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Mean field limit for stochastic particle systems

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

We review some classical and more recent results for the derivation of mean field equations from systems of many particles, focusing on the stochastic case where a large system of SDEs leads to a McKean–Vlasov PDE as the number N of particles goes to infinity. Classical mean field limit results require that the interaction kernel be essentially Lipschitz. To handle more singular interaction kernels is a long-standing and challenging question but which has had some recent successes.

Original languageEnglish (US)
Title of host publicationModeling and Simulation in Science, Engineering and Technology
PublisherSpringer Basel
Pages379-402
Number of pages24
Edition9783319499949
DOIs
StatePublished - 2017

Publication series

NameModeling and Simulation in Science, Engineering and Technology
Number9783319499949
ISSN (Print)2164-3679
ISSN (Electronic)2164-3725

All Science Journal Classification (ASJC) codes

  • Modeling and Simulation
  • General Engineering
  • Fluid Flow and Transfer Processes
  • Computational Mathematics

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