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We study the solutions of a McKean-Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the mean field limit of a system of $N$ interacting excitatory neurons with $N$ large. Each…

概率论 · 数学 2025-08-27 Romain Veltz

Many natural phenomena are effectively described by interacting particle systems, which can be modeled using either deterministic or stochastic differential equations (SDEs). In this study, we specifically investigate particle systems…

偏微分方程分析 · 数学 2024-04-01 Christian Kuehn , Carlos Pulido

We study the mean-field limit of a model of biological neuron networks based on the so-called stochastic integrate-and-fire (IF) dynamics. Our approach allows to derive a continuous limit for the macroscopic behavior of the system, the…

概率论 · 数学 2023-09-11 Pierre-Emmanuel Jabin , Datong Zhou

Mean-field systems have been previously derived for networks of coupled, two-dimensional, integrate-and-fire neurons such as the Izhikevich, adapting exponential (AdEx) and quartic integrate and fire (QIF), among others. Unfortunately, the…

神经元与认知 · 定量生物学 2016-05-19 Wilten Nicola , Cheng Ly , Sue Ann Campbell

The dynamics of spatially-structured networks of $N$ interacting stochastic neurons can be described by deterministic population equations in the mean-field limit. While this is known, a general question has remained unanswered: does…

概率论 · 数学 2025-04-08 Pierre-Emmanuel Jabin , Valentin Schmutz , Datong Zhou

We consider the continuous version of the Vicsek model with noise, proposed as a model for collective behavior of individuals with a fixed speed. We rigorously derive the kinetic mean-field partial differential equation satisfied when the…

概率论 · 数学 2011-12-06 François Bolley , José A. Cañizo , José A. Carrillo

We study the mean-field limit of the Atlas model and its connection to SDEs with dependence on the distribution of hitting and local times. The Atlas model describes a system of Brownian particles on the real line, where only the lowest…

概率论 · 数学 2025-12-19 Philipp Jettkant

In this paper, we study multi-species stochastic interacting particle systems and their mean-field McKean-Vlasov partial differential equations (PDEs) in non-convex landscapes. We discuss the well-posedness of the multi-species SDE system,…

概率论 · 数学 2025-07-11 Manh Hong Duong , Grigorios A. Pavliotis , Julian Tugaut

In this work, we propose a nonlinear stochastic model of a network of stochastic spiking neurons. We heuristically derive the mean-field limit of this system. We then design a Monte Carlo method for the simulation of the microscopic system,…

数值分析 · 数学 2019-06-26 Benjamin Aymard , Fabien Campillo , Romain Veltz

We consider spatially extended systems of interacting nonlinear Hawkes processes modeling large systems of neurons placed in Rd and study the associated mean field limits. As the total number of neurons tends to infinity, we prove that the…

概率论 · 数学 2018-02-19 Julien Chevallier , A Duarte , E Löcherbach , G Ost

In this work, we consider one-dimensional particles interacting in mean-field type through a bounded kernel. In addition, when particles hit some barrier (say zero), they are removed from the system. This absorption of particles is…

概率论 · 数学 2026-04-07 Gaoyue Guo , Maxime Latypov , Milica Tomasevic

In this paper we consider stochastic Fokker-Planck Partial Differential Equations (PDEs), obtained as the mean-field limit of weakly interacting particle systems subjected to both independent (or idiosyncratic) and common Brownian noises.…

概率论 · 数学 2024-05-17 François Delarue , Etienne Tanré , Raphaël Maillet

In this article we study the convergence of a stochastic particle system that interacts through threshold hitting times towards a novel equation of McKean-Vlasov type. The particle system is motivated by an original model for the behavior…

概率论 · 数学 2015-09-15 James Inglis , Denis Talay

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…

偏微分方程分析 · 数学 2025-07-30 Sebastian Throm

We study the long time behavior of the solution to some McKean-Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the asymptotic dynamic of the membrane potential of a spiking neuron…

概率论 · 数学 2020-08-17 Quentin Cormier , Etienne Tanré , Romain Veltz

Several differential equation models have been proposed to explain the formation of patterns characteristic of the grid cell network. Understanding the effect of noise on these models is one of the key open questions in computational…

概率论 · 数学 2023-03-24 Andrea Clini

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…

This article proposes a unified framework to study non-exchangeable mean-field particle systems with some general interaction mechanisms. The starting point is a fixed-point formulation of particle systems originally due to Tanaka that…

概率论 · 数学 2025-10-07 Louis-Pierre Chaintron , Antoine Diez

Several differential equation models have been proposed to explain the formation of patterns characteristic of the grid cell network. Understanding the robustness of these patterns with respect to noise is one of the key open questions in…

概率论 · 数学 2023-01-26 José A. Carrillo , Andrea Clini , Susanne Solem

Fokker-Planck equations represent a suitable description of the finite-time behavior for a large class of particle systems as the size of the population tends to infinity. Recently, the theory of graph limits has been introduced in the…

概率论 · 数学 2022-03-24 Fabio Coppini
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