate team optimal control of stochastic subsystems that are weakly coupled in dynamics (through the mean-field of the system) and are arbitrary coupled in the cost. The controller of each subsystem observes its local state and the…

Optimization and Control · Mathematics 2020-12-04 Jalal Arabneydi , Aditya Mahajan

We introduce a system of self-propelled agents (active Brownian particles) with velocity alignment in two spatial dimensions and derive a mean-field theory from the microscopic dynamics via a nonlinear Fokker-Planck equation and a moment…

Statistical Mechanics · Physics 2011-09-26 Pawel Romanczuk , Lutz Schimansky-Geier

This paper establishes an indirect approximation theorem for the most probable transition pathway of a stochastic interacting particle system in the mean-field framework. This paper studied the problem of indirect approximation of the most…

Dynamical Systems · Mathematics 2026-05-27 Jianyu Chen , Ting Gao , Galina Strelkova , Jinqiao Duan

We derive mean-field equations for a general class of ferromagnetic spin systems with an explicit error bound in finite volumes. The proof is based on a link between the mean-field equation and the free convolution formalism of random…

Mathematical Physics · Physics 2021-08-10 Christian Brennecke , Per von Soosten

The mean field limit with time dependent weights for a 1D singular case, given by the attractive Coulomb interactions, is considered. This extends recent results [1,8] for the case of regular interactions. The approach taken here is based…

Analysis of PDEs · Mathematics 2023-12-07 Immanuel Ben Porat , José A. Carrillo , Sondre T. Galtung

Large ensembles of stochastically evolving interacting particles describe phenomena in diverse fields including statistical physics, neuroscience, biology, and engineering. In such systems, the infinitesimal evolution of each particle…

Probability · Mathematics 2024-01-02 Kavita Ramanan

We consider heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with weights characterized by an underlying graphon. A law of large numbers result is established as…

Probability · Mathematics 2022-10-07 Erhan Bayraktar , Suman Chakraborty , Ruoyu Wu

Mean-field integro-differential equations are studied in an abstract framework, through couplings of the corresponding stochastic processes. In the perturbative regime, the equation is proven to admit a unique equilibrium, toward which the…

Probability · Mathematics 2023-01-16 Pierre Monmarché

These notes are devoted to a summary on the mean-field limit of large ensembles of interacting particles with applications in swarming models. We first make a summary of the kinetic models derived as continuum versions of second order…

Analysis of PDEs · Mathematics 2015-06-15 J. A. Carrillo , Y. -P. Choi , M. Hauray

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

In the present work, we develop a novel particle method for a general class of mean field control problems, with source and terminal constraints. Specific examples of the problems we consider include the dynamic formulation of the…

Optimization and Control · Mathematics 2025-08-27 Katy Craig , Karthik Elamvazhuthi , Harlin Lee

We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…

Probability · Mathematics 2009-02-16 Charles Bordenave , David McDonald , Alexandre Proutiere

The Vlasov-Poisson system for ions is a kinetic equation for dilute, unmagnetised plasma. It describes the evolution of the ions in a plasma under the assumption that the electrons are thermalized. Consequently, the Poisson coupling for the…

Analysis of PDEs · Mathematics 2026-05-15 Megan Griffin-Pickering