Propagation of chaos: a review of models, methods and applications. II. Applications
The notion of propagation of chaos for large systems of interacting particles originates in
statistical physics and has recently become a central notion in many areas of applied …
statistical physics and has recently become a central notion in many areas of applied …
Modelling opinion dynamics under the impact of influencer and media strategies
Digital communication has made the public discourse considerably more complex, and new
actors and strategies have emerged as a result of this seismic shift. Aside from the often …
actors and strategies have emerged as a result of this seismic shift. Aside from the often …
Central limit type theorem and large deviation principle for multi-scale McKean–Vlasov SDEs
W Hong, S Li, W Liu, X Sun - Probability Theory and Related Fields, 2023 - Springer
The main aim of this work is to study the asymptotic behavior for multi-scale McKean–Vlasov
stochastic dynamical systems. Firstly, we obtain a central limit type theorem, ie the deviation …
stochastic dynamical systems. Firstly, we obtain a central limit type theorem, ie the deviation …
Response theory and phase transitions for the thermodynamic limit of interacting identical systems
We study the response to perturbations in the thermodynamic limit of a network of coupled
identical agents undergoing a stochastic evolution which, in general, describes non …
identical agents undergoing a stochastic evolution which, in general, describes non …
Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions
In this article, we study the mean field limit of weakly interacting diffusions for confining and
interaction potentials that are not necessarily convex. We explore the relationship between …
interaction potentials that are not necessarily convex. We explore the relationship between …
Perspective: New directions in dynamical density functional theory
Classical dynamical density functional theory (DDFT) has become one of the central
modeling approaches in nonequilibrium soft matter physics. Recent years have seen the …
modeling approaches in nonequilibrium soft matter physics. Recent years have seen the …
Eigenfunction martingale estimators for interacting particle systems and their mean field limit
We study the problem of parameter estimation for large exchangeable interacting particle
systems when a sample of discrete observations from a single particle is known. We …
systems when a sample of discrete observations from a single particle is known. We …
Poisson equation on Wasserstein space and diffusion approximations for McKean-Vlasov equation
Y Li, F Wu, L **e - arxiv preprint arxiv:2203.12796, 2022 - arxiv.org
We consider the fully-coupled McKean-Vlasov equation with multi-time-scale potentials, and
all the coefficients depend on the distributions of both the slow component and the fast …
all the coefficients depend on the distributions of both the slow component and the fast …
Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems
J Gao, W Hong, W Liu - Journal of Differential Equations, 2023 - Elsevier
The main aim of this work is to investigate small noise limiting behavior of multi-scale
McKean-Vlasov stochastic dynamical systems, where we allow the coefficients depend on …
McKean-Vlasov stochastic dynamical systems, where we allow the coefficients depend on …
Rate of homogenization for fully-coupled McKean–Vlasov SDEs
ZW Bezemek, K Spiliopoulos - Stochastics and Dynamics, 2023 - World Scientific
In this paper, we consider a fully-coupled slow–fast system of McKean–Vlasov stochastic
differential equations with full dependence on the slow and fast component and on the law …
differential equations with full dependence on the slow and fast component and on the law …