Multiscale Mean-Field Diffusions: Large Deviations for Joint Propagation of Chaos and Homogenization (Zack Bezemek - BU)

Mean-field models describe a system of globally interacting particles where the effect of a single particle on the overall system becomes negligible as the number of particles increases. It is well known that in the limit as the number of particles tends to infinity, such a system undergoes the Propagation of Chaos: each particle's behavior becomes independent and identical to the others. Additionally, it has been shown that the limiting dynamics may have different and more complicated probabilistic structure than the prelimit system. The effect of introducing multiple scales to a single diffusion process is known to have a similar effect of creating different probabilistic structure in the limit as the scale separation increases. We work toward exploring how introducing multiple scales to a system of mean-field diffusions effects the limiting behavior as both the number of particles and scale separation tends to infinity. To do so, we study the large deviations principle of the empirical distribution of the particles' positions in this combined limit. All prerequisite knowledge beyond basic probability theory will be covered.

When 4:00 pm to 5:00 pm on Thursday, September 17, 2020
Location Online (Zoom). Please contact Mickey Salins (msalins@bu.edu) for more information.