English
Related papers

Related papers: Quantitative relative entropy estimates for intera…

200 papers

The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…

High Energy Physics - Theory · Physics 2007-06-13 P. O. Kazinski

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…

Probability · Mathematics 2025-02-06 Xing Huang

We consider a particle system with a mean-field-type interaction perturbed by some common and individual noises. When the interacting kernels are sublinear and only locally Lipschitz-continuous, relying on arguments based on the tightness…

Probability · Mathematics 2020-07-27 Angelo Rosello

In this paper we continue the study of the derivation of different types of kinetic equations which arise from scaling limits of interacting particle systems. We began this study in \cite{NVW}. More precisely, we consider the derivation of…

Mathematical Physics · Physics 2021-03-18 Alessia Nota , Juan J. L. Velázquez , Raphael Winter

We study the rate of propagation of chaos for a McKean--Vlasov equation with conditional expectation terms in the drift. We use a (regularized) Nadaraya--Watson estimator at a particle level to approximate the conditional expectations; we…

Probability · Mathematics 2025-07-31 Manuel Arnese

In this paper, we investigate and compare two well-developed definitions of entropy relevant for describing the dynamics of isolated quantum systems: bipartite entanglement entropy and observational entropy. In a model system of interacting…

Quantum Physics · Physics 2020-06-01 Dana Faiez , Dominik Šafránek , J. M. Deutsch , Anthony Aguirre

In this paper we consider stochastic Fokker-Planck Partial Differential Equations (PDEs), obtained as the mean-field limit of weakly interacting particle systems subjected to both independent (or idiosyncratic) and common Brownian noises.…

Probability · Mathematics 2024-05-17 François Delarue , Etienne Tanré , Raphaël Maillet

Combining the results of [14] and [10], the trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation. Under some conditions (that allow non-convex confining potentials) the…

Probability · Mathematics 2021-11-17 Arnaud Guillin , Pierre Monmarché

We study the quantification of coherence in infinite dimensional systems, especially the infinite dimensional bosonic systems in Fock space. We show that given the energy constraints, the relative entropy of coherence serves as a…

Quantum Physics · Physics 2016-01-27 Yu-Ran Zhang , Lian-He Shao , Yongming Li , Heng Fan

We derive the spatially homogeneous Landau equation for Maxwellian molecules from a natural stochastic interacting particle system. More precisely, we control the relative entropy between the joint law of the particle system and the…

Analysis of PDEs · Mathematics 2024-10-01 José Antonio Carrillo , Xuanrui Feng , Shuchen Guo , Pierre-Emmanuel Jabin , Zhenfu Wang

We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the system is close to the solution of a…

Probability · Mathematics 2012-01-12 François Bolley , José Alfredo Cañizo , José Antonio Carrillo

We establish sharp rates for propagation of chaos in R\'enyi divergences for interacting diffusion systems at stationarity. Building upon the entropic hierarchy established in Lacker (2023), we show that under strong isoperimetry and weak…

Probability · Mathematics 2026-02-10 Matthew S. Zhang

A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…

Probability · Mathematics 2026-04-17 Luigi Borasi , Francesco Carlo De Vecchi , Stefania Ugolini

This paper develops a non-asymptotic approach to mean field approximations for systems of $n$ diffusive particles interacting pairwise. The interaction strengths are not identical, making the particle system non-exchangeable. The marginal…

Probability · Mathematics 2026-04-17 Daniel Lacker , Lane Chun Yeung , Fuzhong Zhou

This paper is concerned with a dissipativity theory for dynamical systems governed by linear Ito stochastic differential equations driven by random noise with an uncertain drift. The deviation of the noise from a standard Wiener process in…

Optimization and Control · Mathematics 2012-08-21 Igor G. Vladimirov , Ian R. Petersen

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Thierry Dauxois , Stefano Ruffo

In this paper, a general result on the long time $\W_0$-$\widetilde{\W}_1$ type propagation of chaos, propagation of chaos with regularization effect, for mean field interacting particle system driven by L\'{e}vy noise is derived, where…

Probability · Mathematics 2024-08-20 Xing Huang , Fen-Fen Yang , Chenggui Yuan

In this work we study propagation of chaos for solutions of the Liouville equation for the classical discrete Cucker-Smale system. Assuming that the communication kernel satisfies the heavy tail condition -- known to be necessary to induce…

Analysis of PDEs · Mathematics 2021-12-09 Vinh Nguyen , Roman Shvydkoy

This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

Analysis of PDEs · Mathematics 2025-03-07 Raphael Maillet

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…

Probability · Mathematics 2013-09-19 Francois Bolley , Arnaud Guillin , Florent Malrieu