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Probability and Combinatorics

Tuesday, March 28, 2023 - 3:30pm

Wenpin Tang

Columbia University


University of Pennsylvania


In this talk, I will discuss two mean field models in which a certain phase transition occurs. I first describe McKean-Vlasov equations involving hitting times which arise as the mean field limit of particle systems with annihilation. One such example is the super-cool Stefan problem. It is well known that such a system may have blow-ups. We provide some sufficient conditions on the model data to assure either blow-ups or no blow-ups. In the second part, I will discuss the convergence rate of second order mean-field games to first order ones, motivated from numerical challenges in first order mean field PDEs and the weak noise theory in KPZ universality. When the Hamiltonian and the coupling function have a certain growth, the rate is independent of the dimension; on the other hand, the rate decays in dimension (curse of dimensionality) when the Hamiltonian and the coupling function have small growth. These are based on joint work with Yuming Paul Zhang.