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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 long time behavior of second order particle systems interacting through global Lipschitz kernels. Combining hypocoercivity method in [37] and relative entropy method in [25], we are able to overcome the degeneracy of diffusion…

偏微分方程分析 · 数学 2024-09-05 Yun Gong , Zhenfu Wang , Pengzhi Xie

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

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 new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…

概率论 · 数学 2023-01-25 Kai Du , Yifan Jiang , Xiaochen Li

We prove the optimal rate of quantitative propagation of chaos, uniformly in time, for interacting diffusions. Our main examples are interactions governed by convex potentials and models on the torus with small interactions. We show that…

概率论 · 数学 2023-01-23 Daniel Lacker , Luc Le Flem

This paper presents an elementary proof of quantitative uniform-in-time propagation of chaos for the Cucker--Smale model under sufficiently strong interaction. The idea is to combine existing finite-time propagation of chaos estimates with…

概率论 · 数学 2025-11-03 Nicolai Jurek Gerber , Urbain Vaes

Dynamical systems of N particles in \R^{D} interacting by a singular pair potential of mean field type are considered. The systems are assumed to be of gradient type and the existence of a macroscopic limit in the many particle limit is…

数学物理 · 物理学 2016-10-17 Robert J. Berman , Magnus Önnheim

We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…

概率论 · 数学 2025-12-02 Lucio Galeati , Khoa Lê , Avi Mayorcas

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…

偏微分方程分析 · 数学 2025-07-22 Qian Qi

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

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

We consider a large class of interacting particle systems in 1D described by an energy whose interaction potential is singular and non-local. This class covers Riesz gases (in particular, log gases) and applications to plasticity and…

偏微分方程分析 · 数学 2020-10-27 Masato Kimura , Patrick van Meurs

We prove existence and uniqueness of a reaction-diffusion equation whose diffusivity is a non-linear functional of the boundary temperature. We do this by studying systems of one-dimensional reflecting diffusions whose noise is a function…

概率论 · 数学 2021-07-29 Clayton Barnes

In this article we study a system of $N$ particles, each of them being defined by the couple of a position (in $\mathbb{R}^d$) and a so-called orientation which is an element of a compact Riemannian manifold. This orientation can be seen as…

概率论 · 数学 2021-06-30 Antoine Diez

A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to…

偏微分方程分析 · 数学 2016-06-23 Michele Coghi , Franco Flandoli

A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…

概率论 · 数学 2026-04-17 Luigi Borasi , Francesco Carlo De Vecchi , Stefania Ugolini

This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…

概率论 · 数学 2019-11-19 Mathieu Laurière , Ludovic Tangpi

In this article we show, in a concise manner, a result of uniform in time propagation of chaos for non exchangeable systems of particles interacting according to a random graph. Provided the interaction is Lipschitz continuous, the…

概率论 · 数学 2023-04-18 Pierre Le Bris , Christophe Poquet

We derive the quantitative propagation of chaos in the sense of relative entropy for the first time for the 2D Log gas or the weakly interacting particle systems with 2D Coulomb interactions on the whole space. We resolve this problem by…

偏微分方程分析 · 数学 2024-11-25 Shuzhe Cai , Xuanrui Feng , Yun Gong , Zhenfu Wang
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