01 Dec 2017
17:20  - 18:20

University of Basel, Department of Mathematics and Computer Science, Seminar Room 2 (5th floor), Spiegelgasse 5

BZ Seminar in Analysis: Pierre-Emmanuel Jabin (University of Maryland, College Park, USA)

Quantitative estimates of propagation of chaos for stochastic systems with singular interactions

 

We derive quantitative estimates proving the propagation of chaos for large stochastic systems of interacting particles. We obtain explicit bounds on the relative entropy between the joint law of the particles and the tensorized law at the limit. We have to develop for this new laws of large numbers at the exponential scale. But our result only requires very weak regularity on the interaction kernel in the negative Sobolev space W-1,∞, thus including the Biot-Savart law and the point vortices dynamics for the 2d incompressible Navier-Stokes. 


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