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We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

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…

Analysis of PDEs · Mathematics 2017-05-12 Young-Pil Choi , Samir Salem

In this paper, we study convergence of coupled dynamical systems on convergent sequences of graphs to a continuum limit. We show that the solutions of the initial value problem for the dynamical system on a convergent graph sequence tend to…

Dynamical Systems · Mathematics 2022-05-31 Georgi S. Medvedev

In this work, we present a general Milstein-type scheme for McKean-Vlasov stochastic differential equations (SDEs) driven by Brownian motion and Poisson random measure and the associated system of interacting particles where drift,…

Probability · Mathematics 2025-01-08 Sani Biswas , Chaman Kumar , Christoph Reisinger , Verena Schwarz

We study large deviation properties of systems of weakly interacting particles modeled by It\^{o} stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures…

Probability · Mathematics 2012-09-26 Amarjit Budhiraja , Paul Dupuis , Markus Fischer

Many complex structures and stochastic patterns emerge from simple kinetic rules and local interactions, and are governed by scale invariance properties in combination with effects of the global geometry. We consider systems that can be…

Statistical Mechanics · Physics 2013-09-17 Adnan Ali , Robin C. Ball , Stefan Grosskinsky , Ellak Somfai

We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…

Probability · Mathematics 2011-10-25 A. Manita , V. Shcherbakov

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…

Probability · Mathematics 2025-01-07 José Antonio Carrillo , Shuchen Guo , Alexandra Holzinger

We consider a discrete particle system of two species coupled through nonlocal interactions driven by the one-dimensional Newtonian potential, with repulsive self-interaction and attractive cross-interaction. After providing a suitable…

Analysis of PDEs · Mathematics 2020-08-26 Marco Di Francesco , Antonio Esposito , Markus Schmidtchen

Computing analytically the $n$-point density correlations in systems of interacting particles is a long-standing problem of statistical physics, with a broad range of applications, from the interpretation of scattering experiments in simple…

Statistical Mechanics · Physics 2025-07-01 Louison Le Bon , Antoine Carof , Pierre Illien

Stochastic interacting particle systems are widely used to model collective phenomena across diverse fields, including statistical physics, biology, and social dynamics. The McKean-Vlasov equation arises as the mean-field limit of such…

Computational Physics · Physics 2025-09-17 Zhiqiang Cai , Chengyu Liu , Xiang Zhou

In this work we determine a process-level Large Deviation Principle (LDP) for a model of interacting particles indexed by a lattice $\mathbb{Z}^d$. The connections are random, sparse and unscaled, so that the system converges in the large…

Probability · Mathematics 2024-10-01 James MacLaurin

Social networks have a small number of large hubs, and a large number of small dense communities. We propose a generative model that captures both hub and dense structures. Based on recent results about graphons on line graphs, our model is…

Machine Learning · Statistics 2025-10-10 Sevvandi Kandanaarachchi , Cheng Soon Ong

We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…

Probability · Mathematics 2026-04-21 Matthieu Jonckheere , Seva Shneer

We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…

Probability · Mathematics 2025-11-13 Carlo Bellingeri , Fabio Coppini

We consider the problem of estimating graph limits, known as graphons, from observations of sequences of sparse finite graphs. In this paper we show a simple method that can shed light on a subset of sparse graphs. The method involves…

Machine Learning · Statistics 2025-07-08 Sevvandi Kandanaarachchi , Cheng Soon Ong

In this paper, we investigate gradient estimate of the Poisson equation and the exponential convergence in the Wasserstein metric $W_{1,d_{l^1}}$, uniform in the number of particles, and uniform-in-time propagation of chaos for the…

Probability · Mathematics 2021-09-15 Wei Liu , Liming Wu , Chaoen Zhang

In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…

Numerical Analysis · Mathematics 2023-05-30 Qian Guo , Jie He , Lei Li

The article considers systems of interacting particles on networks with adaptively coupled dynamics. Such processes appear frequently in natural processes and applications. Relying on the notion of graph convergence, we prove that for large…

Dynamical Systems · Mathematics 2026-05-20 Sebastian Throm

We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…

Statistical Mechanics · Physics 2026-05-19 Aurélien Grabsch , Davide Venturelli , Olivier Bénichou