相关论文: Weak quantitative propagation of chaos via differe…

This work addresses the propagation of chaos properties in a class of moderately interacting particle systems for the approximation of singular kinetic McKean-Vlasov SDEs driven by alpha-stable processes.

In this paper a rigorous proof of the mean field limit for a pedestrian flow model in two dimensions is given by using a probabilistic method. The model under investigation is an interacting particle system coupled to the eikonal equation…

We derive quantitative estimates proving the propagation of chaos for large stochastic systems of interacting particles. We obtain explicit bounds on the relative entropy between the joint law of the particles and the tensorized law at the…

We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…

This paper studies McKean-Vlasov stochastic differential equations (MVSDEs) whose drift coefficients grow super-linearly in both state variables and measure arguments, and whose diffusion coefficients exhibit super-linear growth in the…

We study a stochastic spatial epidemic model where the $N$ individuals carry two features: a position and an infection state, interact and move in $\R^d$. In this Markovian model, the evolution of the infection states are described with the…

We obtain quantitative estimates on quenched propagation of chaos for Langevin spin glass dynamics with i.i.d. disorder. Prior work in the case of Gaussian disorder established the qualitative convergence of the law of a single spin to a…

We compare a mean-field Gibbs distribution on a finite state space on $N$ spins to that of an explicit simple mixture of product measures. This illustrates the situation beyond the so-called increasing propagation of chaos introduced by Ben…

We introduce a framework to prove propagation of chaos for interacting particle systems with singular, density-dependent interactions, a classical challenge in mean-field theory. Our approach is to define the dynamics implicitly via a…

We provide an estimation of the dissipation of the Wasserstein 2 distance between the law of some interacting $N$-particle system, and the $N$ times tensorized product of solution to the corresponding limit nonlinear conservation law. It…

Let $\alpha$ be a Steinhaus random multiplicative function. For a wide class of multiplicative functions $f$ we construct a multiplicative chaos measure arising from the Dirichlet series of $\alpha f$, in the whole $L^1$-regime. Our method…

We establish a Sanov type large deviation principle for an ensemble of interacting Brownian rough paths. As application a large deviations for the ($k$-layer, enhanced) empirical measure of weakly interacting diffusions is obtained. This in…

We investigate the conditional McKean-Vlasov stochastic differential equations with jumps and Markovian regime-switching. We establish the strong wellposedness using L2-Wasser-stein distance on the Wasserstein space. Also, we establish the…

Based on a coupling approach, we prove uniform in time propagation of chaos for weakly interacting mean-field particle systems with possibly non-convex confinement and interaction potentials. The approach is based on a combination of…

We study the uniform-in-time weak propagation of chaos for the consensus-based optimization (CBO) method on a bounded searching domain. We apply the methodology for studying long-time behaviors of interacting particle systems developed in…

We discuss numerical aspects related to a new class of nonlinear Stochastic Differential Equations in the sense of McKean, which are supposed to represent non conservative nonlinear Partial Differential equations (PDEs). We propose an…

Many Gibbs measures with mean field interactions are known to be chaotic, in the sense that any collection of $k$ particles in the $n$-particle system are asymptotically independent, as $n\to\infty$ with $k$ fixed or perhaps $k=o(n)$. This…

The propagation of molecular chaos, a tool of classical kinetic theory, is generalized to apply to quantum systems of distinguishable particles. We prove that the Curie-Weiss model of ferromagnetism propagates molecular chaos and derive the…

The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…

We investigate increasing propagation of chaos for the mean-field Ising model of ferromagnetism (also known as the Curie-Weiss model) with $N$ spins at inverse temperature $\beta>0$ and subject to an external magnetic field of strength…