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We prove an averaging principle which asserts convergence of diffusion processes on domains separated by semi-permeable membranes, when diffusion coefficients tend to infinity while the flux through the membranes remains constant. In the…

Functional Analysis · Mathematics 2019-08-08 Adam Bobrowski , Bogdan Kazmierczak , Markus Kunze

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…

Probability · Mathematics 2014-01-15 Stéphane Mischler , Clément Mouhot , Bernt Wennberg

This paper is concerned with the mean-field limit for the gradient flow evolution of particle systems with pairwise Riesz interactions, as the number of particles tends to infinity. Based on a modulated energy method, using regularity and…

Analysis of PDEs · Mathematics 2016-07-06 Mitia Duerinckx

Population cross-diffusion systems of Shigesada-Kawasaki-Teramoto type are derived in a mean-field-type limit from stochastic, moderately interacting many-particle systems for multiple population species in the whole space. The diffusion…

Analysis of PDEs · Mathematics 2021-10-13 Li Chen , Esther S. Daus , Alexandra Holzinger , Ansgar Jüngel

The Random Batch Method proposed in our previous work [Jin et al., J. Comput. Phys., 400(1), 2020] is not only a numerical method for interacting particle systems and its mean-field limit, but also can be viewed as a model of particle…

Probability · Mathematics 2020-11-24 Shi Jin , Lei Li

A simple and very flexible variational approach to the out-of-equilibrium quantum dynamics in strongly correlated electron systems is introduced through a time-dependent Gutzwiller wavefunction. As an application, we study the simple case…

Strongly Correlated Electrons · Physics 2010-09-10 Marco Schiró , Michele Fabrizio

In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…

Probability · Mathematics 2022-12-06 Maxime Hauray , Etienne Pardoux , Yen V. Vuong

We construct a new random probability measure on the sphere and on the unit interval which in both cases has a Gibbs structure with the relative entropy functional as Hamiltonian. It satisfies a quasi-invariance formula with respect to the…

Probability · Mathematics 2007-05-23 Max-K von Renesse , Karl-Theodor Sturm

This article proposes a unified framework to study non-exchangeable mean-field particle systems with some general interaction mechanisms. The starting point is a fixed-point formulation of particle systems originally due to Tanaka that…

Probability · Mathematics 2025-10-07 Louis-Pierre Chaintron , Antoine Diez

We study a leader-follower system of interacting particles subject to feedback control and derive its mean-field limits through a two-step passage: first to a micro-macro system coupling leader particles with a follower fluid, and then to a…

Analysis of PDEs · Mathematics 2025-08-07 Giacomo Albi , Young-Pil Choi , Matteo Piu , Sihyun Song

We establish an explicit rate of convergence for some systems of mean-field interacting diffusions with logistic binary branching towards the solutions of nonlinear evolution equations with non-local self-diffusion and logistic mass growth,…

Probability · Mathematics 2021-09-29 Joaquín Fontbona , Felipe Muñoz-Hernández

These notes are devoted to a summary on the mean-field limit of large ensembles of interacting particles with applications in swarming models. We first make a summary of the kinetic models derived as continuum versions of second order…

Analysis of PDEs · Mathematics 2015-06-15 J. A. Carrillo , Y. -P. Choi , M. Hauray

We construct a system of interacting two-sided Bessel processes on the unit interval and show that the associated empirical measure process converges to the Wasserstein Diffusion, assuming that Markov uniqueness holds for the generating…

Probability · Mathematics 2007-12-17 Sebastian Andres , Max-K. von Renesse

The asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…

Probability · Mathematics 2022-04-29 Huaiqian Li , Bingyao Wu

We develop a quantum relative entropy method for the mean-field limit of quantum many-body systems. For closed systems governed by the von Neumann equation, we prove a quantitative stability estimate between the $N$-body density matrix and…

Mathematical Physics · Physics 2026-05-12 Gaoyue Guo , Hao Liang , Zhenfu Wang

A mean field type control system is a dynamical system in the Wasserstein space describing an evolution of a large population of agents with mean-field interaction under a control of a unique decision maker. We develop the viability theorem…

Optimization and Control · Mathematics 2018-02-01 Yurii Averboukh

Score-based diffusion models have emerged as powerful tools in generative modeling, yet their theoretical foundations remain underexplored. In this work, we focus on the Wasserstein convergence analysis of score-based diffusion models.…

Machine Learning · Statistics 2025-02-10 Yifeng Yu , Lu Yu

We consider a system of hierarchical interacting spins under dynamics of spin-flip type with a ferromagnetic mean field interaction, scaling with the hierarchical distance, coupled with a system of linearly interacting hierarchical…

Probability · Mathematics 2019-10-31 Paolo Dai Pra , Marco Formentin , Guglielmo Pelino

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…

Probability · Mathematics 2025-10-29 Xing Huang

We study the Wasserstein distance of order 1 between the empirical distribution and the marginal distribution of stationary $\alpha$-dependent sequences. We prove some moments inequalities of order p for any p $\ge$ 1, and we give some…

Probability · Mathematics 2015-03-03 Jérôme Dedecker , Florence Merlevède