Quantitative estimates of propagation of chaos for large deterministic or stochastic systems of interacting particles.
Speaker: P. E. Jabin, University of Maryland
Location: Warren Weaver Hall 1302
Date: Monday, November 11, 2019, 3:45 p.m.
We review some classical and more recent results for the derivation of mean field equations from systems of many particles, focusing on the
simplest setting of 1st order ODE's or SDE's with 2-body interaction forces. Such a large system of ODE's or SDE’s are conjectured to lead to
a non-linear PDE, of McKean-Vlasov type, as the number N of particles goes to infinity. Classical mean field limit results require that the
interaction kernel be essentially Lipschitz. Handling more singular interaction kernels is a longstanding and challenging question but which
has had some recent successes.