Consensus-Based Interacting Particle Systems and Mean-field PDEs for Optimization and Sampling
Presenter
November 3, 2021
Abstract
Interacting particle models are a powerful mathematical tool to model the behavior of large groups in economics as well as in the life and social sciences. Here, particles may correspond to agents trading certain goods, fish or birds moving collectively, or individuals exchanging ideas in social networks. Understanding the dynamics of these systems on different levels is of great importance, as it gives insights into the emergence of many complex phenomena. In this workshop we will focus on recent developments and emerging challenges in the derivation and analysis of these micro- and mean-field models. It will feature different perspectives and approaches to these challenges, by bringing together applied mathematicians working at the interfaces between statistics, social sciences and the life sciences.