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Time-uniform log-Sobolev inequalities (LSI) satisfied by solutions of semi-linear mean-field equations have recently appeared to be a key tool to obtain time-uniform propagation of chaos estimates. This work addresses the more general…

概率论 · 数学 2024-11-08 Pierre Monmarché , Zhenjie Ren , Songbo Wang

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

The objective of this article is to analyse the statistical behaviour of a large number of weakly interacting diffusion processes evolving under the influence of a periodic interaction potential. We focus our attention on the combined mean…

偏微分方程分析 · 数学 2021-05-12 Matias G. Delgadino , Rishabh S. Gvalani , Grigorios A. Pavliotis

This paper develops a non-asymptotic, local approach to quantitative propagation of chaos for a wide class of mean field diffusive dynamics. For a system of $n$ interacting particles, the relative entropy between the marginal law of $k$…

概率论 · 数学 2023-05-31 Daniel Lacker

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…

概率论 · 数学 2018-05-30 Alain Durmus , Andreas Eberle , Arnaud Guillin , Raphael Zimmer

We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as…

概率论 · 数学 2026-03-24 Nikolaos Kolliopoulos , Martin Larsson , Zeyu Zhang

In this paper, quantitative propagation of chaos in $L^\eta$($\eta\in(0,1]$)-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the initial…

概率论 · 数学 2024-08-30 Xing Huang

We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…

偏微分方程分析 · 数学 2025-05-13 François Delarue , Alvin Tse

We consider a general McKean-Vlasov stochastic differential equation driven by a rotationally invariant $\alpha$-stable process on $\mathbb{R}^d$ with $\alpha \in (1,2)$. We assume that the diffusion coefficient is the identity matrix and…

偏微分方程分析 · 数学 2024-01-29 Thomas Cavallazzi

In this paper we study the combined mean field and homogenization limits for a system of weakly interacting diffusions moving in a two-scale, locally periodic confining potential, of the form considered in~\cite{DuncanPavliotis2016}. We…

统计力学 · 物理学 2018-01-17 S. N. Gomes , G. A. Pavliotis

Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in $\mathbf {R}^m$ in the presence of a random environment and…

概率论 · 数学 2014-07-03 Eric Luçon , Wilhelm Stannat

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 study the mean field Langevin dynamics and the associated particle system. By assuming the functional convexity of the energy, we obtain the $L^p$-convergence of the marginal distributions towards the unique invariant measure for the…

概率论 · 数学 2025-11-06 Fan Chen , Zhenjie Ren , Songbo Wang

This paper is devoted to the study of mean-field limit for systems of indistinguables particles undergoing collision processes. As formulated by Kac \cite{Kac1956} this limit is based on the {\em chaos propagation}, and we (1) prove and…

偏微分方程分析 · 数学 2010-01-19 Stéphane Mischler , Clément Mouhot

For any weakly interacting particle system with bounded kernel, we give uniform-in-time estimates of the $L^2$ norm of correlation functions, provided that the diffusion coefficient is large enough. When the condition on the kernels is more…

偏微分方程分析 · 数学 2024-11-26 Pengzhi Xie

In this paper we study the Hamiltonian dynamics of charged particles subject to a non-self-consistent stochastic electric field, when the plasma is in the so-called weak turbulent regime. We show that the asymptotic limit of the Vlasov…

偏微分方程分析 · 数学 2021-10-13 Claude Bardos , Nicolas Besse

We consider large systems of particles interacting through rough but bounded interaction kernels. We are able to control the relative entropy between the $N$-particle distribution and the expected limit which solves the corresponding Vlasov…

偏微分方程分析 · 数学 2015-11-13 Pierre-Emmanuel Jabin , Zhenfu Wang

We study a nonlocal adhesion model for two interacting tumor cell phenotypes, combining diffusion, pairwise interactions, and random phenotypic switching. The system admits a microscopic diffusion--jump particle description whose mean-field…

偏微分方程分析 · 数学 2026-03-16 Myeongju Chae , Young-Pil Choi

We study the kinetic mean field Langevin dynamics under the functional convexity assumption of the mean field energy functional. Using hypocoercivity, we first establish the exponential convergence of the mean field dynamics and then show…

概率论 · 数学 2024-02-09 Fan Chen , Yiqing Lin , Zhenjie Ren , Songbo Wang

In this paper, we investigate gradient estimate of the Poisson equation and the exponential convergence in the Wasserstein metric $W_{1,d_{l^1}}$, uniform in the number of particles, and uniform-in-time propagation of chaos for the…

概率论 · 数学 2021-09-15 Wei Liu , Liming Wu , Chaoen Zhang
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