相关论文: Mean-field limit versus small-noise limit for some…
Interacting particle systems can often be constructed from a graphical representation, by applying local maps at the times of associated Poisson processes. This leads to a natural coupling of systems started in different initial states. We…
We establish the mean-field convergence for systems of points evolving along the gradient flow of their interaction energy when the interaction is the Coulomb potential or a super-coulombic Riesz potential, for the first time in arbitrary…
Nonlinear diffusion is studied in the presence of multiplicative noise. The nonlinearity can be viewed as a ``wall'' limiting the motion of the diffusing field. A dynamic phase transition occurs when the system ``unbinds'' from the wall.…
We study the local asymptotic normality (LAN) property for the likelihood function associated with discretely observed $d$-dimensional McKean-Vlasov stochastic differential equations over a fixed time interval. The model involves a joint…
We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…
The phase of an optical field inside a linear amplifier is widely known to diffuse with a diffusion coefficient that is inversely proportional to the photon number. The same process occurs in lasers which limits its intrinsic linewidth and…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
Small thermodynamic systems exhibit peculiar behavior different from that observed in long-scale systems. Non-equilibrium processes taking place in those systems are strongly influenced by the presence of fluctuations which can be large.…
Phase transitions of reaction-diffusion systems with site occupation restriction and with particle creation that requires n>1 parents and where explicit diffusion of single particles (A) exists are reviewed. Arguments based on mean-field…
We prove a mean-field equation for the dynamics of quorum-sensing microbial populations. In the stochastic many-particle process, individuals of a population produce public good molecules to different degrees. Individual production is…
We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the system is close to the solution of a…
In this paper, we are concerned with a class of conservative systems including asymmetric exclusion processes and zero-range processes as examples, where some particles are initially placed on $N$ positions. A particle jumps from a position…
We introduce a family of glassy models having a parameter, playing the role of an interaction range, that may be varied continuously to go from a system of particles in d dimensions to a mean-field version of it. The mean-field limit is…
The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adaptive behavior in that its transmission rate along its route…
We explore the properties of discrete-time stochastic processes with a bounded state space, whose deterministic limit is given by a map of the unit interval. We find that, in the mesoscopic description of the system, the large jumps between…
We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…
We consider the dynamics of a class of spin systems with unbounded spins interacting with local mean field interactions. We proof convergence of the empirical measure to the solution of a McKean-Vlasov equation in the hydrodynamic limit and…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
We study the mean-field limit of a generic class of dynamic co-evolving latent space networks motivated by the social and opinion dynamics literature. Such models include $n$ agents, whose opinions are given by latent stochastic processes,…
We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…