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We propose a mean-field model of interacting point processes where each process has a memory of the time elapsed since its last event (age) and its recent past (leaky memory), generalizing Age-dependent Hawkes processes. The model is…

Probability · Mathematics 2021-12-07 Valentin Schmutz

Systems of identical particles possessing non-local interactions are capable of exhibiting extra-classical properties beyond the characteristic quantum length scales. This letter derives the dynamics of such systems in the non-relativistic…

Cosmology and Nongalactic Astrophysics · Physics 2020-03-24 Erik W Lentz , Thomas R Quinn , Leslie J Rosenberg

Active systems, which are driven out of equilibrium by local non-conservative forces, exhibit unique behaviors and structures with potential utility for the design of novel materials. An important and difficult challenge along the path…

Soft Condensed Matter · Physics 2022-08-09 Laura Tociu , Gregory Rassolov , Étienne Fodor , Suriyanarayanan Vaikuntanathan

In this article we study the convergence of a stochastic particle system that interacts through threshold hitting times towards a novel equation of McKean-Vlasov type. The particle system is motivated by an original model for the behavior…

Probability · Mathematics 2015-09-15 James Inglis , Denis Talay

We study a population of $N$ particles, which evolve according to a diffusion process and interact through a dynamical network. In turn, the evolution of the network is coupled to the particles' positions. In contrast with the mean-field…

Mathematical Physics · Physics 2020-10-14 Julien Barré , Paul Dobson , Michela Ottobre , Ewelina Zatorska

We consider a large number $N$ of quantum particles coupled via a mean field interaction to another quantum system (reservoir). Our main result is an expansion for the averages of observables, both of the particles and of the reservoir, in…

Mathematical Physics · Physics 2018-05-09 Marco Merkli , Alireza Rafiyi

Building on the line of work [DIRT15a], [DIRT15b], [NS17a], [DT17], [HLS18], [HS18] we continue the study of particle systems with singular interaction through hitting times. In contrast to the previous research, we (i) consider very…

Probability · Mathematics 2019-09-26 Sergey Nadtochiy , Mykhaylo Shkolnikov

Rich out of equilibrium collective dynamics of strongly interacting large assemblies emerge in many areas of science. Some intriguing and not fully understood examples are the glassy arrest in atomic, molecular or colloidal systems,…

Statistical Mechanics · Physics 2023-05-03 Leticia F. Cugliandolo

We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose a novel method based on martingale estimating functions…

Numerical Analysis · Mathematics 2024-01-30 Grigorios A. Pavliotis , Andrea Zanoni

We study the problem of learning unknown parameters in stochastic interacting particle systems with polynomial drift, interaction and diffusion functions from the path of one single particle in the system. Our estimator is obtained by…

Numerical Analysis · Mathematics 2024-01-30 Grigorios A. Pavliotis , Andrea Zanoni

We study the mean-field limit of a model of biological neuron networks based on the so-called stochastic integrate-and-fire (IF) dynamics. Our approach allows to derive a continuous limit for the macroscopic behavior of the system, the…

Probability · Mathematics 2023-09-11 Pierre-Emmanuel Jabin , Datong Zhou

The spread of an epidemic disease and the population's collective behavioural response are deeply intertwined, influencing each other's evolution. Such a co-evolution typically has been overlooked in mathematical models, limiting their…

Dynamical Systems · Mathematics 2024-10-24 Kathinka Frieswijk , Lorenzo Zino , Mengbin Ye , Alessandro Rizzo , Ming Cao

We consider a particle system with uniform coupling between a macroscopic component and individual particles. The constraint for each particle is of full rank, which implies that each movement of the macroscopic component leads to a…

Analysis of PDEs · Mathematics 2022-03-15 Steffen Plunder , Bernd Simeon

We study Replica Mean Field limits for a neural system of infinitely many neurons with both inhibitory and excitatory interactions. As a result we obtain an analytical characterisation of the invariant state. In particular we focus on the…

Probability · Mathematics 2025-05-27 Ioannis Papageorgiou

We derive the exchange-driven growth (EDG) equations as the mean-field limit of interacting particle systems on the complete graph. Extending previous work, we consider symmetric exchange kernels $c(k, l) = c(l, k)$ satisfying super-linear…

Probability · Mathematics 2025-09-25 Angeliki Koutsimpela

This note is a companion article to the recent paper L\"ocherbach, Loukianova, Marini (2024). We consider mean field systems of interacting particles. Each particle jumps with a jump rate depending on its position. When jumping, a…

Probability · Mathematics 2024-07-02 Dasha Loukianova , Eva Löcherbach

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 establish a connection between tagged particles and size-biased empirical processes in interacting particle systems, in analogy to classical results on the propagation of chaos. In a mean-field scaling limit, the evolution of the…

Probability · Mathematics 2026-03-03 Angeliki Koutsimpela , Stefan Grosskinsky

We consider spatially extended systems of interacting nonlinear Hawkes processes modeling large systems of neurons placed in Rd and study the associated mean field limits. As the total number of neurons tends to infinity, we prove that the…

Probability · Mathematics 2018-02-19 Julien Chevallier , A Duarte , E Löcherbach , G Ost

We consider a class of particle systems which appear in various applications such as approximation theory, plasticity, potential theory and space-filling designs. The positions of the particles on the real line are described as a global…

Analysis of PDEs · Mathematics 2022-10-05 Patrick van Meurs , Ken'ichiro Tanaka