相关论文: An H-theorem for a conditional McKean-Vlasov proce…
We study the local asymptotic normality (LAN) property for the likelihood function associated with discretely observed $d$-dimensional McKean-Vlasov stochastic differential equations over a fixed time interval. The model involves a joint…
On approaching the dynamical transition temperature, supercooled liquids show heterogeneity over space and time. Static replica theory investigates the dynamical crossover in terms of the free energy landscape (FEL). Two kinds of static…
We develop a general approach, using local interpolation inequalities, to non-convex integral functionals depending on the gradient with a singular perturbation by derivatives of order $k\ge 2$. When applied to functionals giving rise to…
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…
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…
Diffusion in heterogeneous energy and diffusivity landscapes is widespread in biological systems. However, solving the Langevin equation in such environments introduces ambiguity due to the interpretation parameter $\alpha$, which depends…
The Fractional Langevin Equation (FLE) describes a non-Markovian Generalized Brownian Motion with long time persistence (superdiffusion), or anti-persistence (subdiffusion) of both velocity-velocity correlations, and position increments. It…
We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…
In this paper, we study the stability of solutions of stochastic McKean-Vlasov equations (SMVEs) via feedback control based on discrete-time state observation. By using a specific Lyapunov function, the $H_{\infty}$ stability, asymptotic…
One of the assumptions leading to the Gross-Pitaevskii Equation (GPE) is that the interaction between atom pairs can be written effectively as a \delta -function so that the interaction range of the particles is assumed to vanish. A simple…
We introduce a model of uncoupled pendula, which mimics the dynamical behavior of the Hamiltonian Mean Field (HMF) model. This model has become a paradigm for long-range interactions, like Coulomb or dipolar forces. As in the HMF model,…
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 have investigated the proof of the $H$ theorem within a manifestly covariant approach by considering the relativistic statistical theory developed in [Phy. Rev. E {\bf 66}, 056125, 2002; {\it ibid.} {\bf 72}, 036108 2005]. In our…
Despite substantial progress in non-equilibrium physics, steady-state (s.s.) probabilities remain intractable to analysis. For a Markov process, s.s. probabilities can be expressed in terms of transition rates using the Matrix-Tree theorem…
In this paper, we prove that the kappa distribution is the stationary solution of the Vlasov-Poisson system in an inhomogeneous plasma under the polytropic equation of state and an assumption restricting the local velocity distribution to a…
We investigate the convergence of McKean-Vlasov diffusions in a nonconvex landscape. These processes are linked to nonlinear partial differential equations. According to our previous results, there are at least three stationary measures…
By using coupling by change of conditional probability measure, the log-Harnack inequality for path dependent McKean-Vlasov SDEs with distribution dependent diffusion coefficients is established, which together with the exponential…
We discuss the possibility of deriving an H-theorem for the nonlinear discrete time evolution known as Ulam's redistribution of energy problem. In this model particles are paired at random and then their total energy is redistributed…
We study a nonlinear branching diffusion process in the sense of McKean, i.e., where particles are subjected to a mean-field interaction. We consider first a strong formulation of the problem and we provide an existence and uniqueness…
Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…