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When particles move at a constant speed and have the tendency to align their directions of motion, ordered large scale movement can emerge despite significant levels of noise. Many variants of this model of self-propelled particles have…

生物物理 · 物理学 2012-12-11 Matthias Meschede , Oskar Hallatschek

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…

概率论 · 数学 2021-11-05 Yen V. Vuong , Maxime Hauray , Etienne Pardoux

We consider a particle system in 1D, interacting via repulsive or attractive Coulomb forces. We prove the trajectorial propagation of molecular chaos towards a nonlinear SDE associated to the Vlasov-Poisson-Fokker-Planck equation. We obtain…

偏微分方程分析 · 数学 2015-11-16 Maxime Hauray , Samir Salem

We prove propagation of chaos at explicit polynomial rates in Wasserstein distance W_2 for Kac's N-particle system associated with the spatially homogeneous Boltzmann equation for Maxwell molecules, with and without cutoff. Our approach is…

数学物理 · 物理学 2017-12-27 Roberto Cortez , Joaquin Fontbona

New quantitative propagation of chaos results for mean field diffusion are proved via local and global entropy estimates. In the first result we work on the torus and consider singular, divergence free interactions $K\in L^p$, $p>d$. We…

概率论 · 数学 2023-08-02 Yi Han

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

数学物理 · 物理学 2015-05-14 Jeremy Clark , Christian Maes

We show that the Kac particle system converges, as the number of particles tends to infinity, to the solution of the homogeneous Boltzmann equation, in the regime of moderately soft potentials, $\gamma \in (-2,0)$ with the common notation.…

偏微分方程分析 · 数学 2026-01-01 Nicolas Fournier , Stéphane Mischler

We study 1-Wasserstein propagation of chaos for "McKean-type" nonlinear Markov chains and their associated interacting particle systems. This paper is organized into two parts: the first part combines arguments from various areas of…

概率论 · 数学 2026-02-10 James Vuckovic

In this paper, we first investigate the well-posedness of a backward stochastic differential equation where the driver depends on the law of the solution conditioned to a common noise. Under standard assumptions, we show that existence and…

概率论 · 数学 2022-09-29 Remi Moreau

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

概率论 · 数学 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which…

概率论 · 数学 2024-05-07 Vadim Malyshev , Mikhail Menshikov , Serguei Popov , Andrew Wade

We consider systems of $N$ particles in dimension one, driven by pair Coulombian or gravitational interactions. When the number of particles goes to infinity in the so called mean field scaling, we formally expect convergence towards the…

偏微分方程分析 · 数学 2013-09-11 Maxime Hauray

We present a stochastic version of the Cucker-Smale flocking dynamics based on a markovian $N$-particle system of pair interactions with unbounded and, in general, non-Lipschitz continuous interaction potential. We establish the infinite…

概率论 · 数学 2022-03-17 Martin Friesen , Oleksandr Kutoviy

We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the…

概率论 · 数学 2015-03-24 Jean Bérard , Pascal Maillard

In this paper we study Kac's 1D particle system, consisting of the velocities of $N$ particles colliding at constant rate and randomly exchanging energies. We prove uniform (in time) propagation of chaos in Wasserstein distance with…

概率论 · 数学 2016-12-21 Roberto Cortez

A multi-agent model for individuals endowed with strategies and subject to diffusive effects is proposed. The microscopic state of each agent is described by a spatial position and a probability measure, interpreted as a mixed strategy,…

偏微分方程分析 · 数学 2026-03-24 Alessandro Baldi , Marco Morandotti

In this paper, uniform in time quantitative propagation of chaos in $L^1$-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the drift is assumed to…

概率论 · 数学 2025-10-29 Xing Huang

A model for the evolution of a large population interacting system is considered in which a marked Poisson processes influences their evolution, together with a Brownian motion. Mean field McKean-Vlasov limits of such system are formulated…

The derivation of effective descriptions for interacting many-body systems is an important branch of applied mathematics. We prove a propagation of chaos result for a system of $N$ particles subject to Newtonian time evolution with or…

数学物理 · 物理学 2025-05-20 Li Chen , Jinwook Jung , Peter Pickl , Zhenfu Wang

We study a system of charged, noninteracting classical particles moving in a Poisson distribution of hard-disk scatterers in two dimensions, under the effect of a magnetic field perpendicular to the plane. We prove that, in the low-density…

数学物理 · 物理学 2021-05-10 Alessia Nota , Chiara Saffirio , Sergio Simonella