Related papers: The Atlas Model and SDEs with Boundary Interaction
This paper considers an $n$-particle jump-diffusion system with mean filed interaction, where the coefficients are locally Lipschitz continuous. We address the convergence as $n\to\infty$ of the empirical measure of the jump-diffusions to…
The effectiveness of collective navigation of biological or artificial agents requires to accommodate for contrasting requirements, such as staying in a group while avoiding close encounters and at the same time limiting the energy…
We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…
We consider interacting agent systems with a large number of stochastic agents (or particles) influenced by a fixed number of external stochastic lead agents. Such examples arise, for example in models of opinion dynamics, where a small…
In this paper, we study the edge behavior of Dyson Brownian motion with general $\beta$. Specifically, we consider the scenario where the averaged initial density near the edge, on the scale $\eta_*$, is lower bounded by a square root…
We develop a statistical field theory that describes the large-N limit of a system of Brownian particles with quenched random pairwise interactions on a compact two-dimensional Riemannian manifold. The resulting Frustrated Fields (F2) model…
The goal of this paper is to approximate several kinds of {\it Mckean-Vlasov SDEs} with {\it irregular coefficients} via weakly interacting particle systems. More precisely, propagation of chaos and convergence rate of Euler-Maruyama scheme…
We introduce a system of self-propelled agents (active Brownian particles) with velocity alignment in two spatial dimensions and derive a mean-field theory from the microscopic dynamics via a nonlinear Fokker-Planck equation and a moment…
We consider a system of $N$ particles whose interactions are characterized by a (weighted) graph $G^N$. Each particle is a node of the graph with an internal state. The state changes according to Markovian dynamics that depend on the states…
We introduce $n$-parameter $\Rd$-valued Brownian-time Brownian sheet (BTBS): a Brownian sheet where each "time" parameter is replaced with the modulus of an independent Brownian motion. We then connect BTBS to a new system of $n$ linear,…
We investigate the validity and accuracy of weak-noise (saddle-point or instanton) approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illustrative example a piecewise-constant SDE, which serves as a…
Using analytic and numerical methods, we study a $2d$ Hamiltonian model of interacting particles carrying ferro-magnetically coupled continuous spins which are also locally coupled to their own velocities. This model has been characterised…
We consider particle-based stochastic reaction-drift-diffusion models where particles move via diffusion and drift induced by one- and two-body potential interactions. The dynamics of the particles are formulated as measure-valued…
We explore the relation between active Brownian particles, a minimal particle-based model for active matter, and scalar field theories. Both show a liquid-gas-like phase transition towards stable coexistence of a dense liquid with a dilute…
A Markovian model of the evolution of intermittent connections of various classes in a communication network is established and investigated. Any connection evolves in a way which depends only on its class and the state of the network, in…
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…
We start by introducing a new definition of solutions to heat-based SPDEs driven by space-time white noise: SDDEs (stochastic differential-difference equations) limits solutions. In contrast to the standard direct definition of SPDEs…
We develop a limit theory for controlled mean field stochastic partial differential equations in a variational framework. More precisely, we prove existence results for mean field limits and particle approximations, and we establish a…
We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…
We prove that the grand canonical Gibbs state of an interacting quantum Bose gas converges to the Gibbs measure of a nonlinear Schr\"odinger equation in the mean-field limit, where the density of the gas becomes large and the interaction…