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We introduce a new approach to derive mean-field limits for first- and second-order particle systems with singular interactions. It is based on a duality approach combined with the analysis of linearized dual correlations, and it allows to…

Analysis of PDEs · Mathematics 2025-02-12 Didier Bresch , Mitia Duerinckx , Pierre-Emmanuel Jabin

We study particle systems with singular pairwise interactions and non-vanishing diffusion in the mean-field scaling. A classical approach to describing corrections to mean-field behavior is through the analysis of correlation functions. For…

Analysis of PDEs · Mathematics 2025-10-03 Mitia Duerinckx , Pierre-Emmanuel Jabin

For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…

Probability · Mathematics 2025-11-03 Nicolai Jurek Gerber , Franca Hoffmann , Urbain Vaes

For a system of mean field interacting diffusion on $\mathbb{T}^d$, the empirical measure $\mu^N$ converges to the solution $\mu$ of the Fokker-Planck equation. Refining this mean field limit as a Central Limit Theorem, the fluctuation…

Probability · Mathematics 2025-09-03 Alekos Cecchin , Paul Nikolaev

In this paper, we present an innovative particle system characterized by moderate interactions, designed to accurately approximate kinetic flocking models that incorporate singular interaction forces and local alignment mechanisms. We…

Analysis of PDEs · Mathematics 2024-04-23 Jinhuan Wang , Keyu Li , Hui Huang

The relationship between the mean-field approximations in various interacting models of statistical physics and measures of classical and quantum correlations is explored. We present a method that allows us to bound the total amount of…

Quantum Physics · Physics 2009-11-10 Vlatko Vedral

Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…

Analysis of PDEs · Mathematics 2024-10-21 Nathalie Ayi , Nastassia Pouradier Duteil , David Poyato

We study two interacting particle systems, both modeled as a system of $N$ stochastic differential equations driven by Brownian motions with singular kernels and moderate interaction. We show a quantitative result where the convergence rate…

Probability · Mathematics 2025-01-22 Josué Knorst , Christian Olivera , Alexandre B. de Souza

A convergent approximation is proposed for a mean field density-density correlation function in a system with a two-phase interface. It is based on a fourth-order expansion of the Hamiltonian in terms of fluctuations around the equilibrium…

Statistical Mechanics · Physics 2009-10-31 Iaroslav Ispolatov

We review recent quantitative results on the approximation of mean field diffusion equations by large systems of interacting particles, obtained by optimal coupling methods. These results concern a larger range of models, more precise…

Classical Analysis and ODEs · Mathematics 2010-09-21 François Bolley

We consider a class of interacting particle systems in continuous space of non-gradient type, which are reversible with respect to Poisson point processes with constant density. For these models, a rate of convergence was recently obtained…

Probability · Mathematics 2024-01-19 Chenlin Gu , Jean-Christophe Mourrat , Maximilian Nitzschner

We study the mean-field limit for a class of agent-based models describing flocking with nonlinear velocity alignment. Each agent interacts through a communication protocol $\phi$ and a non-linear coupling of velocities given by the power…

Analysis of PDEs · Mathematics 2026-01-01 Vinh Nguyen , Roman Shvydkoy , Changhui Tan

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

Probability · Mathematics 2026-05-06 Solesne Bourguin , Konstantinos Spiliopoulos

Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in $\mathbf {R}^m$ in the presence of a random environment and…

Probability · Mathematics 2014-07-03 Eric Luçon , Wilhelm Stannat

We study fluctuation fields of orthogonal polynomials in the context of particle systems with duality. We thereby obtain a systematic orthogonal decomposition of the fluctuation fields of local functions, where the order of every term can…

Probability · Mathematics 2018-06-13 Mario Ayala , Gioia Carinci , Frank Redig

Interacting particle systems are in frequent use to model collective behaviour in various situations and applications. For many systems, the interaction between the agents is restricted to an underlying network structure and often, the…

Analysis of PDEs · Mathematics 2025-07-30 Sebastian Throm

In this paper we study the combined mean field and homogenization limits for a system of weakly interacting diffusions moving in a two-scale, locally periodic confining potential, of the form considered in~\cite{DuncanPavliotis2016}. We…

Statistical Mechanics · Physics 2018-01-17 S. N. Gomes , G. A. Pavliotis

We establish an explicit rate of convergence for some systems of mean-field interacting diffusions with logistic binary branching towards the solutions of nonlinear evolution equations with non-local self-diffusion and logistic mass growth,…

Probability · Mathematics 2021-09-29 Joaquín Fontbona , Felipe Muñoz-Hernández

For any weakly interacting particle system with bounded kernel, we give uniform-in-time estimates of the $L^2$ norm of correlation functions, provided that the diffusion coefficient is large enough. When the condition on the kernels is more…

Analysis of PDEs · Mathematics 2024-11-26 Pengzhi Xie

In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…

Probability · Mathematics 2021-12-07 Benjamin Jourdain , Alvin Tse
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