Propagation of chaos: A review of models, methods and applications. I. Models and methods
Year: 2022
Type: article
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.
Source: Kinetic and Related Models
DOI: 10.3934/krm.2022017
Authors: Louis-Pierre Chaintron, Antoine Diez
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: diamond
OpenAlex ID: W4221159423