Zobrazeno 1 - 10
of 208
pro vyhledávání: '"Delarue François"'
Autor:
Grazieschi Paolo, Leocata Marta, Mascart Cyrille, Chevallier Julien, Delarue François, Tanré Etienne
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 65, Pp 445-475 (2019)
Since the pioneering works of Lapicque [17] and of Hodgkin and Huxley [16], several types of models have been addressed to describe the evolution in time of the potential of the membrane of a neuron. In this note, we investigate a connected version o
Externí odkaz:
https://doaj.org/article/fdc79f923eb54d88baf840ef7f0406a9
Autor:
Angiuli Andrea, Graves Christy V., Li Houzhi, Chassagneux Jean-François, Delarue François, Carmona René
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 65, Pp 84-113 (2019)
This project investigates numerical methods for solving fully coupled forward-backward stochastic differential equations (FBSDEs) of McKean-Vlasov type. Having numerical solvers for such mean field FBSDEs is of interest because of the potential appli
Externí odkaz:
https://doaj.org/article/f522559df3d648a1b0f9e0f487668e02
Autor:
Fabrèges Benoît, Hivert Hélène, Le Balc’h Kevin, Martel Sofiane, Delarue François, Lagoutière Frédéric, Vauchelet Nicolas
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 65, Pp 384-400 (2019)
The aggregation equation is a nonlocal and nonlinear conservation law commonly used to describe the collective motion of individuals interacting together. When interacting potentials are pointy, it is now well established that solutions may blow up i
Externí odkaz:
https://doaj.org/article/fc20a005196a43cfb2cab8cc8ed242f1
The purpose of this short note is to prove a convenient version of It\^o's formula for the Rearranged Stochastic Heat Equation (RSHE) introduced by the two authors in a previous contribution. This equation is a penalised version of the standard Stoch
Externí odkaz:
http://arxiv.org/abs/2406.06471
In this paper we consider stochastic Fokker-Planck Partial Differential Equations (PDEs), obtained as the mean-field limit of weakly interacting particle systems subjected to both independent (or idiosyncratic) and common Brownian noises. We provide
Externí odkaz:
http://arxiv.org/abs/2405.09950
This article provides a case study for a recently introduced diffusion in the space of probability measures over the reals, namely rearranged stochastic heat, which solves a stochastic partial differential equation valued in the set of symmetrised qu
Externí odkaz:
http://arxiv.org/abs/2403.16140
Autor:
Delarue, François, Martini, Mattia
Publikováno v:
Nonlinear Differ. Equ. Appl. 32, 11 (2025)
The purpose of this work is to provide a finite dimensional approximation of the solution to a mean field optimal control problem set on the $d$-dimensional torus. The approximation is obtained by means of a Fourier-Galerkin method, the main principl
Externí odkaz:
http://arxiv.org/abs/2403.15642
Autor:
Delarue, François, Ouknine, Youssef
The purpose of this article is to show that an intrinsic noise with values in the space ${\mathcal P}({\mathbb R})$ of $1d$ probability measures may force uniqueness to first order mean field games. The structure of the noise is inspired from an earl
Externí odkaz:
http://arxiv.org/abs/2401.13844
Autor:
Delarue François
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 60, Pp 1-26 (2017)
The purpose of this short article is to address a simple example of a game with a large number of players in mean field interaction when the graph connection between them is not complete but is of the Erdös-Renyi type. We study the quenched converge
Externí odkaz:
https://doaj.org/article/fcd512300c7d403889c17dc5136cbaae
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 65, Pp I-I (2019)
Externí odkaz:
https://doaj.org/article/0a903739cbcb4b5c84a52d5f5d0d6057