Related papers: Mean-field approximation, Gibbs relaxation, and cr…
This article is a continuation of our first work \cite{chaudruraynal:frikha}. We here establish some new quantitative estimates for propagation of chaos of non-linear stochastic differential equations in the sense of McKean-Vlasov. We…
It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is…
The present note reviews some aspects of the mean field limit for Vlasov type equations with Lipschitz continuous interaction kernel. We discuss in particular the connection between the approach involving the N-particle empirical measure…
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…
In this work, we formulate an abstract framework to study mean-field systems. In contrast to most approaches in the available literature which primarily rely on the analysis of SDEs, ours is based on optimal transport and semigroup theory.…
We revisit here the problem of the collective non-equilibrium dynamics of a classical statistical system at a critical point and in the presence of surfaces. The effects of breaking separately space- and time-translational invariance are…
Time-uniform log-Sobolev inequalities (LSI) satisfied by solutions of semi-linear mean-field equations have recently appeared to be a key tool to obtain time-uniform propagation of chaos estimates. This work addresses the more general…
Dissipative quantum chaos plays a central role in the characterization and control of information scrambling, non-unitary evolution, and thermalization, but it still lacks a precise definition. The Grobe-Haake-Sommers conjecture, which…
The Kac model is a simplified model of an $N$-particle system in which the collisions of a real particle system are modeled by random jumps of pairs of particle velocities. Kac proved propagation of chaos for this model, and hence provided…
This note shows how to considerably strengthen the usual mode of convergence of an $n$-particle system to its McKean-Vlasov limit, often known as propagation of chaos, when the volatility coefficient is nondegenerate and involves no…
We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…
We present a comparative study of several dynamical systems of increasing complexity, namely, the logistic map with additive noise, one, two and many globally-coupled standard maps, and the Hamiltonian Mean Field model (i.e., the classical…
We study the poor-biased model for money exchange introduced in [2]: agents are being randomly picked at a rate proportional to their current wealth, and then the selected agent gives a dollar to another agent picked uniformly at random.…
Mean field approximation is a powerful technique which has been used in many settings to study large-scale stochastic systems. In the case of two-timescale systems, the approximation is obtained by a combination of scaling arguments and the…
We present a probabilistic proof of the mean field limit and propagation of chaos $N$-particle systems in three dimensions with positive (Coulomb) or negative (Newton) $1/r$ potentials scaling like $1/N$ and an $N$-dependent cut-off which…
The aim of this paper is to study the asymptotic behavior of a system of birth and death processes in mean field type interaction in discrete space. We first establish the exponential convergence of the particle system to equilibrium for a…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
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…
As an enhanced version of existing results on Kac's propagation of chaos, which describes the convergence of mean-field particle systems to a system of independent McKean-Vlasov particles as the number of particles tends to infinity, we…
We present a probabilistic proof of the mean-field limit and propagation of chaos of a classical N-particle system in two dimensions with Coulomb interaction force of the form $f^N(q)=\pm\frac{q}{|q|^2}$ and $N$-dependent cut-off at…