AbstractMcKean-Vlasov quation describes heat diffusion in porous media and is the limit of propagation of chaos of system of interacting particle systems of mean field with a great number N of particles, known in 80s. Carrillo-McCann-Villani(03) renewed the subject by regarding MV equation as the gradient flow of the entropy functional on the space of probability measures w.r.t. the Otto- Villa...
Record: YesLevel: GraduateLanguage: EnglishPrerequisiteIt is desirable that the audience is familiar with Modern Probability Theory and some tools in Stochastic Analysis such as martingales and stochastic differential equations. But I will try to briefly explain these in my course. For example, Parts I and II of my course given at Yau Mathematical Sciences Center from March to June, 2022 fit to...