论文标题

混乱的传播:模型,方法和应用的综述。 I.模型和方法

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

论文作者

Chaintron, Louis-Pierre, Diez, Antoine

论文摘要

大型相互作用粒子系统混乱的传播概念起源于统计物理学,最近在许多应用数学领域中已成为核心概念。本综述描述了旧方法以及该领域的几个重要结果。所考虑的模型包括McKean-Vlasov扩散,平均场跳跃模型和Boltzmann模型。这篇评论的第一部分是对随机粒子系统的建模方面的介绍以及混乱的传播概念。第二部分介绍了具体应用,并对该领域的某些重要模型进行了更详细的研究。

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.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源