Quantitative relative entropy estimates on the whole space for convolution interaction forces
P Nikolaev, DJ Prömel - arxiv preprint arxiv:2401.08938, 2024 - arxiv.org
Quantitative estimates are derived, on the whole space, for the relative entropy between the
joint law of random interacting particles and the tensorized law at the limiting systeme. The …
joint law of random interacting particles and the tensorized law at the limiting systeme. The …
Propagation of chaos for multi-species moderately interacting particle systems up to Newtonian singularity
We derive a class of multi-species aggregation-diffusion systems from stochastic interacting
particle systems via relative entropy method with quantitative bounds. We show an algebraic …
particle systems via relative entropy method with quantitative bounds. We show an algebraic …
Quantitative Propagation of Chaos for Singular Interacting Particle Systems Driven by Fractional Brownian Motion
We consider interacting systems particle driven by iid fractional Brownian motions, subject to
irregular, possibly distributional, pairwise interactions. We show propagation of chaos and …
irregular, possibly distributional, pairwise interactions. We show propagation of chaos and …
The rigorous derivation of Vlasov equations with local alignments from moderately interacting particle systems
J Wang, M Zhuang, H Huang - arxiv preprint arxiv:2407.04387, 2024 - arxiv.org
In this paper, we present a rigorous derivation of the mean-field limit for a moderately
interacting particle system in $\R^ d $$(d\geq 2) $. For stochastic initial data, we …
interacting particle system in $\R^ d $$(d\geq 2) $. For stochastic initial data, we …
Mean Field Limit for Stochastic Particle Systems with and Without Common Noise: Analysis of Singular Interactions
P Nikolaev - 2024 - search.proquest.com
In this thesis, we explore mean-field limit theory, focusing on the derivation of non-linear
(stochastic) partial differential equations from large systems of interacting stochastic …
(stochastic) partial differential equations from large systems of interacting stochastic …
Mean field limit for stochastic particle systems with and without common noise
P Nikolaev - 2024 - madoc.bib.uni-mannheim.de
In this thesis, we explore mean-field limit theory, focusing on the derivation of nonlinear
(stochastic) partial differential equations from large systems of interacting stochastic …
(stochastic) partial differential equations from large systems of interacting stochastic …