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This paper focuses on the invariant measure of McKean-Vlasov (MV) stochastic differential equations (SDEs) with common noise (wCN) whose coefficients depend on both the state and the measure. Using the existence of the unique solution of…

Probability · Mathematics 2025-09-23 Xing Chen , Xiaoyue Li , Chenggui Yuan

This paper studies the rich dynamics of one-dimensional granular media equations with attractive quadratic interactions. Building on the monotone dynamical systems framework developed in an earlier work, we allow for multiplicative noise,…

Probability · Mathematics 2026-01-08 Baoyou Qu , Jinxiang Yao , Yanpeng Zhi

This work focuses on the quantitative contraction rates for McKean-Vlasov stochastic differential equations (SDEs) with multiplicative noise. Under suitable conditions on the coefficients of the SDE, this paper derives explicit quantitative…

Probability · Mathematics 2025-09-30 Dan Noelck

This paper studies McKean-Vlasov stochastic differential equations (MVSDEs) whose drift coefficients grow super-linearly in both state variables and measure arguments, and whose diffusion coefficients exhibit super-linear growth in the…

Probability · Mathematics 2026-02-09 Zhuoqi Liu , Qian Guo , Shuaibin Gao , Chenggui Yuan

In this note, under a weak monotonicity and a weak coercivity, we address strong well-posedness of McKean-Vlasov stochastic differential equations (SDEs) driven by L\'{e}vy jump processes, where the coefficients are Lipschitz continuous…

Probability · Mathematics 2024-12-03 Jianhai Bao , Yao Liu , Jian Wang

Discrete dynamical systems defined on the state space {0,1,...,p-1}^n have been used in multiple applications, most recently for the modeling of gene and protein networks. In this paper we study to what extent well-known theorems by Smale…

Dynamical Systems · Mathematics 2007-11-18 Winfried Just , German A. Enciso

In this work we continue to investigate well-posedness for stable driven McKean-Vlasov SDEs with distributional interaction kernel following the approach introduced in [8]. We specifically focus on the impact of the Besov smoothness of the…

Analysis of PDEs · Mathematics 2025-07-22 P. -E Chaudru de Raynal , J. -F Jabir , S Menozzi

We study the existence of patterns (nontrivial, stationary solutions) for one-dimensional Swift-Hohenberg Equation in a directional quenching scenario, that is, on $x\leq 0$ the energy potential associated to the equation is bistable,…

Analysis of PDEs · Mathematics 2019-07-11 Rafael Monteiro , Natsuhiko Yoshinaga

In this paper, we first establish well-posedness of McKean-Vlasov stochastic differential equations (McKean-Vlasov SDEs) with common noise, possibly with coefficients having super-linear growth in the state variable. Second, we present…

Probability · Mathematics 2020-06-02 Chaman Kumar , Neelima , Christoph Reisinger , Wolfgang Stockinger

We are interested in establishing weak and strong well-posedness for McKean-Vlasov SDEs with additive stable noise and a convolution type non-linear drift with singular interaction kernel in the framework of Lebesgue-Besov spaces. In…

Analysis of PDEs · Mathematics 2022-05-25 P. -E Chaudru de Raynal , J. -F Jabir , S Menozzi

In this paper we mainly investigate the strong and weak well-posedness of a class of McKean-Vlasov stochastic (partial) differential equations. The main existence and uniqueness results state that we only need to impose some local…

Probability · Mathematics 2024-01-15 Wei Hong , Shanshan Hu , Wei Liu

The classical approach to the study of dynamical systems consists in representing the dynamics of the system in the form of a "source-sink", that means identifying an attractor-repeller pair, which are attractor-repellent sets for all other…

Dynamical Systems · Mathematics 2022-10-18 Elena Nozdrinova , Olga Pochinka , Ekaterina Tsaplina

We introduce a framework for stochastic differential equations (SDEs) with interaction on compact, connected, $d$-dimensional manifolds. For SDEs whose drift and diffusion coefficients may depend on both the state variable and the empirical…

Probability · Mathematics 2026-01-27 Andrey Dorogovtsev , Alexander Weiß

In this paper, we study a two-species model in the form of a coupled system of nonlinear stochastic differential equations (SDEs) that arises from a variety of applications such as aggregation of biological cells and pedestrian movements.…

Analysis of PDEs · Mathematics 2018-10-03 Manh Hong Duong , Julian Tugaut

In a dynamical systems description of spatiotemporally chaotic PDEs including those describing turbulence, chaos is viewed as a trajectory evolving within a network of non-chaotic, dynamically unstable, time-invariant solutions embedded in…

Chaotic Dynamics · Physics 2023-08-02 Omid Ashtari , Tobias M. Schneider

We study a fully-coupled system of conditional slow-fast McKean-Vlasov Stochastic Differential Equations that exhibit full dependence on both the slow and fast components, as well as on the conditional law of the slow component. Our aim is…

Probability · Mathematics 2023-08-14 Antonios Zitridis

We establish the well-posedness for a class of McKean-Vlasov SDEs driven by symmetric $\alpha$-stable L\'{e}vy process ($1/2<\alpha\leq1$), where the drift coefficient is H\"{o}lder continuous in space variable, while the noise coefficient…

Probability · Mathematics 2024-01-23 Chang-Song Deng , Xing Huang

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…

Probability · Mathematics 2025-12-25 Yuanping Cui , Xiaoyue Li , Yi Liu , Fengyu Wang

This paper focuses on recent works on McKean-Vlasov stochastic differential equations (SDEs) involving singular coefficients. After recalling the classical framework, we review existing recent literature depending on the type of…

Probability · Mathematics 2025-08-01 Luca Bondi , Elena Issoglio , Francesco Russo

This paper studies the approximation of invariant measures of McKean-Vlasov dynamics with non-degenerate additive noise. While prior findings necessitated a strong monotonicity condition on the McKean-Vlasov process, we expand these results…

Probability · Mathematics 2024-01-24 Wenjing Cao , Kai Du
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