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The derivation of effective equations for interacting many body systems has seen a lot of progress in the recent years. While dealing with classical systems, singular potentials are quite challenging, comparably strong results are known to…
The random batch method provides an efficient algorithm for computing statistical properties of a canonical ensemble of interacting particles. In this work, we study the error estimates of the fully discrete random batch method, especially…
We investigate stochastic reaction-diffusion equations on finite metric graphs. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given. The vertex conditions are the standard…
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…
Starting from a microscopic model for a system of neurons evolving in time which individually follow a stochastic integrate-and-fire type model, we study a mean-field limit of the system. Our model is described by a system of SDEs with…
We study the convergence of the empirical measure of moderately interacting particle systems subject to singular forces derived by Lennard-Jones potential. Although the classical Lennard-Jones force is widely used in molecular dynamics,…
We study the mean-field limit for a class of agent-based models describing flocking with nonlinear velocity alignment. Each agent interacts through a communication protocol $\phi$ and a non-linear coupling of velocities given by the power…
In this paper we consider systems of weakly interacting particles driven by colored noise in a bistable potential, and we study the effect of the correlation time of the noise on the bifurcation diagram for the equilibrium states. We…
We study the mean field limit of a rank-based model with common noise, which arises as an extension to models for the market capitalization of firms in stochastic portfolio theory. We show that, under certain conditions on the drift and…
We develop an Euler-type particle method for the simulation of a McKean--Vlasov equation arising from a mean-field model with positive feedback from hitting a boundary. Under assumptions on the parameters which ensure differentiable…
In this paper, the quantitative entropy-cost type propagation of chaos for mean field interacting particle system is obtained, where the interaction is only assumed to be bounded measurable and the initial distribution of a single particle…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
The evolution of finitely many particles obeying Langevin dynamics is described by Dean-Kawasaki equations, a class of stochastic equations featuring a non-Lipschitz multiplicative noise in divergence form. We derive a regularised…
Inspired by the stochastic particle method, this paper establishes an easily implementable explicit numerical method for McKean-Vlasov stochastic differential equations (MV-SDEs) with superlinear growth coefficients. The paper establishes…
Motivated by the traditional Lotka-Volterra competitive models, this paper proposes and analyzes a class of stochastic reaction-diffusion partial differential equations. In contrast to the models in the literature, the new formulation…
The study of the normalized sum of random variables and its asymptotic behaviour has been and continues to be a central chapter in probability and statistical mechanics. When those variables are independent the central limit theorem ensures…
The dynamical transition occurring in spin-glass models with one step of Replica-Symmetry-Breaking is a mean-field artifact that disappears in finite systems and/or in finite dimensions. The critical fluctuations that smooth the transition…
We study stochastic differential equations (SDEs) of McKean-Vlasov type with distribution dependent drifts and driven by pure jump L\'{e}vy processes. We prove a uniform in time propagation of chaos result, providing quantitative bounds on…
In the limit of a nonlinear diffusion model involving the fractional Laplacian we get a "mean field" equation arising in superconductivity and superfluidity. For this equation, we obtain uniqueness, universal bounds and regularity results.…
Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…