Quantitative estimates of propagation of chaos for stochastic systems with kernels
PE Jabin, Z Wang - Inventiones mathematicae, 2018 - Springer
We derive quantitative estimates proving the propagation of chaos for large stochastic
systems of interacting particles. We obtain explicit bounds on the relative entropy between …
systems of interacting particles. We obtain explicit bounds on the relative entropy between …
Mean field limit for stochastic particle systems
PE Jabin, Z Wang - Active Particles, Volume 1: Advances in Theory …, 2017 - Springer
We review some classical and more recent results for the derivation of mean field equations
from systems of many particles, focusing on the stochastic case where a large system of …
from systems of many particles, focusing on the stochastic case where a large system of …
Mean field limit and quantitative estimates with singular attractive kernels
We prove the mean field limit and quantitative estimates for many-particle systems with
singular attractive interactions between particles. As an important example, a full rigorous …
singular attractive interactions between particles. As an important example, a full rigorous …
Strong convergence of propagation of chaos for McKean–Vlasov SDEs with singular interactions
In this work we show the strong convergence of propagation of chaos for the particle
approximation of McKean-Vlasov SDEs with singular-interactions as well as for the …
approximation of McKean-Vlasov SDEs with singular-interactions as well as for the …
On mean-field limits and quantitative estimates with a large class of singular kernels: Application to the Patlak–Keller–Segel model
In this note, we propose a modulated free energy combination of the methods developed by
P.-E. Jabin and Z. Wang [Inventiones (2018)] and by S. Serfaty [Proc. Int. Cong. Math.(2018) …
P.-E. Jabin and Z. Wang [Inventiones (2018)] and by S. Serfaty [Proc. Int. Cong. Math.(2018) …
Propagation of chaos for the 2D viscous vortex model
N Fournier, M Hauray, S Mischler - Journal of the European …, 2014 - ems.press
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 …
approximating the 2D Navier–Stokes equation written in vorticity. Assuming that the initial …
Stochastic particle approximation of the Keller–Segel equation and two-dimensional generalization of Bessel processes
N Fournier, B Jourdain - 2017 - projecteuclid.org
We are interested in the two-dimensional Keller–Segel partial differential equation. This
equation is a model for chemotaxis (and for Newtonian gravitational interaction). When the …
equation is a model for chemotaxis (and for Newtonian gravitational interaction). When the …
SDEs with supercritical distributional drifts
Z Hao, X Zhang - arxiv preprint arxiv:2312.11145, 2023 - arxiv.org
Let $ d\geq 2$. In this paper, we investigate the following stochastic differential equation
(SDE) in ${\mathbb R}^ d $ driven by Brownian motion $${\rm d} X_t= b (t, X_t){\rm d} t+\sqrt …
(SDE) in ${\mathbb R}^ d $ driven by Brownian motion $${\rm d} X_t= b (t, X_t){\rm d} t+\sqrt …
Propagation of chaos for the two dimensional Navier-Stokes equation
H Osada - 1986 - projecteuclid.org
The n particle system associatedwith (1) are described by the follow-ing SDEs,(5) dZ=
adB+(n--1)-,(V+/-G)(Z--Z) dt, lin, where (B.,..., B.) isa 2n-dimensional Brownian motion. Since …
adB+(n--1)-,(V+/-G)(Z--Z) dt, lin, where (B.,..., B.) isa 2n-dimensional Brownian motion. Since …
Gaussian fluctuations for interacting particle systems with singular kernels
We consider the asymptotic behaviour of the fluctuations for the empirical measures of
interacting particle systems with singular kernels. We prove that the sequence of fluctuation …
interacting particle systems with singular kernels. We prove that the sequence of fluctuation …