Zobrazeno 1 - 10
of 4 368
pro vyhledávání: '"Propagation of Chaos"'
Autor:
Feng, Xuanrui, Wang, Zhenfu
We derive the quantitative propagation of chaos in the sense of relative entropy for the 2D viscous vortex model with general circulations, approximating the vorticity formulation of the 2D Navier-Stokes equation on the whole Euclidean space, which i
Externí odkaz:
http://arxiv.org/abs/2411.14266
We derive the quantitative propagation of chaos in the sense of relative entropy for the first time for the 2D Log gas or the weakly interacting particle systems with 2D Coulomb interactions on the whole space. We resolve this problem by adapting the
Externí odkaz:
http://arxiv.org/abs/2411.14777
Autor:
Huang, Xing
In this paper, uniform in time quantitative propagation of chaos in $L^1$-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the drift is assumed to be partiall
Externí odkaz:
http://arxiv.org/abs/2409.01606
We consider backward stochastic differential equations (BSDEs) with mean-field and McKean-Vlasov interactions in their generators in a general setting, where the drivers are square-integrable martingales, with a focus on the independent increments ca
Externí odkaz:
http://arxiv.org/abs/2408.13758
We present a method to obtain sharp local propagation of chaos results for a system of N particles with a diffusion coefficient that it not constant and may depend of the empirical measure. This extends the recent works of Lacker [14] and Wang [24] t
Externí odkaz:
http://arxiv.org/abs/2410.20874
We compare a mean-field Gibbs distribution on a finite state space on $N$ spins to that of an explicit simple mixture of product measures. This illustrates the situation beyond the so-called increasing propagation of chaos introduced by Ben Arous and
Externí odkaz:
http://arxiv.org/abs/2410.08004
We study the long time behavior of second order particle systems interacting through global Lipschitz kernels. Combining hypocoercivity method in [37] and relative entropy method in [25], we are able to overcome the degeneracy of diffusion in positio
Externí odkaz:
http://arxiv.org/abs/2409.02435
Sequential propagation of chaos (SPoC) is a recently developed tool to solve mean-field stochastic differential equations and their related nonlinear Fokker-Planck equations. Based on the theory of SPoC, we present a new method (deepSPoC) that combin
Externí odkaz:
http://arxiv.org/abs/2408.16403
This paper develops a non-asymptotic approach to mean field approximations for systems of $n$ diffusive particles interacting pairwise. The interaction strengths are not identical, making the particle system non-exchangeable. The marginal law of any
Externí odkaz:
http://arxiv.org/abs/2409.08882
We study the propagation of chaos in a class of moderately interacting particle systems for the approximation of singular kinetic McKean-Vlasov SDEs driven by alpha-stable processes. Diffusion parts include Brownian (alpha=2) and pure-jump (1<\alpha<
Externí odkaz:
http://arxiv.org/abs/2405.09195