Creation of chaos for interacting Brownian particles

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Creation of chaos for interacting Brownian particles

Nom de l'orateur
Matthieu MÉNARD
Etablissement de l'orateur
Université Paris Cité
Date et heure de l'exposé
03-11-2025 - 11:00:00
Lieu de l'exposé
Salle des séminaires
Résumé de l'exposé

We consider a system of N Brownian particles interacting through a long-range smooth potential. It is known that "propagation of chaos" holds in the mean-field scaling. Assume indeed that the initial distribution of the particles is chaotic, i.e. that the particles are independent and identically distributed. Then, for any given time, and as N becomes large, the distribution of particles remains chaotic. Moreover, the distribution of a typical particle is given by the solution of a Vlasov-Fokker-Planck equation.

In this talk, we will investigate the creation of chaos phenomenon. Starting from an initial distribution of particles which is only exchangeable, we prove that in some weak norm, propagation of chaos holds up to an error stemming from initial correlations, exponentially damped over time. This is a joint work with Armand Bernou and Mitia Duerinckx.

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