3 papers
math.PR2020
Mean-field limit for a class of stochastic ergodic control problems
Sergio Albeverio, Francesco C. De Vecchi, Andrea Romano +1
We study a family of McKean-Vlasov (mean-field) type ergodic optimal control problems with linear control, and quadratic dependence on control of the cost function. For this class…
math.PR2019
Strong Kac's chaos in the mean-field Bose-Einstein Condensation
Sergio Albeverio, Francesco C. De Vecchi, Andrea Romano +1
A stochastic approach to the (generic) mean-field limit in Bose-Einstein Condensation is described and the convergence of the ground state energy as well as of its components are e…
math.PR2017
A symmetry-adapted numerical scheme for SDEs
Francesco C. De Vecchi, Andrea Romano, Stefania Ugolini
We propose a geometric numerical analysis of SDEs admitting Lie symmetries which allows us to individuate a symmetry adapted coordinates system where the given SDE has notable inva…