An introduction to propagation of chaos

par Jules Grass

lundi 9 mars 2026, 10:30 → 11:25 Europe/Paris

Fokko du Cloux (ICJ)

The study of large systems of identical interacting particles has gained a lot of attention throughout the XIXth century with the birth of statistical mechanics and is deeply related to the notion of temperature. Since then, the methods developed have been applied in other areas of science, from the modelling of collective behavior of birds, the study of galaxy clusters to the evolution of stock exchange. A fundamental notion in the study of this kind of system (so called mean field systems) is the propagation of chaos, which is a way to obtain the macroscopic evolution of the system (for instance, the evolution of a gaz) via its microscopic evolution (a very large system of interacting atoms). The goal of this talk is to give an introduction to this notion and to try to understand the underlying intuition. I aim to make it as accessible as possible to everyone.