Mean field limit of stochastic particle systems
Seminar Room 1, Newton Institute
AbstractWe consider a large system of particles in R^d, evolving according to coupled stochastic differential equations, motivated by recenty studied swarming models. In the limit when the size of the system goes to infinity, its behaviour is described by an mean field kinetic PDE.
The issue is to justify the limit and make it quantitative. This is a joint work with Josť A. CaŮizo and Josť A. Carrillo.