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Mean-field control problems have received continuous interest over the last decade. Despite being more intricate than in classical optimal control, the linear-quadratic setting can still be tackled through Riccati equations. Remarkably, we…

Optimization and Control · Mathematics 2023-08-23 Pierre-Cyril Aubin-Frankowski , Alain Bensoussan

We study the subclass of potential mean-field games in which the running interaction cost and the terminal target cost are both expressed through reproducing-kernel maximum mean discrepancy (MMD) penalties, and develop a computational…

Optimization and Control · Mathematics 2026-05-29 Yumiharu Nakano

Comparing differently sized data sets is one main task in model assessment and calibration. This is due to field data being generally sparse compared to simulated model results. We tackled this task by the application of a new…

Applications · Statistics 2023-08-30 Maria-Theresia Pelz , Christopher Somes

Persistence of motion is the tendency of an object to maintain motion in a direction for short time scales without necessarily being biased in any direction in the long term. One of the most appropriate mathematical tools to study this…

Soft Condensed Matter · Physics 2018-04-04 Enrico Gavagnin , Christian A. Yates

This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of…

Probability · Mathematics 2012-04-17 Pierre Del Moral , Shulan Hu , Liming Wu

In this article the problem of reconstructing the pattern of connection between agents from partial empirical data in a macro-economic model is addressed, given a set of behavioral equations. This systemic point of view puts the focus on…

General Economics · Economics 2019-01-30 Aurélien Hazan

Anisotropic patchy particles have become an archetypical statistical model system for associating fluids. Here we formulate an approach to the Kern-Frenkel model via classical density functional theory to describe the positionally and…

Statistical Mechanics · Physics 2024-06-12 Alessandro Simon , Jens Weimar , Georg Martius , Martin Oettel

We propose a framework for the joint inference of network topology, multi-type interaction kernels, and latent type assignments in heterogeneous interacting particle systems from multi-trajectory data. This learning task is a challenging…

Machine Learning · Statistics 2026-02-05 Quanjun Lang , Xiong Wang , Fei Lu , Mauro Maggioni

Model predictive control strategies require to solve in an sequential manner, many, possibly non-convex, optimization problems. In this work, we propose an interacting stochastic agent system to solve those problems. The agents evolve in…

Optimization and Control · Mathematics 2023-12-21 Giacomo Borghi , Michael Herty

This work studies the problem of controlling the mean-field density of large-scale stochastic systems, which has applications in various fields such as swarm robotics. Recently, there is a growing amount of literature that employs…

Systems and Control · Electrical Eng. & Systems 2022-03-28 Tongjia Zheng , Qing Han , Hai Lin

We analyze a model of interacting agents (e.g. prebiotic chemical species) which are represended by nodes of a network, whereas their interactions are mapped onto directed links between these nodes. On a fast time scale, each agent follows…

Populations and Evolution · Quantitative Biology 2009-11-13 Adrian M. Seufert , Frank Schweitzer

We study the deployment of a first-order multi-agent system over a desired smooth curve in 3D space. We assume that the agents have access to the local information of the desired curve and their displacements with respect to their closest…

Optimization and Control · Mathematics 2019-03-25 Jieqiang Wei , Emilia Fridman , Anton Selivanov , Karl H. Johansson

The mean-field approximation based on effective interactions or density functionals plays a pivotal role in the description of finite quantum many-body systems that are too large to be treated by ab initio methods. Some examples are…

Nuclear Theory · Physics 2021-11-02 J. A. Sheikh , J. Dobaczewski , P. Ring , L. M. Robledo , C. Yannouleas

Level density $\rho$ is derived for a finite system with strongly interacting nucleons at a given energy E, neutron N and proton Z particle numbers, projection of the angular momentum M, and other integrals of motion, within the…

Nuclear Theory · Physics 2023-08-22 A. G. Magner , A. I. Sanzhur , S. N. Fedotkin , A. I. Levon , U. V. Grygoriev , S. Shlomo

In this paper, we introduce an adaptive kernel method for solving the optimal filtering problem. The computational framework that we adopt is the Bayesian filter, in which we recursively generate an optimal estimate for the state of a…

Numerical Analysis · Mathematics 2022-03-11 Zezhong Zhang , Richard Archibald , Feng Bao

We consider a random financial network with a large number of agents. The agents connect through credit instruments borrowed from each other or through direct lending, and these create the liabilities. The settlement of the debts of various…

General Finance · Quantitative Finance 2021-04-06 Indrajit Saha , Veeraruna Kavitha

We consider a finite element approximation for a system consisting of the evolution of a closed planar curve by forced curve shortening flow coupled to a reaction-diffusion equation on the evolving curve. The scheme for the curve evolution…

Numerical Analysis · Mathematics 2016-07-07 John W. Barrett , Klaus Deckelnick , Vanessa Styles

Kernel-based approach to operator approximation for partial differential equations has been shown to be unconditionally stable for linear PDEs and numerically exhibit unconditional stability for non-linear PDEs. These methods have the same…

Numerical Analysis · Mathematics 2025-11-25 Andrew Christlieb , Sining Gong , Hyoseon Yang

We introduce a minimal model description for the dynamics of transcriptional regulatory networks. It is studied within a mean-field approximation, i.e., by deterministic ode's representing the reaction kinetics, and by stochastic…

Molecular Networks · Quantitative Biology 2009-11-13 R. Blossey , C. V. Giuraniuc

We investigate if kernel regularization methods can achieve minimax convergence rates over a source condition regularity assumption for the target function. These questions have been considered in past literature, but only under specific…

Machine Learning · Statistics 2016-11-15 Gilles Blanchard , Nicole Mücke