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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

We consider a system of particles which interact through a jump process. The jump intensities are functions of the proximity rank of the particles, a type of interaction referred to as topological in the literature. Such interactions have…

Probability · Mathematics 2022-12-20 Pierre Degond , Mario Pulvirenti , Stefano Rossi

We study a one-dimensional particles system, in the overdamped limit, where nearest particles attract with a force inversely proportional to a power of their distance and coalesce upon encounter. The detailed shape of the distribution…

Statistical Mechanics · Physics 2010-01-25 Daniel ben-Avraham , Oleksandr Gromenko , Paolo Politi

For a class of interacting particle systems in continuous space, we show that finite-volume approximations of the bulk diffusion matrix converge at an algebraic rate. The models we consider are reversible with respect to the Poisson…

Probability · Mathematics 2021-12-07 Arianna Giunti , Chenlin Gu , Jean-Christophe Mourrat

We introduce a stochastic individual model for the spatial behavior of an animal population of dispersive and competitive species, considering various kinds of biological effects, such as heterogeneity of environmental conditions, mutual…

Probability · Mathematics 2016-07-05 Joaquin Fontbona , Sylvie Méléard

Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and…

Numerical Analysis · Mathematics 2023-11-23 Giacomo Dimarco , Lorenzo Pareschi , Mattia Zanella

We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

Probability · Mathematics 2017-04-05 Amir Dembo , Mykhaylo Shkolnikov , S. R. Srinivasa Varadhan , Ofer Zeitouni

We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on…

Statistical Mechanics · Physics 2008-10-01 E. Agliari , M. Casartelli , A. Vezzani

We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…

Probability · Mathematics 2025-12-02 Lucio Galeati , Khoa Lê , Avi Mayorcas

The derivation of effective descriptions for interacting many-body systems is an important branch of applied mathematics. We prove a propagation of chaos result for a system of $N$ particles subject to Newtonian time evolution with or…

Mathematical Physics · Physics 2025-05-20 Li Chen , Jinwook Jung , Peter Pickl , Zhenfu Wang

Solving the stationary nonlinear Fokker-Planck equations is important in applications and examples include the Poisson-Boltzmann equation and the two layer neural networks. Making use of the connection between the interacting particle…

Numerical Analysis · Mathematics 2023-10-03 Lei Li , Yijia Tang , Jingtong Zhang

The weak-strong uniqueness for Maxwell--Stefan systems and some generalized systems is proved. The corresponding parabolic cross-diffusion equations are considered in a bounded domain with no-flux boundary conditions. The key points of the…

Analysis of PDEs · Mathematics 2021-10-12 Xiaokai Huo , Ansgar Jüngel , Athanasios E. Tzavaras

The main aim of this work is to establish an averaging principle for a wide class of interacting particle systems in the continuum. This principle is an important step in the analysis of Markov evolutions and is usually applied for the…

Mathematical Physics · Physics 2022-03-17 Martin Friesen , Yuri Kondratiev

We establish the global existence of weak solutions to a nonlinear kinetic Fokker--Planck equation with degenerate diffusion, under either inflow or partial absorption-reflection boundary conditions. The novelty of our approach lies in…

Analysis of PDEs · Mathematics 2025-10-09 Young-Pil Choi , Sihyun Song

We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as…

Probability · Mathematics 2026-03-24 Nikolaos Kolliopoulos , Martin Larsson , Zeyu Zhang

In this work, we study a class of nonlocal-in-time kinetic models of incompressible dilute polymeric fluids. The system couples a macroscopic balance of linear momentum equation with a mezoscopic subdiffusive Fokker-Planck equation…

Analysis of PDEs · Mathematics 2025-11-11 Marvin Fritz , Endre Süli , Barbara Wohlmuth

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…

Chemical Physics · Physics 2012-12-20 Maria Bruna , S. Jonathan Chapman

We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…

Analysis of PDEs · Mathematics 2024-10-30 Vincent Bansaye , Ayman Moussa , Felipe Muñoz-Hernández

General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…

Astrophysics of Galaxies · Physics 2017-06-20 Jean Heyvaerts , Jean-Baptiste Fouvry , Pierre-Henri Chavanis , Christophe Pichon

We investigate a class of systems of partial differential equations with nonlinear cross-diffusion and nonlocal interactions, which are of interest in several contexts in social sciences, finance, biology, and real world applications.…

Analysis of PDEs · Mathematics 2017-10-05 M. Di Francesco , A. Esposito , S. Fagioli