Propagation of chaos: a review of models, methods and applications. II. Applications
File(s)
Accepted version
Author(s)
Chaintron, Louis-Pierre
Diez, Antoine
Type
Journal 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.
Date Issued
2022-12
Date Acceptance
2022-05-03
Citation
Kinetic and Related Models, 2022, 15 (6), pp.1017-1173
ISSN
1937-5093
Publisher
American Institute of Mathematical Sciences (AIMS)
Start Page
1017
End Page
1173
Journal / Book Title
Kinetic and Related Models
Volume
15
Issue
6
Copyright Statement
Copyright © 2022 Authors. This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Kinetic and Related Models following peer review. The definitive publisher-authenticated version Louis-Pierre Chaintron, Antoine Diez. Propagation of chaos: A review of models, methods and applications. Ⅱ. Applications. Kinetic and Related Models, 2022, 15(6): 1017-1173. doi: 10.3934/krm.2022018
Identifier
https://www.aimsciences.org/article/doi/10.3934/krm.2022018
Publication Status
Published
Date Publish Online
2022-05