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Pierre Le Bris

Publications and source records attributed to Pierre Le Bris.

9 recordsLinked to original sources
arXiv2026

Linear Landau equation as a limit of a tagged particle in mean field interaction with a free gas

We consider a tagged particle in mean field interaction with a free gas of density N at equilibrium. In dimensions $d\geq4$, we prove the convergence of its trajectory, as N goes to infinity, to the one of a diffusion process associated with the linear Landau equation. The proof of the convergence of the martingale problem relies on two key ingredients: long time stability results of the microscopic dynamics, and controls on the probability of particle recollisions.

math.PR↗
arXiv2025

On uniform in time propagation of chaos in metastable cases: the Curie-Weiss model

Many low temperature particle systems in mean-field interaction are ergodic with respect to a unique invariant measure, while their (non-linear) mean-field limit may possess several steady states. In particular, in such cases, propagation of chaos (i.e. the convergence of the particle system to its mean-field limit as n, the number of particles, goes to infinity) cannot hold uniformly in time since the long-time behaviors of the two processes are a priori incompatible. However, the particle system may be metastable, and the time needed to exit the basin of attraction of one of the steady states of its limit, and go to another, is exponentially (in n) long. Before this exit time, the particle system reaches a (quasi-)stationary distribution, which we expect to be a good approximation of the corresponding non-linear steady state. Our goal is to study the typical metastable behavior of the empirical measure of such mean-field systems, starting in this work with the Curie-Weiss model. We thus show uniform in time propagation of chaos of the spin system conditioned to keeping a positive magnetization.

math.PR↗
arXiv2024

HMC and underdamped Langevin united in the unadjusted convex smooth case

We consider a family of unadjusted generalized HMC samplers, which includes standard position HMC samplers and discretizations of the underdamped Langevin process. A detailed analysis and optimization of the parameters is conducted in the Gaussian case, which shows an improvement from $1/κ$ to $1/\sqrtκ$ for the convergence rate in terms of the condition number $κ$ by using partial velocity refreshment, with respect to classical full refreshments. A similar effect is observed empirically for two related algorithms, namely Metropolis-adjusted gHMC and kinetic piecewise-deterministic Markov processes. Then, a stochastic gradient version of the samplers is considered, for which dimension-free convergence rates are established for log-concave smooth targets over a large range of parameters, gathering in a unified framework previous results on position HMC and underdamped Langevin and extending them to HMC with inertia.

math.PR↗
arXiv2023

Some remarks on the effect of the Random Batch Method on phase transition

In this article, we focus on two toy models : the Curie-Weiss model and the system of $N$ particles in linear interactions in a double well confining potential. Both models, which have been extensively studied, describe a large system of particles with a mean-field limit that admits a phase transition. We are concerned with the numerical simulation of these particle systems. To deal with the quadratic complexity of the numerical scheme, corresponding to the computation of the $O(N^2)$ interactions per time step, the Random Batch Method (RBM) has been suggested. It consists in randomly (and uniformly) dividing the particles into batches of size $p>1$, and computing the interactions only within each batch, thus reducing the numerical complexity to $O(Np)$ per time step. The convergence of this numerical method has been proved in other works. This work is motivated by the observation that the RBM, via the random constructions of batches, artificially adds noise to the particle system. The goal of this article is to study the effect of this added noise on the phase transition of the nonlinear limit, and more precisely we study the effective dynamics of the two models to show how a phase transition may still be observed with the RBM but at a lower critical temperature.

math.PR↗
arXiv2023

Propagation of chaos in mean field networks of FitzHugh-Nagumo neurons

In this article, we are interested in the behavior of a fully connected network of $N$ neurons, where $N$ tends to infinity. We assume that the neurons follow the stochastic FitzHugh-Nagumo model, whose specificity is the non-linearity with a cubic term. We prove a result of uniform in time propagation of chaos of this model in a mean-field framework. We also exhibit explicit bounds. We use a coupling method initially suggested by A. Eberle (arXiv:1305.1233), and recently extended in (1805.11387), known as the reflection coupling. We simultaneously construct a solution of the $N$-particle system and $N$ independent copies of the non-linear McKean-Vlasov limit in such a way that, considering an appropriate semi-metric that takes into account the various possible behaviors of the processes, the two solutions tend to get closer together as $N$ increases, uniformly in time. The reflection coupling allows us to deal with the non-convexity of the underlying potential in the dynamics of the quantities defining our network, and show independence at the limit for the system in mean field interaction with sufficiently small Lipschitz continuous interactions.

math.PR↗
arXiv2023

A note on uniform in time mean-field limit in graphs

In this article we show, in a concise manner, a result of uniform in time propagation of chaos for non exchangeable systems of particles interacting according to a random graph. Provided the interaction is Lipschitz continuous, the restoring force satisfies a general one-sided Lipschitz condition (thus allowing for non-convex confining potential) and the graph is dense enough, we use a coupling method suggested by Eberle known as reflection coupling to obtain uniform in time mean-field limit with bounds that depend explicitly on the graph structure.

math.PR↗
arXiv2022

On systems of particles in singular repulsive interaction in dimension one : log and Riesz gas

In this article, we prove the first quantitative uniform in time propagation of chaos for a class of systems of particles in singular repulsive interaction in dimension one that contains the Dyson Brownian motion. We start by establishing existence and uniqueness for the Riesz gases, before proving propagation of chaos with an original approach to the problem, namely coupling with a Cauchy sequence type argument. We also give a general argument to turn a result of weak propagation of chaos into a strong and uniform in time result using the long time behavior and some bounds on moments, in particular enabling us to get a uniform in time version of the result of Cépa-Lépingle.

math.PR↗
arXiv2021

Convergence rates for the Vlasov-Fokker-Planck equation and uniform in time propagation of chaos in non convex cases

We prove the existence of a contraction rate for Vlasov-Fokker-Planck equation in Wasserstein distance, provided the interaction potential is (locally) Lipschitz continuous and the confining potential is both Lipschitz continuous and greater than a quadratic function, thus requiring no convexity conditions. Our strategy relies on coupling methods suggested by A. Eberle adapted to the kinetic setting enabling also to obtain uniform in time propagation of chaos in a non convex setting.

math.PR↗