Related papers: Oscillating solutions to the mean-field Langevin d…
We give an example of a function satisfying a two-sided Polyak-Lojasiewicz condition but for which a gradient descent-ascent flow line fails to converge to the saddle point, circling around it instead. We can even impose the function to be…
We study the mean-field Langevin descent-ascent (MFL-DA), a coupled optimization dynamics on the space of probability measures for entropically regularized two-player zero-sum games. Although the associated mean-field objective admits a…
Recent results have shown that for two-layer fully connected neural networks, gradient flow converges to a global optimum in the infinite width limit, by making a connection between the mean field dynamics and the Wasserstein gradient flow.…
We investigate the convergence properties of a continuous-time optimization method, the \textit{Mean-Field Best Response} flow, for solving convex-concave min-max games with entropy regularization. We introduce suitable Lyapunov functions…
We study the local convergence of diffusive mean-field systems, including Wasserstein gradient flows, min-max dynamics, and multi-species games. We establish exponential local convergence in $\chi^2$-divergence with sharp rates, under two…
We consider the coupling between two networks, each having N nodes whose individual dynamics is modeled by a two-state master equation. The intra-network interactions are all to all, whereas the inter-network interactions involve only a…
The mean-field Langevin dynamics (MFLD) minimizes an entropy-regularized nonlinear convex functional on the Wasserstein space over $\mathbb{R}^d$, and has gained attention recently as a model for the gradient descent dynamics of interacting…
As an example of the nonlinear Fokker-Planck equation, the mean field Langevin dynamics recently attracts attention due to its connection to (noisy) gradient descent on infinitely wide neural networks in the mean field regime, and hence the…
Two-dimensional correlation functions in $\Delta\eta-\Delta \phi$ for charged hadrons emitted in heavy-ion collisions are calculated in event-by-event hydrodynamics. With the Glauber model for the initial density distributions in the…
This work is mainly concerned with the so-called limit theory for mean-field games. Adopting the weak formulation paradigm put forward by Carmona and Lacker, we consider a fully non-Markovian setting allowing for drift control and…
The coupled Maxwell-Lorentz system describes feed-back action of electromagnetic fields in classical electrodynamics. When applied to point-charge sources (viewed as limiting cases of charged fluids) the resulting nonlinear weakly…
In this paper, we extend mean-field Langevin dynamics to minimax optimization over probability distributions for the first time with symmetric and provably convergent updates. We propose mean-field Langevin averaged gradient (MFL-AG), a…
We consider an energy functional combining the square of the local oscillation of a one--dimensional function with a double well potential. We establish the existence of minimal heteroclinic solutions connecting the two wells of the…
We prove regularity, global existence, and convergence of Lagrangian mean curvature flows in the two-convex case. Such results were previously only known in the convex case, of which the current work represents a significant improvement.…
We introduce a novel reformulation of the mean-field system for pulse-coupled oscillators. It is based on writing a closed equation for the inverse distribution function associated to the probability density of oscillators with a given…
We investigate the convergence of McKean-Vlasov diffusions in a nonconvex landscape. These processes are linked to nonlinear partial differential equations. According to our previous results, there are at least three stationary measures…
We consider a gradient flow related to the mean field type equation. First, we show that this flow exists for all time. Next, we prove a compactness result for this flow allowing us to get, under suitable hypothesis on its energy, the…
Lagrangian motions of fluid particles in a general velocity field oscillating in time are studied with the use of the two-timing method. Our aims are: (i) to calculate systematically the most general and practically usable asymptotic…
In this paper, we study the stability and convergence of continuous-time Lagrangian saddle flows to solutions of a convex constrained optimization problem. Convergence of these flows is well-known when the underlying saddle function is…
We investigate the non-Langevin relative of the L\'{e}vy-driven Langevin random system, under an assumption that both systems share a common (asymptotic, stationary, steady-state) target pdf. The relaxation to equilibrium in the fractional…