2018
DOI: 10.1007/s10955-018-2205-8
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Continuum Approximations to Systems of Correlated Interacting Particles

Abstract: We consider a system of interacting particles with random initial conditions. Continuum approximations of the system, based on truncations of the BBGKY hierarchy, are described and simulated for various initial distributions and types of interaction. Specifically, we compare the Mean Field Approximation (MFA), the Kirkwood Superposition Approximation (KSA), and a recently developed truncation of the BBGKY hierarchy (the Truncation Approximation -TA). We show that KSA and TA perform more accurately than MFA in … Show more

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Cited by 8 publications
(10 citation statements)
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“…Beyond the mean-field limit N → ∞, it would be interesting to quantify the fluctuation about the mean-field, for instance through a large deviation approach (see e.g. [6,7,11,30,46,67]).…”
Section: Discussionmentioning
confidence: 99%
“…Beyond the mean-field limit N → ∞, it would be interesting to quantify the fluctuation about the mean-field, for instance through a large deviation approach (see e.g. [6,7,11,30,46,67]).…”
Section: Discussionmentioning
confidence: 99%
“…Note that for simplicity, here, we have implicitly assumed that Equation (11) has a strong solution: it may require precise assumptions on the coefficients b and σ (typically Lipschitz assumptions as in Proposition 1 below). This will also be the case for Equation (12) below. However we stress out that these assumptions are not satisfied in many important cases.…”
Section: Mckean-vlasov Diffusion Let Be Given Two Functionsmentioning
confidence: 83%
“…is the conditional distribution of s 3 and w 13 given s 1 . As argued for a similar class of particle systems (without the network weights) in [9,8], η 2 t seems to be unnecessary for a suitable approximation of the interaction integrals, since it only describes the relation of the two particles not interacting with each other at this instance. Hence their closure simplifies to…”
Section: Pair Closuresmentioning
confidence: 99%