Propagation of chaos: a review of models, methods and applications. I: Models and methods

DOI10.3934/KRM.2022017zbMATH Open1496.82016arXiv2203.00446OpenAlexW4285197515MaRDI QIDQ2088752FDOQ2088752

Authors: Louis-Pierre Chaintron, A. Diez 

Publication date: 6 October 2022

Published in: Kinetic and Related Models (Search for Journal in Brave)

Abstract: The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods as well as several important results in the field. The models considered include the McKean-Vlasov diffusion, the mean-field jump models and the Boltzmann models. The first part of this review is an introduction to modelling aspects of stochastic particle systems and to the notion of propagation of chaos. The second part presents concrete applications and a more detailed study of some of the important models in the field.

Full work available at URL: https://arxiv.org/abs/2203.00446

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zbMATH Keywords

mean-field limitparticle systemKac's chaosBoltzmann modelsMcKean-Vlasov

Mathematics Subject Classification ID

Mathematical modeling or simulation for problems pertaining to biology (92-10) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Stochastic particle methods (65C35) Interacting particle systems in time-dependent statistical mechanics (82C22) PDEs in connection with mechanics of particles and systems of particles (35Q70)

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