Related papers: Entropy on the path space and application to singu…
We develop a unified relative entropy framework for macroscopic limits of kinetic equations with Riesz-type interactions and Fokker-Planck relaxation. Our analysis covers three prototypical singular regimes: the diffusive limit leading to a…
Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…
We consider a system of charged particles moving on the real line driven by electrostatic interactions. Since we consider charges of both signs, collisions might occur in finite time. Upon collision, some of the colliding particles are…
We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…
In this paper, uniform in time quantitative propagation of chaos in $L^1$-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the drift is assumed to…
In this work, we prove the well--posedness of a singularly interacting stochastic particle system and we establish propagation of chaos result towards the one-dimensional parabolic-parabolic Keller-Segel model.
In this paper, the applicability of the entropy method for the trend towards equilibrium for reaction-diffusion systems arising from first order chemical reaction networks is studied. In particular, we present a suitable entropy structure…
We study the convergence of an $N$-particle Markovian controlled system to the solution of a family of stochastic McKean-Vlasov control problems, either with a finite horizon or Schr\"odinger type cost functional. Specifically, under…
We presented background information about various entropies in the literature. The pathway idea of Mathai (2005) is shown to be inferable from the maximization of a certain generalized entropy measure and established connections to…
This work develops a particle system addressing the approximation of McKean-Vlasov stochastic differential equations (SDEs). The novelty of the approach lies in involving low discrepancy sequences nontrivially in the construction of a…
We consider the so-called field-road diffusion model in a bounded domain, consisting of two parabolic PDEs posed on sets of different dimensions (a {\it field} and a {\it road} in a population dynamics context) and coupled through exchange…
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…
We prove limit theorems for systems of interacting diffusions on sparse graphs. For example, we deduce a hydrodynamic limit and the propagation of chaos property for the stochastic Kuramoto model with interactions determined by…
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…
In this paper, we investigate gradient estimate of the Poisson equation and the exponential convergence in the Wasserstein metric $W_{1,d_{l^1}}$, uniform in the number of particles, and uniform-in-time propagation of chaos for the…
We study a McKean--Vlasov equation arising from a mean-field model of a particle system with positive feedback. As particles hit a barrier they cause the other particles to jump in the direction of the barrier and this feedback mechanism…
We introduce a new approach to derive mean-field limits for first- and second-order particle systems with singular interactions. It is based on a duality approach combined with the analysis of linearized dual correlations, and it allows to…
We investigate a rich new class of exactly solvable particle systems generalizing the Totally Asymmetric Simple Exclusion Process (TASEP). Our particle systems can be thought of as new exactly solvable examples of tandem queues, directed…
Quantitative estimates are derived, on the whole space, for the relative entropy between the joint law of random interacting particles and the tensorized law at the limiting systeme. The developed method combines the relative entropy method…
We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…