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This paper develops a non-asymptotic, local approach to quantitative propagation of chaos for a wide class of mean field diffusive dynamics. For a system of $n$ interacting particles, the relative entropy between the marginal law of $k$…

Probability · Mathematics 2023-05-31 Daniel Lacker

We prove the quantitative propagation of chaos for stochastic particle systems with interaction in both the drift and the diffusion coefficients, provided the drift kernel is bounded and free of Lipschitz or smoothness assumptions. Our…

Analysis of PDEs · Mathematics 2026-04-14 Ning Jiang , Rongli Mo

We prove the entropy-chaos property for the system of N undistinguishable interacting diffusions rigorously associated with the ground state of N trapped Bose particles in the Gross-Pitaevskii scaling limit of infinite particles. On the…

Probability · Mathematics 2015-12-16 Sergio Albeverio , Francesco C. De Vecchi , Stefania Ugolini

In this paper we intend to present a unified treatment of a variety of singular interacting particle systems and their McKean-Vlasov limits. This unified approach is based on the use of the relative entropy on the path space in the spirit…

Analysis of PDEs · Mathematics 2024-12-11 Patrick Cattiaux

Propagation of chaos for interacting particle systems has been an active research topic over decades. We propose an alternative approach to study the mean-field limit of the stochastic interacting particle systems via tools from information…

Probability · Mathematics 2025-01-07 Lei Li , Yuelin Wang , Yuliang Wang

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 novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that…

Analysis of PDEs · Mathematics 2015-06-11 Ansgar Jüngel

We establish sharp rates for propagation of chaos in R\'enyi divergences for interacting diffusion systems at stationarity. Building upon the entropic hierarchy established in Lacker (2023), we show that under strong isoperimetry and weak…

Probability · Mathematics 2026-02-10 Matthew S. Zhang

This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…

Probability · Mathematics 2014-01-15 Stéphane Mischler , Clément Mouhot , Bernt Wennberg

We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation…

Analysis of PDEs · Mathematics 2017-05-12 Young-Pil Choi , Samir Salem

New quantitative propagation of chaos results for mean field diffusion are proved via local and global entropy estimates. In the first result we work on the torus and consider singular, divergence free interactions $K\in L^p$, $p>d$. We…

Probability · Mathematics 2023-08-02 Yi Han

In this paper, we study diffusions with bounded pairwise interaction. We show for the first time propagation of chaos on arbitrary time horizons in a stronger $L^2$-based distance, as opposed to the usual Wasserstein or relative entropy…

Probability · Mathematics 2025-03-12 Elias Hess-Childs , Keefer Rowan

We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as…

Probability · Mathematics 2026-03-24 Nikolaos Kolliopoulos , Martin Larsson , Zeyu Zhang

Based on a coupling approach, we prove uniform in time propagation of chaos for weakly interacting mean-field particle systems with possibly non-convex confinement and interaction potentials. The approach is based on a combination of…

Probability · Mathematics 2018-05-30 Alain Durmus , Andreas Eberle , Arnaud Guillin , Raphael Zimmer

Dynamical systems of N particles in \R^{D} interacting by a singular pair potential of mean field type are considered. The systems are assumed to be of gradient type and the existence of a macroscopic limit in the many particle limit is…

Mathematical Physics · Physics 2016-10-17 Robert J. Berman , Magnus Önnheim

We prove the optimal rate of quantitative propagation of chaos, uniformly in time, for interacting diffusions. Our main examples are interactions governed by convex potentials and models on the torus with small interactions. We show that…

Probability · Mathematics 2023-01-23 Daniel Lacker , Luc Le Flem

We study how perturbations affect dynamics of integrable many-body quantum systems, causing transition from integrability to chaos. Looking at spin transport in the Heisenberg chain with impurities we find that in the thermodynamic limit…

Strongly Correlated Electrons · Physics 2020-11-03 Marko Znidaric

This note is concerned with weakly interacting stochastic particle systems with possibly singular pairwise interactions. In this setting, we observe a connection between entropic propagation of chaos and exponential concentration bounds for…

Probability · Mathematics 2024-06-06 Joe Jackson , Antonios Zitridis

A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…

Probability · Mathematics 2023-01-25 Kai Du , Yifan Jiang , Xiaochen Li

We study the long time behavior of second order particle systems interacting through global Lipschitz kernels. Combining hypocoercivity method in [37] and relative entropy method in [25], we are able to overcome the degeneracy of diffusion…

Analysis of PDEs · Mathematics 2024-09-05 Yun Gong , Zhenfu Wang , Pengzhi Xie
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