Quantitative estimates of propagation of chaos for stochastic systems

PDE Seminar
Tuesday, November 5, 2019 - 3:00pm for 1 hour (actually 50 minutes)
Skiles 006
Pierre-Emmanuel Jabin – University of Maryland – pjabin@cscamm.umd.eduhttps://www2.cscamm.umd.edu/~jabin/
Xukai Yan

We study the mean field limit of large stochastic systems of interacting particles. To treat more general and singular kernels, we propose a modulated free energy combination of the method that we had previously developed and of the modulated energy introduced by S. Serfaty. This modulated free energy may be understood as introducing appropriate weights in the relative entropy to cancel the most singular terms involving the divergence of the flow. Our modulated free energy allows to treat singular potentials which combine large smooth part, small attractive singular part and large repulsive singular part. As an example, a full rigorous derivation (with quantitative estimates) of some chemotaxis models, such as Patlak-Keller-Segel system in the subcritical regimes, is obtained. This is a joint work with D. Bresch and Z. Wang.