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We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…

概率论 · 数学 2025-11-06 Alexander Alecio

In recurrent networks of leaky integrate-and-fire (LIF) neurons, mean-field theory has proven successful in describing various statistical properties of neuronal activity at equilibrium, such as firing rate distributions. Mean-field theory…

神经元与认知 · 定量生物学 2023-11-10 Marina Vegué , Antoine Allard , Patrick Desrosiers

We study an interacting particle system in $\mathbf{R}^d$ motivated by Stein variational gradient descent [Q. Liu and D. Wang, NIPS 2016], a deterministic algorithm for sampling from a given probability density with unknown normalization.…

偏微分方程分析 · 数学 2018-11-07 Jianfeng Lu , Yulong Lu , James Nolen

This paper models the dynamics of a large set of interacting neurons within the framework of statistical field theory. We use a method initially developed in the context of statistical field theory [44] and later adapted to complex systems…

神经元与认知 · 定量生物学 2022-05-25 Pierre Gosselin , Aïleen Lotz , Marc Wambst

We study large but finite neural networks that, in the thermodynamic limit, admit an exact low-dimensional mean-field description. We assume that the governing mean-field equations describing macroscopic quantities such as the mean firing…

混沌动力学 · 物理学 2026-02-11 Irmantas Ratas , Kestutis Pyragas

A stochastic PDE, describing mesoscopic fluctuations in systems of weakly interacting inertial particles of finite volume, is proposed and analysed in any finite dimension $d\in\mathbb{N}$. It is a regularised and inertial version of the…

偏微分方程分析 · 数学 2021-02-10 Federico Cornalba , Tony Shardlow , Johannes Zimmer

Mean field limits are an important tool in the context of large-scale dynamical systems, in particular, when studying multiagent and interacting particle systems. While the continuous-time theory is well-developed, few works have considered…

系统与控制 · 电气工程与系统科学 2023-12-12 Christian Fiedler , Michael Herty , Sebastian Trimpe

In this paper, we address the issue of modeling and estimating changes in the state of the spatio-temporal dynamical systems based on a sequence of observations like video frames. Traditional numerical simulation systems depend largely on…

机器学习 · 计算机科学 2024-02-12 Kun Wang , Hao Wu , Guibin Zhang , Junfeng Fang , Yuxuan Liang , Yuankai Wu , Roger Zimmermann , Yang Wang

We consider optimal control of a new type of non-local stochastic partial differential equations (SPDEs). The SPDEs have space interactions, in the sense that the dynamics of the system at time $t$ and position in space x also depend on the…

最优化与控制 · 数学 2021-07-01 Nacira Agram , Astrid Hilbert , Khouloud Makhlouf , Bernt Øksendal

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or…

计算物理 · 物理学 2016-03-02 Fabian Spill , Pilar Guerrero , Tomas Alarcon , Philip K. Maini , Helen Byrne

Physics-informed neural networks (PINNs) are an emerging technique to solve partial differential equations (PDEs). In this work, we propose a simple but effective PINN approach for the phase-field model of ferroelectric microstructure…

材料科学 · 物理学 2024-09-06 Lan Shang , Sizheng Zheng , Jin Wang , Jie Wang

In this paper we study the dynamics of a fast-slow Fokker-Planck partial differential equation (PDE) viewed as the evolution equation for the density of a multiscale planar stochastic differential equation (SDE). Our key focus is on the…

偏微分方程分析 · 数学 2025-02-03 Christian Kuehn , Jan-Eric Sulzbach

Neural computations emerge from myriads of neuronal interactions occurring in intricate spiking networks. Due to the inherent complexity of neural models, relating the spiking activity of a network to its structure requires simplifying…

动力系统 · 数学 2019-02-12 François Baccelli , Thibaud Taillefumier

The long time behavior of a kind of fully magnetic effected nonlinear piezoelectric beam with viscoelastic infinite memory is considered. The well-posedness of this nonlinear coupled PDEs system is showed by mean of the semigroup theories…

偏微分方程分析 · 数学 2022-09-07 H. E Zhang , G. Q. Xu , Z. J. Han

In this paper we analyze the global existence of classical solutions to the initial boundary-value problem for a nonlinear parabolic equation describing the collective behavior of an ensemble of neurons. These equations were obtained as a…

偏微分方程分析 · 数学 2011-09-08 José A. Carrillo , María d. M. González , Maria P. Gualdani , Maria E. Schonbek

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

统计计算 · 统计学 2012-05-03 Umberto Picchini , Susanne Ditlevsen

We derive the exchange-driven growth (EDG) equations as the mean-field limit of interacting particle systems on the complete graph. Extending previous work, we consider symmetric exchange kernels $c(k, l) = c(l, k)$ satisfying super-linear…

概率论 · 数学 2025-09-25 Angeliki Koutsimpela

We prove existence and Sobolev regularity of solutions of a nonlinear system of degenerate-parabolic PDEs with self- and cross-diffusion, transport/confinement and nonlocal interaction terms. The macroscopic system of PDEs is formally…

偏微分方程分析 · 数学 2021-06-01 Luca Alasio , Maria Bruna , Simone Fagioli , Simon Schulz

We study the mean-field limit for a class of agent-based models describing flocking with nonlinear velocity alignment. Each agent interacts through a communication protocol $\phi$ and a non-linear coupling of velocities given by the power…

偏微分方程分析 · 数学 2026-01-01 Vinh Nguyen , Roman Shvydkoy , Changhui Tan

We analytically investigate the stability of {\it splay states} in networks of $N$ pulse-coupled phase-like models of neurons. By developing a perturbative technique, we find that, in the limit of large $N$, the Floquet spectrum scales as…

无序系统与神经网络 · 物理学 2014-09-08 Simona Olmi , Antonio Politi , Alessandro Torcini