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We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

Michor and Mumford showed that the mean curvature flow is a gradient flow on a Riemannian structure with a degenerate geodesic distance. It is also known to destroy the uniform density of gridpoints on the evolving surfaces. We introduce a…

偏微分方程分析 · 数学 2018-09-18 Wenhui Shi , Dmitry Vorotnikov

We study the gradient flow of the Allen-Cahn equation with fixed boundary contact angle in Euclidean domains for initial data with bounded energy. Under general assumptions, we establish both interior and boundary convergence properties for…

偏微分方程分析 · 数学 2025-09-08 Kobe Marshall-Stevens , Mayu Takada , Yoshihiro Tonegawa , Myles Workman

In this work, we study the mean field Schr\"odinger problem from a purely probabilistic point of view by exploiting its connection to stochastic control theory for McKean-Vlasov diffusions. Our main result shows that the mean field…

概率论 · 数学 2024-09-27 Camilo Hernández , Ludovic Tangpi

The mean-field limit of systems of rank-based interacting diffusions is known to be described by a nonlinear diffusion process. We obtain a similar description at the level of stationary distributions. Our proof is based on explicit…

概率论 · 数学 2015-01-21 Julien Reygner

In this paper we study a gradient flow approach to the problem of quantization of measures in one dimension. By embedding our problem in $L^2$, we find a continuous version of it that corresponds to the limit as the number of particles…

偏微分方程分析 · 数学 2016-01-26 Emanuele Caglioti , François Golse , Mikaela Iacobelli

In this monograph, we develop results on global existence and convergence of solutions to abstract gradient flows on Banach spaces for a potential function that obeys the Lojasiewicz-Simon gradient inequality. We prove a Lojasiewicz-Simon…

微分几何 · 数学 2016-10-18 Paul M. N. Feehan

In this work, we investigate links between the formulation of the flow of marginals of reversible diffusion processes as gradient flows in the space of probability measures and path wise large deviation principles for sequences of such…

概率论 · 数学 2014-05-16 Max Fathi

We study so-called supercritical mean-field limits of systems of trapped particles moving according to Newton's second law with either Coulomb/super-Coulomb or regular interactions, from which we derive a $\mathsf{d}$-dimensional…

偏微分方程分析 · 数学 2024-08-28 Matthew Rosenzweig , Sylvia Serfaty

The mean-field limit for the dynamics of bosons with random interactions is rigorously studied. It is shown that, for interactions that are almost-surely bounded, the many-body quantum evolution can be replaced in the mean-field limit by a…

数学物理 · 物理学 2009-11-13 Walid K. Abou Salem

In a previous work we devised a framework to derive generalised gradient systems for an evolution equation from the large deviations of an underlying microscopic system, in the spirit of the Onsager-Machlup relations. Of particular interest…

数学物理 · 物理学 2018-06-28 D. R. Michiel Renger

This paper is devoted to the study of the eigenvalues of the Wishart process which are the analogof the Dyson Brownian Motion for covariance matrices. Such processes were in particular studied byBru. The mean field convergence of the…

概率论 · 数学 2021-05-11 Ezechiel Kahn

We analyse the limit of stable solutions to the Ginzburg-Landau (GL) equations when $\varepsilon$, the inverse of the GL parameter, goes to zero and in a regime where the applied magnetic field is of order $|\log \varepsilon |$ whereas the…

偏微分方程分析 · 数学 2026-01-14 Rémy Rodiac

We consider non-linear evolution equations arising from mean-field limits of particle systems on discrete spaces. We investigate a notion of curvature bounds for these dynamics based on convexity of the free energy along interpolations in a…

概率论 · 数学 2020-06-04 Matthias Erbar , Max Fathi , André Schlichting

We present a purely probabilistic proof of propagation of molecular chaos for $N$-particle systems in dimension $3$ with interaction forces scaling like $1/\vert q\vert^{\lambda}$ with $\lambda<2$ and cut-off at $q = N^{-1/3}$. The proof…

数学物理 · 物理学 2015-09-07 Niklas Boers , Peter Pickl

In this paper we introduce the notion of parabolic $\alpha$-Riesz flow, for $\alpha\in(0,d)$, extending the notion of $s$-fractional heat flows to negative values of the parameter $s=-\frac{\alpha}{2}$. Then, we determine the limit…

偏微分方程分析 · 数学 2023-06-19 Lucia De Luca , Massimiliano Morini , Marcello Ponsiglione , Emanuele Spadaro

We study magnetic field evolution in flows with fluctuating in time governing parameters in electrically conducting fluid. We use a standard mean-field approach to derive equations for large-scale magnetic field for the fluctuating ABC-flow…

天体物理学 · 物理学 2009-11-13 N. Kleeorin , I. Rogachevskii , D. Sokoloff , D. Tomin

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…

数学物理 · 物理学 2022-01-07 François Golse

Wasserstein gradient flows on probability measures have found a host of applications in various optimization problems. They typically arise as the continuum limit of exchangeable particle systems evolving by some mean-field interaction…

概率论 · 数学 2023-06-30 Sewoong Oh , Soumik Pal , Raghav Somani , Raghavendra Tripathi

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…

概率论 · 数学 2026-05-06 Solesne Bourguin , Konstantinos Spiliopoulos