Second-order PDEs on Wasserstein Space

Series
PDE Seminar
Time
Tuesday, November 4, 2025 - 3:30pm for 1 hour (actually 50 minutes)
Location
Skiles 154
Speaker
Xin Zhang – New York University – xz1662@nyu.eduhttps://sites.google.com/umich.edu/xzhang/home
Organizer
Lukas Wessels

Mean-field control with common noise and filtering problems naturally lead to second-order PDEs on Wasserstein space. In this talk, we analyze a class of such equations in which the second-order operator is finite-dimensional in nature. We establish comparison principles and apply them to obtain particle convergence rates in mean-field control. The talk is based on joint work with Erhan Bayraktar, Ibrahim Ekren, and Xihao He.