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Continuum Modeling of Biological Network Formation Read chapter Read first chapter

2017 | OriginalPaper | Chapter

Mean Field Limit for Stochastic Particle Systems

Authors : Pierre-Emmanuel Jabin, Zhenfu Wang

Published in: Active Particles, Volume 1

Publisher: Springer International Publishing

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Abstract

We review some classical and more recent results for the derivation of mean field equations from systems of many particles, focusing on the stochastic case where a large system of SDEs leads to a McKean–Vlasov PDE as the number N of particles goes to infinity. Classical mean field limit results require that the interaction kernel be essentially Lipschitz. To handle more singular interaction kernels is a long-standing and challenging question but which has had some recent successes.

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previous chapter Follow-the-Leader Approximations of Macroscopic Models for Vehicular and Pedestrian Flows
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Metadata
Title
Mean Field Limit for Stochastic Particle Systems
Authors
Pierre-Emmanuel Jabin
Zhenfu Wang
Copyright Year
2017
Book
Active Particles, Volume 1

Print ISBN: 978-3-319-49994-9

Electronic ISBN: 978-3-319-49996-3

Copyright Year: 2017

DOI
https://doi.org/10.1007/978-3-319-49996-3_10

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