Related papers: Singular mean-field limits for fluctuations around…
Motivated by the great interest in studying quantum and gravitational phenomena in a unified way, scalar bosons are considered in a cosmic string spacetime and in a non-inertial frame, with a generalized Coulomb-type interaction containing…
Quantum fluctuations of a scalar field and its derivatives are calculated when the field is confined between two parallel plates satisfying Dirichlet or Neumann boundary conditions. After regulation these fluctuations diverge in general…
We consider the evolution of $N$ fermions interacting through a Coulomb or gravitational potential in the mean-field limit as governed by the nonlinear Hartree equation with Coulomb or gravitational interaction. In the limit of large $N$,…
This paper proves the mean field limit and quantitative estimates for many-particle systems with singular attractive interactions between particles. As an important example, a full rigorous derivation (with quantitative estimates) of the…
In this article, we study the mean field limit of weakly interacting diffusions for confining and interaction potentials that are not necessarily convex. We explore the relationship between the large $N$ limit of the constant in the…
We present a unified framework, with quantitative estimates, for deterministic interacting particle systems whose pairwise interactions may depend on heterogeneous labels. Heterogeneity is kept at every level by adding a frozen label…
These lectures notes are aimed at introducing the reader to some recent mathematical tools and results for the mean-field limit in statistical dynamics. As a warm-up, lecture 1 reviews the approach to the mean-field limit in classical…
This work focuses on the mean field stochastic partial differential equations with nonlinear kernels. We first prove the existence and uniqueness of strong and weak solutions for mean field stochastic partial differential equations in the…
We formulate the MFG limit for $N$ interacting agents with a common noise as a single quasi-linear deterministic infinite-dimensional partial differential second order backward equation. We prove that any its (regular enough) solution…
We rigorously justify the mean-field limit of a $N$-particle system subject to the Brownian motion and interacting through a Newtonian potential in $\mathbb{R}^3$. Our result leads to a derivation of the Vlasov-Poisson-Fokkker-Planck (VPFP)…
We study the convergence problem of mean-field control theory in the presence of state constraints and non-degenerate idiosyncratic noise. Our main result is the convergence of the value functions associated to stochastic control problems…
Relationships are obtained expressing the breaking of spin-reversal symmetry by an external magnetic field in Gibbsian canonical equilibrium states of spin systems under specific assumptions. These relationships include an exact fluctuation…
Consider the class of Ensemble Square Root filtering algorithms for the numerical approximation of the posterior distribution of nonlinear Markovian signals partially observed with linear observations corrupted with independent measurement…
New fluctuation properties arise in problems where both spatial integration and energy summation are necessary ingredients. The quintessential example is given by the short-range approximation to the first order ground state contribution of…
We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…
Long-range properties of the two-point correlation function of the electromagnetic field produced by an elementary particle are investigated. Using the Schwinger-Keldysh formalism it is shown that this function is finite in the coincidence…
We show that the quasi-stationary states observed in the $N$-particle dynamics of the Hamiltonian Mean-Field (HMF) model are nothing but Vlasov stable homogeneous (zero magnetization) states. There is an infinity of Vlasov stable…
In arXiv:1301.6911, Cerf and Gorny constructed a model of self-organized criticality, by introducing an automatic control of the temperature parameter in the generalized Ising Curie-Weiss model. The fluctuations of the magnetization of this…
We consider a class of many-body Hamiltonians composed of a free (kinetic) part and a multi-particle (potential) interaction with a compactness assumption on the latter part. We investigate the mean field limit of such quantum systems…
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…