Propagation of chaos: a review of models, methods and applications. I: Models and methods
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Publication:2088752
PDEs in connection with mechanics of particles and systems of particles (35Q70) Stochastic particle methods (65C35) Interacting particle systems in time-dependent statistical mechanics (82C22) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Mathematical modeling or simulation for problems pertaining to biology (92-10)
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.
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