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We establish the sharp rate of propagation of chaos for McKean-Vlasov equations with coefficients that are non-linear in the measure argument, i.e., not necessarily given by pairwise interactions. Results are given both on bounded time…

概率论 · 数学 2026-03-12 Manuel Arnese , Daniel Lacker

We study a McKean--Vlasov equation arising from a mean-field model of a particle system with positive feedback. As particles hit a barrier they cause the other particles to jump in the direction of the barrier and this feedback mechanism…

概率论 · 数学 2024-03-27 Ben Hambly , Sean Ledger , Andreas Sojmark

In this paper we prove the convergence of a suitable particle system towards the BGK model. More precisely, we consider an interacting stochastic particle system in which each particle can instantaneously thermalize locally. We show that,…

数学物理 · 物理学 2021-04-20 Paolo Buttà , Maxime Hauray , Mario Pulvirenti

We consider mean-field limits for overdamped Langevin dynamics of $N$ particles with possibly singular interactions. It has been shown that a modulated free energy method can be used to prove the mean-field convergence or propagation of…

概率论 · 数学 2023-07-18 Matthew Rosenzweig , Sylvia Serfaty

We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…

概率论 · 数学 2023-07-17 Zachary Bezemek , Konstantinos Spiliopoulos

A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…

物理与社会 · 物理学 2019-09-11 Peng Wang , Feng-Chun Pan , Jie Huo , Xu-Ming Wang

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

概率论 · 数学 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

In this paper, we study propagation of chaos for the parabolic-parabolic Keller-Segel model with a logarithmic cut-off by establishing a rigorous convergence analysis from a stochastic particle system to the parabolic-parabolic Keller-Segel…

偏微分方程分析 · 数学 2022-09-07 Li Chen , Shu Wang , Rong Yang

We study the propagation of chaos and relaxation to Gibbs equilibrium for a system of $N$ classical Brownian particles with weak mean-field interactions. It is well known that propagation of chaos holds uniformly in time with rate…

偏微分方程分析 · 数学 2025-10-14 Armand Bernou , Mitia Duerinckx

We use computer simulations to study the onset of collective motion in systems of interacting active particles. Our model is a swarm of active Brownian particles with internal energy depot and interactions inspired by the dissipative…

统计力学 · 物理学 2013-05-31 Vladimir Lobaskin , Maksym Romenskyy

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…

We study a one-dimensional particles system, in the overdamped limit, where nearest particles attract with a force inversely proportional to a power of their distance and coalesce upon encounter. The detailed shape of the distribution…

统计力学 · 物理学 2010-01-25 Daniel ben-Avraham , Oleksandr Gromenko , Paolo Politi

In this article we investigate the phase transition phenomena that occur in a model of self-organisation through body-attitude coordination. Here, the body-attitude of an agent is modelled by a rotation matrix in $\mathbb{R}^3$ as in…

偏微分方程分析 · 数学 2020-06-24 Pierre Degond , Antoine Diez , Amic Frouvelle , Sara Merino-Aceituno

The evolution of finitely many particles obeying Langevin dynamics is described by Dean-Kawasaki equations, a class of stochastic equations featuring a non-Lipschitz multiplicative noise in divergence form. We derive a regularised…

概率论 · 数学 2019-09-10 Federico Cornalba , Tony Shardlow , Johannes Zimmer

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…

概率论 · 数学 2010-11-11 Soumik Pal , Mykhaylo Shkolnikov

A Markov evolution of a system of point particles in $\mathbb{R}^d$ is described at micro-and mesoscopic levels. The particles reproduce themselves at distant points (dispersal) and die, independently and under the influence of each other…

数学物理 · 物理学 2015-06-11 Dmitri Finkelshtein , Yuri Kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

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 consider a system of $N$ particles whose interactions are characterized by a (weighted) graph $G^N$. Each particle is a node of the graph with an internal state. The state changes according to Markovian dynamics that depend on the states…

概率论 · 数学 2024-05-15 Sebastian Allmeier , Nicolas Gast

We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion process that is influenced by the neighboring nodes. The…

概率论 · 数学 2017-02-16 Shankar Bhamidi , Amarjit Budhiraja , Ruoyu Wu

Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…

概率论 · 数学 2022-10-18 Ankan Ganguly , Kavita Ramanan