Springe direkt zu Inhalt

Second May Colloquium

May 23, 2024 | 02:00 PM

Grigorios A. Pavliotis (Imperial College London)

Interacting particle systems and their mean field limit: phase transitions, inference and control

In this talk we present recent results on the quantitative study of stochastic interacting particle systems and of their mean field limit. We will start by presenting links between uniform propagation of chaos, the absence of phase transitions and Gaussian fluctuations around the mean field limit. We will present different methodologies for inferring parameters in the mean field (McKean) stochastic differential equation from observations of particle paths. Finally, we show how we can identify stationary states of the mean field PDE and how to steer the dynamics towards a chosen steady state using optimal control methodologies.