collaborators

6 papers

math.PR2026

Wealth exchange under ceiling and flooring constraints: a modified Bennati-Dragulescu-Yakovenko model

Fei Cao, Sebastien Motsch, Wendy Garcia Umbarita

We investigate the classical Bennati-Dragulescu-Yakovenko (BDY) dollar exchange model introduced in \cite{dragulescu_statistical_2000} where the effects of wealth ceiling and wealt…

math.PR2026

The fractal geometry of opinion formation

Fei Cao, Roberto Cortez

In this manuscript, we introduce and study a variant of the agent-based opinion dynamics proposed in a recent work [9], within the framework of an interacting multi-agent system, w…

math.AP2025

The Bennati-Dragulescu-Yakovenko model in the continuous setting: PDE derivation and long-time behavior

Fei Cao, Nadia Loy

In this manuscript, we develop and analyze a continuous version of the well-known Bennati-Dragulescu-Yakovenko (BDY) dollar-exchange discrete model. Starting from the conservative…

math.PR2025

Quantitative convergence guarantees for the mean-field dispersion process

Fei Cao, Jincheng Yang

We study the discrete Fokker-Planck equation associated with the mean-field dynamics of a particle system called the dispersion process. For different regimes of the average number…

math.PR2025

Mean-field analysis of a random asset exchange model with probabilistic cheaters

Fei Cao

We investigate a variant of the standard Bennati-Dragulescu-Yakovenko (BDY) game \cite{dragulescu_statistical_2000} inspired by the very recent work \cite{blom_hallmarks_2024}, whe…

math.PR2025

Generative diffusion models from a PDE perspective

Fei Cao, Kimball Johnston, Thomas Laurent +2

Diffusion models have become the de facto framework for generating new datasets. The core of these models lies in the ability to reverse a diffusion process in time. The goal of th…