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This paper considers an $n$-particle jump-diffusion system with mean filed interaction, where the coefficients are locally Lipschitz continuous. We address the convergence as $n\to\infty$ of the empirical measure of the jump-diffusions to…

Probability · Mathematics 2024-02-27 Zeqian Li

The Boltzmann distribution predicts the collective behavior of systems at thermodynamic equilibrium as a function of their constituent parts. Yet most systems in nature are not at equilibrium, and a unified theory of their behavior does not…

Statistical Mechanics · Physics 2018-10-16 Milo M. Lin

In this paper we derive and analyse mean-field models for the dynamics of groups of individuals undergoing a random walk. The random motion of individuals is only influenced by the perceived densities of the different groups present as well…

In this paper we study a general class of hybrid mathematical models of collective motions of cells under the influence of chemical stimuli. The models are hybrid in the sense that cells are discrete entities given by ODE, while the…

Analysis of PDEs · Mathematics 2022-02-01 Roberto Natalini , Thierry Paul

We derive two path integral estimators for the derivative of the quantum mechanical potential of mean force (PMF), which may be numerically integrated to yield the PMF. For the first estimator, we perform the differentiation on the exact…

Chemical Physics · Physics 2021-10-08 Dmitri Iouchtchenko , Kevin P. Bishop , Pierre-Nicholas Roy

Validity of the mean-field approach to open system dynamics in the optical cavity system is examined. It is rigorously shown that the mean-field approach is justified in the thermodynamic limit. The result is applicable to nonequilibrium…

Statistical Mechanics · Physics 2013-06-21 Takashi Mori

We study the complexity of sampling from the stationary distribution of a mean-field SDE, or equivalently, the complexity of minimizing a functional over the space of probability measures which includes an interaction term. Our main insight…

Statistics Theory · Mathematics 2024-07-08 Yunbum Kook , Matthew S. Zhang , Sinho Chewi , Murat A. Erdogdu , Mufan Bill Li

A mean-field-type limit from stochastic moderately interacting many-particle systems with singular Riesz potential is performed, leading to nonlocal porous-medium equations in the whole space. The nonlocality is given by the inverse of a…

Analysis of PDEs · Mathematics 2021-09-20 Li Chen , Alexandra Holzinger , Ansgar Jüngel , Nicola Zamponi

Disordered systems are characterized by the existence of many sample- dependent local energy minima, that cause a stepwise response when the system is perturbed. In this article we use an approach based on elementary probabilistic methods…

Disordered Systems and Neural Networks · Physics 2017-03-08 Silvio Franz , Stefano Spigler

Based on classical transport theory, we present a general set of covariant equations describing the dynamics of mean fields and their statistical fluctuations in a non-Abelian plasma in or out-of-equilibrium. A procedure to obtain the…

High Energy Physics - Phenomenology · Physics 2009-10-31 Daniel F. Litim , Cristina Manuel

We propose a method to evaluate general thermodynamic fluctuations in open quantum systems, based on performing a two-point measurement scheme on the system using dynamics-dependent thermodynamic observables. Our approach allows one to…

Quantum Physics · Physics 2026-04-30 Alessandra Colla , Andrea Smirne , Heinz-Peter Breuer , Bassano Vacchini

We introduce a general framework for the mean-field analysis of large-scale load-balancing networks with general service distributions. Specifically, we consider a parallel server network that consists of N queues and operates under the…

Probability · Mathematics 2015-12-23 Reza Aghajani , Xingjie Li , Kavita Ramanan

In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these…

Mathematical Physics · Physics 2019-04-09 Carsten Hartmann , Christof Schuette , Wei Zhang

We consider in this paper, a few important issues in non-equilibrium work fluctuations and their relations to equilibrium free energies. First we show that Jarzynski identity can be viewed as a cumulant expansion of work. For a switching…

Statistical Mechanics · Physics 2015-05-20 M Suman Kalyan , G Anjan Prasad , V S S Sastry , K P N Murthy

This research investigates an equation of productivity for workflows regarding its robustness towards the definition of workflows as probabilistic distributions. The equation was formulated across its derivations through a theoretical…

Optimization and Control · Mathematics 2019-07-25 Charles Roberto Telles

Independent sample generation is the prevailing paradigm in modern diffusion-based generative models of AI. We ask a different question: can samples \emph{coordinate} through shared population statistics to transport probability mass more…

Optimization and Control · Mathematics 2026-05-04 Michael Chertkov

Most non-equilibrium processes in thermodynamics are quantified only by inequalities, however the Jarzynski relation presents a remarkably simple and general equality relating non-equilibrium quantities with the equilibrium free energy, and…

Quantum Physics · Physics 2018-04-04 T. P. Xiong , L. L. Yan , F. Zhou , K. Rehan , D. F. Liang , L. Chen , W. L. Yang , Z. H. Ma , M. Feng , V. Vedral

Quantum annealing is a generic solver of classical optimization problems that makes full use of quantum fluctuations. We consider work statistics given by a repetition of quantum annealing processes by employing the Jarzynski equality…

Disordered Systems and Neural Networks · Physics 2015-05-27 Masayuki Ohzeki , Hidestoshi Nishimori

Deterministic models of vegetation often summarize, at a macroscopic scale, a multitude of intrinsically random events occurring at a microscopic scale. We bridge the gap between these scales by demonstrating convergence to a mean-field…

Dynamical Systems · Mathematics 2021-05-20 Denis D. Patterson , Simon A. Levin , A. Carla Staver , Jonathan D. Touboul

We consider non-standard Markov Decision Processes (MDPs) where the target function is not only a simple expectation of the accumulated reward. Instead, we consider rather general functionals of the joint distribution of terminal state and…

Optimization and Control · Mathematics 2025-10-16 Nicole Bäuerle , Tamara Göll , Anna Jaśkiewicz