Related papers: Mean-Field Control for Diffusion Aggregation syste…
We consider systems of mean-field interacting diffusions, where the pairwise interaction structure is described by a sparse (and potentially inhomogeneous) random graph. Examples include the stochastic Kuramoto model with pairwise…
Controlled interacting particle systems such as the ensemble Kalman filter (EnKF) and the feedback particle filter (FPF) are numerical algorithms to approximate the solution of the nonlinear filtering problem in continuous time. The…
We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…
The relationship between the mean-field approximations in various interacting models of statistical physics and measures of classical and quantum correlations is explored. We present a method that allows us to bound the total amount of…
We discuss a non-equilibrium dynamical mean-field framework for simulating inhomogeneous Hubbard models with local disorders. Our approach treats electron interactions and disorders on equal footing, by considering only local dynamical…
This paper studies the Gibbs measure of an interacting particle system with a general interaction kernel at various temperature regimes. We are particularly interested in fine features of the convergence to the mean-field density as the…
We construct an importance sampling method for computing statistics related to rare events for weakly interacting diffusions. Standard Monte Carlo methods behave exponentially poorly with the number of particles in the system for such…
A pathwise large deviation principle in the Wasserstein topology and a pathwise central limit theorem are proved for the empirical measure of a mean-field system of interacting diffusions. The coefficients are path-dependent. The framework…
We consider a generic, suitable class of optimal control problems under a constraint given by a finite-dimensional SDE-ODE system, describing a system of two interacting species of particles: the herd, described by SDEs, and the herders,…
This paper aims at providing a first step toward a qualitative theory for a new class of chemotaxis models derived from the celebrated Keller-Segel system, with the main novelty being that diffusion is nonlinear with flux delimiter…
We study the ergodic control problem for a class of jump diffusions in $\mathbb{R}^d$, which are controlled through the drift with bounded controls. The Levy measure is finite, but has no particular structure; it can be anisotropic and…
We consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity…
In this paper, we study an optimal control problem for a coupled non-linear system of reaction-diffusion equations with degenerate diffusion, consisting of two partial differential equations representing the density of cells and the…
The KWC system is a well-known generic framework for phase-field models of grain boundary motion, whose original formulation is given as a parabolic gradient flow of a free energy. In the original KWC system, the results of uniqueness have…
Accurate simulations of a condensed system of ions or polar molecules are concerned with proper handlings of the involved electrostatics. For such a Coulomb system at a charged planar interface, the Coulomb interaction averaged over the…
A system of a parabolic partial differential equation coupled with ordinary differential inclusions that arises from a closed-loop control problem for a thermodynamic process governed by the Allen-Cahn diffusion reaction model is studied. A…
In this paper we study the controllability of the Keller-Segel system approximating its parabolic-elliptic version. We show that this parabolic system is locally uniform controllable around a constant solution of the parabolic-elliptic…
An Euler-type hyperbolic-parabolic system of chemotactic aggregation describing the vascular network formation is investigated in the critical regularity setting. For small initial data around a constant equilibrium state, the…
We provide a review of recently-develop dynamical mean-field theory (DMFT) approaches to the general problem of strongly correlated electronic systems with disorder. We first describe the standard DMFT approach, which is exact in the limit…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…