Related papers: Quantitative propagation of chaos for non-exchange…
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…
We consider deterministic self-propelled particles with anti-alignment interactions. An asymptotically exact kinetic theory for particle scattering at low densities is constructed by a non-local closure of the BBGKY-hierarchy, involving…
A generalization of the Gibbs entropy postulate is proposed based on the BBGKY hierarchy as the nonequilibrium entropy for a system of N interacting particles. This entropy satisfies the basic principles of thermodynamics in the sense that…
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…
We introduce an interacting particle system in which two families of reflected diffusions interact in a singular manner near a deterministic interface $I$. This system can be used to model the transport of positive and negative charges in a…
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…
We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation…
We prove the existence of weak solutions of a class of multi-species cross-diffusion systems as well as the propagation of chaos result by means of nonlocal approximation of the nonlinear diffusion terms, coupling methods and compactness…
We prove the quantitative propagation of chaos for stochastic particle systems with interaction in both the drift and the diffusion coefficients, provided the drift kernel is bounded and free of Lipschitz or smoothness assumptions. Our…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…
This paper studies a class of mixed mean-field jump processes on an abstract state space $\Pi$, together with their associated $N$-particle systems. The dynamics consist of the superposition of an independent Markovian component and a…
We derive a class of multi-species aggregation-diffusion systems from stochastic interacting particle systems via relative entropy method with quantitative bounds. We show an algebraic $L^1$-convergence result using moderately interacting…
We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…
In this work, we prove the well-posedness and propagation of chaos for a stochastic particle system in mean-field interaction under the assumption that the interacting kernel belongs to a suitable $L_t^q-L_x^p$ space. Contrary to the large…
We consider particle systems that evolve by inertialess binary interaction through general non-attractive kernels of singularity $|x|^{-\alpha}$ with $\alpha<d-1$. We prove a quantitative mean-field limit in terms of Wasserstein distances…
We study the propagation of chaos and relaxation to Gibbs equilibrium for a system of $N$ classical Brownian particles with weak mean-field interactions. It is well known that propagation of chaos holds uniformly in time with rate…
We study a sequential system of interacting diffusions in which particle $i$ interacts only with its predecessors through the empirical measure $\mu_t^{i-1}$, yielding a directed, non-exchangeable mean-field approximation of a…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We consider large systems of particles interacting through rough but bounded interaction kernels. We are able to control the relative entropy between the $N$-particle distribution and the expected limit which solves the corresponding Vlasov…
The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…