A new approach to quantitative propagation of chaos for drift, diffusion and jump processes

This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations around the deterministic limit and of correlations between particles, as the number of particles goes to infinity. To this end we introduce a general functional framework which reduces this question to the one of proving a purely functional estimate on some abstract generator operators (consistency estimate) together with fine stability estimates on the flow of the limiting nonlinear equation (stability estimates). Then we apply this method to a Boltzmann collision jump process (for Maxwell molecules), to a McKean-Vlasov drift-diffusion process and to an inelastic Boltzmann collision jump process with (stochastic) thermal bath. To our knowledge, our approach yields the first such quantitative results for a combination of jump and diffusion processes.Comment: v2 (55 pages): many improvements on the presentation, v3: correction of a few typos, to appear In Probability Theory and Related Field

Kinetic hierarchy and propagation of chaos in biological swarm models

We consider two models of biological swarm behavior. In these models, pairs of particles interact to adjust their velocities one to each other. In the first process, called 'BDG', they join their average velocity up to some noise. In the second process, called 'CL', one of the two particles tries to join the other one's velocity. This paper establishes the master equations and BBGKY hierarchies of these two processes. It investigates the infinite particle limit of the hierarchies at large time-scale. It shows that the resulting kinetic hierarchy for the CL process does not satisfy propagation of chaos. Numerical simulations indicate that the BDG process has similar behavior to the CL process

Collisional rates for the inelastic Maxwell model: application to the divergence of anisotropic high-order velocity moments in the homogeneous cooling state

The collisional rates associated with the isotropic velocity moments $$and the anisotropic moments$$ and $$ are exactly derived in the case of the inelastic Maxwell model as functions of the exponent $r$, the coefficient of restitution $\alpha$, and the dimensionality $d$. The results are applied to the evolution of the moments in the homogeneous free cooling state. It is found that, at a given value of $\alpha$, not only the isotropic moments of a degree higher than a certain value diverge but also the anisotropic moments do. This implies that, while the scaled distribution function has been proven in the literature to converge to the isotropic self-similar solution in well-defined mathematical terms, nonzero initial anisotropic moments do not decay with time. On the other hand, our results show that the ratio between an anisotropic moment and the isotropic moment of the same degree tends to zero.Comment: 7 pages, 2 figures; v2: clarification of some mathematical statements and addition of 7 new references; v3: Published in "Special Issue: Isaac Goldhirsch - A Pioneer of Granular Matter Theory

Singular Cucker-Smale Dynamics

The existing state of the art for singular models of flocking is overviewed, starting from microscopic model of Cucker and Smale with singular communication weight, through its mesoscopic mean-filed limit, up to the corresponding macroscopic regime. For the microscopic Cucker-Smale (CS) model, the collision-avoidance phenomenon is discussed, also in the presence of bonding forces and the decentralized control. For the kinetic mean-field model, the existence of global-in-time measure-valued solutions, with a special emphasis on a weak atomic uniqueness of solutions is sketched. Ultimately, for the macroscopic singular model, the summary of the existence results for the Euler-type alignment system is provided, including existence of strong solutions on one-dimensional torus, and the extension of this result to higher dimensions upon restriction on the smallness of initial data. Additionally, the pressureless Navier-Stokes-type system corresponding to particular choice of alignment kernel is presented, and compared - analytically and numerically - to the porous medium equation

Time scales and exponential trends to equilibrium: Gaussian model problems

We review results on the exponential convergence of multi- dimensional Ornstein-Uhlenbeck processes and discuss related notions of characteristic timescales with concrete model systems. We focus, on the one hand, on exit time distributions and provide ecplicit expressions for the exponential rate of the distribution in the small noise limit. On the other hand, we consider relaxation timescales of the process to its equi- librium measured in terms of relative entropy and discuss the connection with exit probabilities. Along these lines, we study examples which il- lustrate specific properties of the relaxation and discuss the possibility of deriving a simulation-based, empirical definition of slow and fast de- grees of freedom which builds upon a partitioning of the relative entropy functional in conjuction with the observed relaxation behaviour

Collisionless kinetic theory of rolling molecules

We derive a collisionless kinetic theory for an ensemble of molecules undergoing nonholonomic rolling dynamics. We demonstrate that the existence of nonholonomic constraints leads to problems in generalizing the standard methods of statistical physics. In particular, we show that even though the energy of the system is conserved, and the system is closed in the thermodynamic sense, some fundamental features of statistical physics such as invariant measure do not hold for such nonholonomic systems. Nevertheless, we are able to construct a consistent kinetic theory using Hamilton's variational principle in Lagrangian variables, by regarding the kinetic solution as being concentrated on the constraint distribution. A cold fluid closure for the kinetic system is also presented, along with a particular class of exact solutions of the kinetic equations.Comment: Revised version; 31 pages, 1 figur

Selecting information technology for physicians' practices: a cross-sectional study

BACKGROUND: Many physicians are transitioning from paper to electronic formats for billing, scheduling, medical charts, communications, etc. The primary objective of this research was to identify the relationship (if any) between the software selection process and the office staff's perceptions of the software's impact on practice activities. METHODS: A telephone survey was conducted with office representatives of 407 physician practices in Oregon who had purchased information technology. The respondents, usually office managers, answered scripted questions about their selection process and their perceptions of the software after implementation. RESULTS: Multiple logistic regression revealed that software type, selection steps, and certain factors influencing the purchase were related to whether the respondents felt the software improved the scheduling and financial analysis practice activities. Specifically, practices that selected electronic medical record or practice management software, that made software comparisons, or that considered prior user testimony as important were more likely to have perceived improvements in the scheduling process than were other practices. Practices that considered value important, that did not consider compatibility important, that selected managed care software, that spent less than $10,000, or that provided learning time (most dramatic increase in odds ratio, 8.2) during implementation were more likely to perceive that the software had improved the financial analysis process than were other practices. CONCLUSION: Perhaps one of the most important predictors of improvement was providing learning time during implementation, particularly when the software involves several practice activities. Despite this importance, less than half of the practices reported performing this step

A hierarchy of heuristic-based models of crowd dynamics

International audienceWe derive a hierarchy of kinetic and macroscopic models from a noisy variant of the heuristic behavioral Individual-Based Model of Moussaid et al, PNAS 2011, where the pedestrians are supposed to have constant speeds. This IBM supposes that the pedestrians seek the best compromise between navigation towards their target and collisions avoidance. We first propose a kinetic model for the probability distribution function of the pedestrians. Then, we derive fluid models and propose three different closure relations. The first two closures assume that the velocity distribution functions are either a Dirac delta or a von Mises-Fisher distribution respectively. The third closure results from a hydrodynamic limit associated to a Local Thermodynamical Equilibrium. We develop an analogy between this equilibrium and Nash equilibia in a game theoretic framework. In each case, we discuss the features of the models and their suitability for practical use