Mean-field particle systems and their limits to non-local PDEs (HWS 2025)

This is a self-study course with provided video lectures and lecture notes.
Language: English
Prerequisites: Analysis I and II, Linear algebra I, Probability I

It is a master's course, however, all bachelor students who have already “Analysis I and II” are welcome to join.

Aim of module:

Rigorous derivation of mean-field type PDEs. 

Topics include:
• Basic existence results for ODE and SDE
• Wellposedness theory of mean-field type nonlocal PDEs
• Entropy estimates for PDEs
• Derivation of kinetic mean-field equation from N-particle dynamical system.
• Derivation of diffusion aggregation equation