Math Colloquium: Quantitative Estimates of Propagation of Chaos for Large Systems of Interacting...
Wednesday, January 23, 2019
3:00 PM-4:00 PM
Pierre-Emmanuel Jabin, University of Maryland
Title: Quantitative Estimates of Propagation of Chaos for Large Systems of Interacting Particles
Abstract: We present a new method to derive quantitative estimates proving the propagation of chaos for large stochastic or deterministic systems of interacting particles. Our approach requires to prove large deviations estimates for non-continuous potentials modified by the limiting law. But it leads to explicit bounds on the relative entropy between the joint law of the particles and the tensorized law at the limit; and it can be applied to very singular kernels that are only in negative Sobolev spaces and include the Biot-Savart law for 2d Navier-Stokes.
Korman Center, Room 245, 15 S 33rd Street, Philadelphia PA, 19104