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Analysis Seminar

Thursday, September 14, 2017 - 3:00pm

Zhenfu Wang



University of Pennsylvania


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. Joint work with P.-E. Jabin.