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Maxime Hauray

Publications and source records attributed to Maxime Hauray.

At least 19 recordsLinked to original sources

Central limit theorem for a spatial stochastic epidemic model with mean field interaction

In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where the displacement of individuals is driven by mean field interactions and state-dependent diffusion, whereas the epidemiological dynamic is described by the Poisson processes with an infection rate based on the distribution of other nearby individuals, also of the mean-field type. Then under suitable assumptions, a form of law of large numbers has been established to show that the associated empirical measure to the above system converges to the law of the unique solution of a nonlinear McKean-Vlasov equation. As a natural follow-up question, we study the fluctuation of this stochastic system around its limit. We prove that this fluctuation process converges to a limit process, which can be characterized as the unique solution of a linear stochastic PDE. Unlike the existing literature using a coupling approach to prove the central limit theorem for interacting particle systems, the main idea in our proof is to use a semigroup formalism and some appropriate estimates to directly study the linearized evolution equation of the fluctuation process in a suitable weighted Sobolev space and follows a Hilbertian approach.

math.PR

Regularity estimates for diffusion semigroups on weighted Sobolev spaces

In this work, we consider a class of second order uniformly elliptic operators with smooth and bounded coefficients. We provide some estimates on the norm of the semigroup generated by these operators acting on weighted Sobolev spaces, where the weight satisfies some specific conditions. Our proof relies on a classical bound for the derivatives of fundamental solution to parabolic equations.

math.AP

Well-posedness of a 2D gyrokinetic model with equal Debye length and Larmor radius

We study here a 2D gyrokinetic model obtained in [Bostan-Finot-Hauray,CRAS,2016], which naturally appears as the limit of a Vlasov-Poisson system with a very large external uniform magnetic field in the finite Larmor radius regime, when the typical Larmor radius is of order of the Debye length. We show that the Cauchy problem for that system is well-posed in a suitable space, provided that the initial condition satisfies a standard uniform decay assumption in velocity. Our result relies on a stability estimate in Wasserstein distance of order one between two solutions of the system. That stability estimate directly implies the uniqueness (in an appropriate space) of solution to the Cauchy problem. An extension of the stability estimate to the case of a regularized interaction allows to prove the existence of solutions, as limits of solutions of a similar system with regularized interactions.

math.AP

Conditional propagation of chaos in a spatial stochastic epidemic model with common noise

We study a stochastic spatial epidemic model where the $N$ individuals carry two features: a position and an infection state, interact and move in $\R^d$. In this Markovian model, the evolution of the infection states are described with the help of the Poisson Point Processes , whereas the displacement of the individuals are driven by mean field advection, a (state dependence) diffusion and also a common noise, so that the spatial dynamic is a random process. We prove that when the number $N$ of individual goes to infinity, the conditional propagation of chaos holds : conditionnally to the common noise, the individuals are asymptotically independent and the stochastic dynamic converges to a "random" nonlinear McKean-Vlasov process. As a consequence, the associated empirical measure converges to a measure, which is solution of a stochastic mean-field PDE driven by the common noise.

math.PR

Particle approximation of the BGK equation

In this paper we prove the convergence of a suitable particle system towards the BGK model. More precisely, we consider an interacting stochastic particle system in which each particle can instantaneously thermalize locally. We show that, under a suitable scaling limit, propagation of chaos does hold and that the one-particle distribution function converges to the solution of the BGK equation.

math-ph

De coherence for a heavy particle interacting with a light one: new analysis and numerics

We study the dynamics of a quantum heavy particle undergoing a repulsive interaction with a light one. The main motivation is the detailed description of the loss of coherence induced on a quantum system (in our model, the heavy particle) by the interaction with the environment (the light particle). The content of the paper is analytical and numerical. Concerning the analytical contribution, we show that an approximate description of the dynamics of the heavy particle can be carried out in two steps: first comes the interaction, then the free evolution. In particular, all effects of the interaction can be embodied in the action of a collision operator that acts on the initial state of the heavy particle. With respect to previous analytical results on the same topics, we turn our focus from the Møller wave operator to the full scattering operator, whose analysis proves to be simpler. Concerning the numerical contribution, we exploit the previous analysis to construct an efficient numerical scheme that turns the original, multiscale, two-body problem in two one-body problems which can be solved separately. This leads to a considerable gain in simulation time. We present and interpret some simulations carried out on specific one-dimensional systems by using the new scheme. Finally, we propose a new description of the mechanism of decoherence induced by scattering: decoherence is produced by an interference-free bump which arises from the initial state of the heavy particle immediately after the collision. We support such a picture by numerical evidence as well as by an approximation theorem.

math-ph

Mean-field limit for collective behavior models with sharp sensitivity regions

We rigorously show the mean-field limit for a large class of swarming individual based models with local sharp sensitivity regions. For instance, these models include nonlocal repulsive-attractive forces locally averaged over sharp vision cones and Cucker-Smale interactions with discontinuous communication weights. We construct global-in-time defined notion of solutions through a differential inclusion system corresponding to the particle descriptions. We estimate the error between the solutions to the differential inclusion system and weak solutions to the expected limiting kinetic equation by employing tools from optimal transport theory. Quantitative bounds on the expansion of the 1-Wasserstein distance along flows based on a weak-strong stability estimate are obtained. We also provide different examples of realistic sensitivity sets satisfying the assumptions of our main results.

math.AP

Rigorous derivation of Lindblad equations from quantum jumps processes in 1D

We are interested by the behaviour of a 1D single heavy particle, interacting with an environment made of very fast particles in a thermal state. Assuming that the interactions are instantaneous, we construct an appropriate quantum jump process for the density operator of the heavy particle. In a weak-coupling limit (many interactions with few effect), we show that the solutions of jump process converge in law in the appropriate space towards the solution of a Lindbald master equation. To the best of our knowledge, it seems to be the first rigorous derivation of a dissipative quantum evolution equation.

math-ph

Uniform contractivity in Wasserstein metric for the original 1D Kac's model

We study here a very popular 1D jump model introduced by Kac: it consists of $N$ velocities encountering random binary collisions at which they randomly exchange energy. We show the uniform (in $N$) exponential contractivity of the dynamics in a non-standard Monge-Kantorovich-Wasserstein: precisely the MKW metric of order 2 on the energy. The result is optimal in the sense that for each $N$, the contractivity constant is equal to the $L^2$ spectral gap of the generator associated to Kac's dynamic. As a corollary, we get an uniform but non optimal contractivity in the MKW metric of order $4$. We use a simple coupling that works better that the parallel one. The estimates are simple and new (to the best of our knowledge).

math.PR

Propagation of chaos for the Vlasov-Poisson-Fokker-Planck system in 1D

We consider a particle system in 1D, interacting via repulsive or attractive Coulomb forces. We prove the trajectorial propagation of molecular chaos towards a nonlinear SDE associated to the Vlasov-Poisson-Fokker-Planck equation. We obtain a quantitative estimate of convergence in expectation, with an optimal convergence rate of order $N^{-1/2}$. We also prove some exponential concentration inequalities of the associated empirical measures. A key argument is a weak-strong stability estimate on the (nonlinear) VPFP equation, that we are able to adapt for the particle system in some sense.

math.AP

The effective Vlasov-Poisson system for strongly magnetized plasmas

We study the finite Larmor radius regime for the Vlasov-Poisson system. The magnetic field is assumed to be uniform. We investigate this non linear problem in the two dimensional setting. We derive the limit model by appealing to gyro-average methods cf. \cite{BosAsyAna}, \cite{BosTraEquSin}. We indicate the explicit expression of the effective advection field, entering the Vlasov equation, after substituting the self-consistent electric field, obtained by the resolution of the averaged (with respect to the cyclotronic time scale) Poisson equation. We emphasize the Hamiltonian structure of the limit model and present its properties~: conservationss of the mass, kinetic energy, electric energy, etc.

math.AP

Propagation of chaos for the Landau equation with moderately soft potentials

We consider the 3D Landau equation for moderately soft potentials ($γ\in(-2,0)$ with the usual notation) as well as a stochastic system of $N$ particles approximating it. We first establish some strong/weak stability estimates for the Landau equation, which are satisfying only when $γ\in [-1,0)$. We next prove, under some appropriate conditions on the initial data, the so-called propagation of molecular chaos, i.e. that the empirical measure of the particle system converges to the unique solution of the Landau equation. The main difficulty is the presence of a singularity in the equation. When $γ\in (-1,0)$, the strong-weak uniqueness estimate allows us to use a coupling argument and to obtain a rate of convergence. When $γ\in (-2,-1]$, we use the classical martingale method introduced by McKean. To control the singularity, we have to take advantage of the regularity provided by the entropy dissipation. Unfortunately, this dissipation is too weak for some (very rare) aligned configurations. We thus introduce a perturbed system with an additional noise, show the propagation of chaos for that perturbed system and finally prove that the additional noise is almost never used in the limit.

math.PR

Particles approximations of Vlasov equations with singular forces : Propagation of chaos

We obtain the mean field limit and the propagation of chaos for a system of particles interacting with a singular interaction force of the type $1/|x|^α$, with $α<1$ in dimension $d \geq 3$. We also provide results for forces with singularity up to $α< d-1$ but with large enough cut-off. This last result thus almost includes the most interesting case of Coulombian or gravitational interaction, but it is also interesting when the strength of the singularity $α$ is larger but close to one, in which case it allows for very small cut-off.

math.AP

On Kac's Chaos And Related Problems

This paper is devoted to establish quantitative and qualitative estimates related to the notion of chaos as firstly formulated by M. Kac in his study of mean-field limit for systems of $N$ undistinguishable particles. First, we quantitatively liken three usual measures of Kac's chaos, some involving the all $N$ variables, other involving a finite fixed number of variables. Next, we define the notion of entropy chaos and Fisher information chaos in a similar way as defined by Carlen et al (KRM 2010). We show that Fisher information chaos is stronger than entropy chaos, which in turn is stronger than Kac's chaos. More importantly, with the help of the HWI inequality of Otto-Villani, we establish a quantitative estimate between these quantities, which in particular asserts that Kac's chaos plus Fisher information bound implies entropy chaos. We then extend the above quantitative and qualitative results about chaos in the framework of probability measures with support on the Kac's spheres. Additionally to the above mentioned tool, we use and prove an optimal rate local CLT in $L^\infty$ norm for distributions with finite 6-th moment and finite $L^p$ norm, for some $p>1$. Last, we investigate how our techniques can be used without assuming chaos, in the context of probability measures mixtures introduced by De Finetti, Hewitt and Savage. In particular, we define the (level 3) Fisher information for mixtures and prove that it is l.s.c. and affine, as that was done previously for the level 3 Boltzmann's entropy.

math.AP

Stability issues in the quasineutral limit of the one-dimensional Vlasov-Poisson equation

This work is concerned with the quasineutral limit of the one-dimensional Vlasov-Poisson equation, for initial data close to stationary homogeneous profiles. Our objective is threefold: first, we provide a proof of the fact that the formal limit does not hold for homogeneous profiles that satisfy the Penrose instability criterion. Second, we prove on the other hand that the limit is true for homogeneous profiles that satisfy some monotonicity condition, together with a symmetry condition. We handle the case of well-prepared as well as ill- prepared data. Last, we study a stationary boundary-value problem for the formal limit, the so-called quasineutral Vlasov equation. We show the existence of numerous stationary states, with a lot of freedom in the construction (compared to that of BGK waves for Vlasov-Poisson): this illustrates the degeneracy of the limit equation.

math.AP

On Liouville transport equation with a force field in $BV_{loc}$

We prove the existence and uniqueness of renormalized solutions of the Liouville equation for $n$ particles with a interaction potential in $BV_{loc}$ execpt at the origin. This implies the existence and uniqueness of a a.e. flow solution of the associated ODE.

math.AP

Mean field limit for the one dimensional Vlasov-Poisson equation

We consider systems of $N$ particles in dimension one, driven by pair Coulombian or gravitational interactions. When the number of particles goes to infinity in the so called mean field scaling, we formally expect convergence towards the Vlasov-Poisson equation. Actually a rigorous proof of that convergence was given by Trocheris in \cite{Tro86}. Here we shall give a simpler proof of this result, and explain why it implies the so-called "Propagation of molecular chaos". More precisely, both results will be a direct consequence of a weak-strong stability result on the one dimensional Vlasov-Poisson equation that is interesting by it own. We also prove the existence of global solutions to the $N$ particles dynamic starting from any initial positions and velocities, and the existence of global solutions to the Vlasov-Poisson equation starting from any measures with bounded first moment in velocity.

math.AP