Wednesday 2 March 2016 h. 14:30, Room 2BC30

Luisa Andreis (Dip. Mat.)

"Introduction to propagation of chaos for mean-field interacting particle systems"

Abstract

The purpose of this talk is to give an overview on mean-field interacting particle systems. We will focus on the notion of propagation of chaos, which aims to understand the connection between the microscopic and the macroscopic description of phenomena. Usually, an interacting particle system refers to the microscopic level and a corresponding nonlinear process describes the macroscopic one. In a great number of situations, under hypothesis on the symmetry of the system and on the type of interaction, the link between these two levels is precisely given by propagation of chaos.

Since the talk is intended for a general audience, we start by recalling basic definitions and results of Probability. Then we introduce the basic concepts of the theory, by means of classical examples as well as recent ones.