相关论文: Conditional Backward Propagation of Chaos
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…
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…
In this paper, we deal with Reflected Backward Stochastic Differential Equations for which the constraint is not on the paths of the solution but on its law as introduced by Briand, Elie and Hu in [3]. We extend the recent work [2] of…
In this paper, we provide a general framework for investigating McKean-Vlasov stochastic partial differential equations. We first show the existence of weak solutions by combining the localizing approximation, Faedo-Galerkin technique,…
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…
We study the rate of propagation of chaos for a McKean--Vlasov equation with conditional expectation terms in the drift. We use a (regularized) Nadaraya--Watson estimator at a particle level to approximate the conditional expectations; we…
This chapter gives an overview of transport problems where chaotic dynamics of the system plays a crucial role. We begin with single-particle transport problems and then come to conservative and then dissipative systems of identical…
We consider a stochastic system of $N$ particles, usually called vortices in that setting, approximating the 2D Navier-Stokes equation written in vorticity. Assuming that the initial distribution of the position and circulation of the…
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…
We study the dynamics of the front separating a spatio-temporally chaotic region from a stable steady region using a simple model applicable to periodically forced systems. In particular, we investigate both the coarsening of the front…
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…
A fundamental issue in nonlinear dynamics and statistical physics is how to distinguish chaotic from stochastic fluctuations in short experimental recordings. This dilemma underlies many complex systems models from stochastic gene…
Boltzmann's equation provides a microscopic model for the evolution of dilute classical gases. A fundamental problem in mathematical physics is to rigorously derive Boltzmann's equation starting from Newton's laws. In the 1970s, Oscar…
We analyze the disorder-perturbed transport of quantum states in the absence of backscattering. This comprises, for instance, the propagation of edge-mode wave packets in topological insulators, or the propagation of photons in…
Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…
In this paper, we consider the Kac stochastic particle system associated to the spatially homogeneous Boltzmann equation for true hard potentials. We establish a rate of propagation of chaos of the particle system to the unique solution of…
We address a class of backward stochastic differential equations on a bounded interval, where the driving noise is a marked, or multivariate, point process. Assuming that the jump times are totally inaccessible and a technical condition…
We discuss old and new results on the mathematical justification of Boltzmann's equation. The classical result along these lines is a theorem which was proven by Lanford in the 1970s. This paper is naturally divided into three parts. I.…
The first goal of this note is to prove the strong well-posedness of McKean-Vlasov SDEs driven by L{\'e}vy processes on $\mathbb{R}^d$ having a finite moment of order $\beta \in [1,2]$ and under standard Lipschitz assumptions on the…
We consider the 3D Landau equation for moderately soft potentials ($\gamma\in(-2,0)$ with the usual notation) as well as a stochastic system of $N$ particles approximating it. We first establish some strong/weak stability estimates for the…