Mean field limit for stochastic particle systems

Research output: Chapter in Book/Report/Conference proceedingChapter

24 Scopus citations

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
  • Engineering(all)
  • Fluid Flow and Transfer Processes
  • Computational Mathematics

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