Related papers: Mean Field Stochastic Partial Differential Equatio…
We study linear systems of ordinary differential equations of an arbitrary order on a finite interval with the most general (generic) inhomogeneous boundary conditions in Sobolev spaces. We investigate the character of solvability of…
In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial…
We study interacting particle systems of Kuramoto-type. Our focus is on the dynamical relation between the partial differential equation (PDE) arising in the continuum limit (CL) and the one obtained in the mean-field limit (MFL). Both…
We study the long time behaviour of the kinetic Fokker-Planck equation with mean field interaction, whose limit is often called Vlasov-Fkker-Planck equation. We prove a uniform (in the number of particles) exponential convergence to…
In this paper we examine fully nonlinear mean-field games associated with a minimization problem. The variational setting is driven by a functional depending on its argument through its Hessian matrix. We work under fairly natural…
We study the long-time behavior of some McKean-Vlasov stochastic differential equations used to model the evolution of large populations of interacting agents. We give conditions ensuring the local stability of an invariant probability…
Carleman linearization is a technique that embeds systems of ordinary differential equations with polynomial nonlinearities into infinite dimensional linear systems in a procedural way. In this paper we generalize the method for systems of…
We introduce a new class of nonlinear Stochastic Differential Equations in the sense of McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We discuss existence and uniqueness pathwise and in law under…
In this article, we study a weighted particle representation for a class of stochastic partial differential equations with Dirichlet boundary conditions. The locations and weights of the particles satisfy an infinite system of stochastic…
This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…
In this paper, we prove that the weak error between a stochastic differential equation with nonlinearity in the sense of McKean given by moments and its approximation by the Euler discretization with time-step h of a system of N interacting…
A statistical model of self-organization in a generic class of one-dimensional nonlinear Schrodinger (NLS) equations on a bounded interval is developed. The main prediction of this model is that the statistically preferred state for such…
In this paper we study binary interaction schemes with uncertain parameters for a general class of Boltzmann-type equations with applications in classical gas and aggregation dynamics. We consider deterministic (i.e., a priori averaged) and…
The relationship between the mean-field approximations in various interacting models of statistical physics and measures of classical and quantum correlations is explored. We present a method that allows us to bound the total amount of…
The dynamical mean-field concept of approximating an unsolvable many-body problem in terms of the solution of an auxiliary quantum impurity problem, introduced to study bulk materials with a continuous energy spectrum, is here extended to…
We employ Statistical Field Theory techniques for coarse-graining the steady-state properties of Active Ornstein-Uhlenbeck particles. The computation is carried on in the framework of the Unified Colored Noise approximation that allows an…
Interacting particle systems provide a fundamental framework for modeling collective behavior in biological, social, and physical systems. In many applications, stochastic perturbations are essential for capturing environmental variability…
Quasistationary states are long-lived nonequilibrium states, observed in some systems with long-range interactions under deterministic Hamiltonian evolution. These intriguing non-Boltzmann states relax to equilibrium over times which…
We introduce a new approach to derive mean-field limits for first- and second-order particle systems with singular interactions. It is based on a duality approach combined with the analysis of linearized dual correlations, and it allows to…
Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…