Related papers: Mean-Field Limits for Stochastic Interacting Parti…
We study geometric stochastic differential equations (SDEs) and their approximations on Riemannian manifolds. In particular, we introduce a simple new construction of geometric SDEs, using which with bounded curvature. In particular, we…
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…
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…
The stochastic Kuramoto model defined on a sequence of graphs is analyzed: the emphasis is posed on the relationship between the mean field limit, the connectivity of the underlying graph and the long time behavior. We give an explicit…
We investigate a class of stochastic partial differential equations of reaction-diffusion type defined on graphs, which can be derived as the limit of SPDEs on narrow planar channels. In the first part, we demonstrate that this limit can be…
We consider Markov models of large-scale networks where nodes are characterized by their local behavior and by a mobility model over a two-dimensional lattice. By assuming random walk, we prove convergence to a system of partial…
Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…
We consider large systems of particles interacting through rough but bounded interaction kernels. We are able to control the relative entropy between the $N$-particle distribution and the expected limit which solves the corresponding Vlasov…
Contact processes form a large and highly interesting class of dynamic processes on networks, including epidemic and information spreading. While devising stochastic models of such processes is relatively easy, analyzing them is very…
Dynamical Mean-Field Theory (DMFT) has opened new perspectives for the investigation of strongly correlated electron systems and greatly improved our understanding of correlation effects in models and materials. In contrast to…
The dynamical mean-field theory (DMFT) is a widely applicable approximation scheme for the investigation of correlated quantum many-particle systems on a lattice, e.g., electrons in solids and cold atoms in optical lattices. In particular,…
We typically interact in groups, not just in pairs. For this reason, it has recently been proposed that the spread of information, opinion or disease should be modelled over a hypergraph rather than a standard graph. The use of hyperedges…
We present a Mean Field Game approach to obtain the rate function for the empirical measure of interacting particles under McKean-Vlasov dynamics. Although the result is well known, our approach relies on PDE methods and provides another…
Mathematical mean-field approaches have been used in many fields, not only in Physics and Chemistry, but also recently in Finance, Economics, and Game Theory. In this paper we will study a new special mean-field problem in a purely…
In this paper, we construct under general assumptions the stochastic dynamics of an interacting particle system in a bounded domain $\Omega$ with sticky boundary. Under appropriate conditions on the interaction the constructed process…
In this paper, we investigate the optimal control problems for stochastic differential equations (SDEs in short) of mean-field type with jump processes. The control variable is allowed to enter into both diffusion and jump terms. This…
This course explains how the usual mean field evolution partial differential equations (PDEs) in Statistical Physics - such as the Vlasov-Poisson system, the vorticity formulation of the two-dimensional Euler equation for incompressible…
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…
Ensemble Kalman Sampler (EKS) is a method to find approximately $i.i.d.$ samples from a target distribution. As of today, why the algorithm works and how it converges is mostly unknown. The continuous version of the algorithm is a set of…
Time-continuous dynamical systems defined on graphs are often used to model complex systems with many interacting components in a non-spatial context. In the reverse sense attaching meaningful dynamics to given 'interaction diagrams' is a…