Raphaël Maillet

Raphaël Maillet

Long-time behaviour of stochastic McKean-Vlasov Equation with common noise

Quand

18 octobre 2024    
15h30 - 16h30

Salle de Réunion
45 rue des Saints-Pères, Paris

Type d’évènement

In this talk we consider McKean-Vlasov Partial Differential Equations (PDEs), obtained as mean-field limit of interacting particle systems (in the limit when the number of particles grows). It is well-known that, even when the particle system has a unique invariant measure, the limit PDE may admit several equilibria, for example when the diffusion coefficient becomes too small in a non-convex landscape. The focus of the talk is to understand how the presence of common noise affects the stability of the limit equation. We will first present the known results for the case without common noise and then discuss how the introduction of common noise can enhance stability in certain respects.

 

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