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We study a McKean--Vlasov equation arising from a mean-field model of a particle system with positive feedback. As particles hit a barrier they cause the other particles to jump in the direction of the barrier and this feedback mechanism…

Probability · Mathematics 2024-03-27 Ben Hambly , Sean Ledger , Andreas Sojmark

We introduce a framework to prove propagation of chaos for interacting particle systems with singular, density-dependent interactions, a classical challenge in mean-field theory. Our approach is to define the dynamics implicitly via a…

Analysis of PDEs · Mathematics 2025-07-22 Qian Qi

A model for the evolution of a large population interacting system is considered in which a marked Poisson processes influences their evolution, together with a Brownian motion. Mean field McKean-Vlasov limits of such system are formulated…

Probability · Mathematics 2024-08-13 Daniel Hernández-Hernández , Joshué Helí Ricalde-Guerrero

We investigate dynamically and statistically diffusive motion in a Klein-Gordon particle chain in the presence of disorder. In particular, we examine a low energy (subdiffusive) and a higher energy (self-trapping) case and verify that…

Chaotic Dynamics · Physics 2015-06-18 Ch. G. Antonopoulos , T. Bountis , Ch. Skokos , L. Drossos

In this paper we study the Hamiltonian dynamics of charged particles subject to a non-self-consistent stochastic electric field, when the plasma is in the so-called weak turbulent regime. We show that the asymptotic limit of the Vlasov…

Analysis of PDEs · Mathematics 2021-10-13 Claude Bardos , Nicolas Besse

We introduce a modified Consensus-Based Optimization model that admits a fully unified and rigorous analysis of its finite-particle dynamics, the associated McKean--Vlasov equation, and their optimization behavior under a single set of…

Probability · Mathematics 2025-11-25 Young-Pil Choi , Seungchan Lee , Sihyun Song

In this paper a rigorous proof of the mean field limit for a pedestrian flow model in two dimensions is given by using a probabilistic method. The model under investigation is an interacting particle system coupled to the eikonal equation…

Analysis of PDEs · Mathematics 2016-11-28 Li Chen , Simone Göttlich , Qitao Yin

We establish a Sanov type large deviation principle for an ensemble of interacting Brownian rough paths. As application a large deviations for the ($k$-layer, enhanced) empirical measure of weakly interacting diffusions is obtained. This in…

Probability · Mathematics 2019-04-23 Jean-Dominique Deuschel , Peter K. Friz , Mario Maurelli , Martin Slowik

We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the…

Statistical Mechanics · Physics 2009-11-07 Makoto Katori , Hideki Tanemura

We study properties of chaos in generic one-dimensional nonlinear Hamiltonian lattices comprised of weakly coupled nonlinear oscillators, by numerical simulations of continuous-time systems and symplectic maps. For small coupling, the…

Chaotic Dynamics · Physics 2011-12-06 Mario Mulansky , Karsten Ahnert , Arkady Pikovsky , Dima Shepelyansky

We establish a process level large deviation principle for systems of interacting Bessel-like diffusion processes. By establishing weak uniqueness for the limiting non-local SDE of McKean-Vlasov type, we conclude that the latter describes…

Probability · Mathematics 2013-03-14 Tomoyuki Ichiba , Mykhaylo Shkolnikov

The spreading of entanglement in out-of-equilibrium quantum systems is currently at the centre of intense interdisciplinary research efforts involving communities with interests ranging from holography to quantum information. Here we…

Statistical Mechanics · Physics 2019-05-21 Bruno Bertini , Pavel Kos , Tomaz Prosen

Mackey-Glass equation arises in the leukemia model. We generalize this equation to include fractional-order derivatives in two directions. The first generalization contains one whereas the second contains two fractional derivatives. Such…

Dynamical Systems · Mathematics 2024-11-06 Deepa Gupta , Sachin Bhalekar

We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…

Probability · Mathematics 2026-02-12 Graeme Baker , Ben Hambly , Philipp Jettkant

We study numerically statistical distributions of sums of orbit coordinates, viewed as independent random variables in the spirit of the Central Limit Theorem, in weakly chaotic regimes associated with the excitation of the first ($k=1$)…

Chaotic Dynamics · Physics 2015-05-28 Chris G. Antonopoulos , Helen Christodoulidi

We observe a crossover from strong to weak chaos in the spatiotemporal evolution of multiple site excitations within disordered chains with cubic nonlinearity. Recent studies have shown that Anderson localization is destroyed, and the wave…

Chaotic Dynamics · Physics 2010-10-06 T. V. Laptyeva , J. D. Bodyfelt , D. O. Krimer , Ch. Skokos , S. Flach

In this paper, quantitative propagation of chaos in $L^\eta$($\eta\in(0,1]$)-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the initial…

Probability · Mathematics 2024-08-30 Xing Huang

In this paper, we study a two-species model in the form of a coupled system of nonlinear stochastic differential equations (SDEs) that arises from a variety of applications such as aggregation of biological cells and pedestrian movements.…

Analysis of PDEs · Mathematics 2018-10-03 Manh Hong Duong , Julian Tugaut

We present a finite volume scheme for modeling the diffusion of charged particles, specifically ions, in constrained geometries using a degenerate Poisson-Nernst-Planck system with size exclusion yielding cross-diffusion. Our method…

Numerical Analysis · Mathematics 2026-03-04 Clément Cancès , Maxime Herda , Annamaria Massimini

We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of…

Probability · Mathematics 2024-11-22 Lucas Journel , Pierre Monmarché