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Mean field limit of stochastic particle systems

Presented by: 
F Bolley [Paris-Dauphine]
Tuesday 19th October 2010 - 15:00 to 15:45
INI Seminar Room 1
Seminar Series: 
We 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 José A. Cañizo and José A. Carrillo.

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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons