e-Guest Lecture : Pierre-Emmanuel Jabin

Large stochastic systems of interacting particles

Pierre-Emmanuel Jabin, directeur du Center for Scientific Computing and Mathematical Modeling à l'Université de Maryland, est actuellement fellow-in-residence à CY AS, invité du laboratoire AGM

Large stochastic many-particle or multi-agent systems are conceptually simple but exhibit a wide range of emerging macroscopic behaviors. For this reason, they are now employed in a large variety of applications from Physics (plasmas, galaxy formation...) to the Biosciences, Economy, Social Sciences... 

The number of agents or particles is typically quite large, with 10²⁰-10²⁵ particles in many Physics settings for example and just as many equations. Analytical or numerical studies of such systems are potentially very complex  leading to the key question as to whether it is possible to reduce this complexity, notably thanks to the notion of propagation of chaos (agents remaining almost uncorrelated). 

I will present some of the main concepts around deriving this propagation of chaos, together with a recent statistical method that we have introduced.

Télécharger son CV

Date : jeudi 11 juin 2020 de 17h00 à 18h00 CEST (11:00AM EST - 8:00AM Pacific time)

La vidéo est en ligne sur la chaîne YouTube de CY AS