Geodesic
Recent progress on limit theorems for large stochastic particle systems
Max Fathi1 ; Pierre Le Bris2 ; Angeliki Menegaki3 ; Pierre Monmarche4 ; Julien Reygner5 ; Milica Tomasevic6
1 Université Paris Cité and Sorbonne Université, CNRS, Laboratoire Jacques-Louis Lions & Laboratoire de Probabilités, Statistique et Modélisation, 8 place Aurélie Nemours, F-75013 Paris, France
2 LJLL, Sorbonne Université, Paris, France
3 IHES, Bures-sur-Yvette, France
4 LJLL and LCT, Sorbonne Université, Paris, France
5 CERMICS, Ecole des Ponts, Marne-la-Vallée, France
6 CNRS, CMAP Ecole Polytechnique, France
ESAIM. Proceedings, Tome 75 (2023), pp. 2-23.

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This article presents a selection of recent results in the mathematical study of physical systems described by a large number of particles, with various types of interactions (mean-field, moderate, nearest-neighbor). Limit theorems are obtained concerning either the large-scale or the long-time behavior of these systems. These results rely on the use of a large range of mathematical tools, arising from both probability theory and the analysis of partial differential equations, and thereby illustrate fruitful interactions between these two disciplines.
DOI : 10.1051/proc/202375002

Max Fathi 1 ; Pierre Le Bris 2 ; Angeliki Menegaki 3 ; Pierre Monmarche 4 ; Julien Reygner 5 ; Milica Tomasevic 6

1 Université Paris Cité and Sorbonne Université, CNRS, Laboratoire Jacques-Louis Lions & Laboratoire de Probabilités, Statistique et Modélisation, 8 place Aurélie Nemours, F-75013 Paris, France
2 LJLL, Sorbonne Université, Paris, France
3 IHES, Bures-sur-Yvette, France
4 LJLL and LCT, Sorbonne Université, Paris, France
5 CERMICS, Ecole des Ponts, Marne-la-Vallée, France
6 CNRS, CMAP Ecole Polytechnique, France 
@article{EP_2023_75_a1,
     author = {Max Fathi and Pierre Le Bris and Angeliki Menegaki and Pierre Monmarche and Julien Reygner and Milica Tomasevic},
     title = {Recent progress on limit theorems for large stochastic particle systems},
     journal = {ESAIM. Proceedings},
     pages = {2--23},
     publisher = {mathdoc},
     volume = {75},
     year = {2023},
     doi = {10.1051/proc/202375002},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/202375002/}
}
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Max Fathi; Pierre Le Bris; Angeliki Menegaki; Pierre Monmarche; Julien Reygner; Milica Tomasevic. Recent progress on limit theorems for large stochastic particle systems. ESAIM. Proceedings, Tome 75 (2023), pp. 2-23. doi : 10.1051/proc/202375002. http://geodesic.mathdoc.fr/articles/10.1051/proc/202375002/

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