Propagation of Chaos
Content: In the lecture we will deal with the dynamics of systems of many interacting individuals (e.g. physical particles). We assume that the positions of the individuals were initially selected randomly and independently of one another. The “cloud” formed by the individuals typically has no structure or order and is in this sense chaotic. Interaction between individuals will lead to correlations. In many situations, however, these correlations are so mild that they barely influence independence and, so to speak, maintain chaos ("propagation of chaos"). Nevertheless, these interactions can have a noticeable effect on the dynamics of the “cloud”. In the lecture we will prove the validity of the "Propagation of Chaos" for various systems and determine the corresponding dynamics of the cloud. In this way we will explain the validity of laws for the macroscopic world from a microscopic dynamic.
Lecture Notes: One of the students in class takes notes about the lecture. You can download the notes under the following link:
Time and place: The lectures take place
Mondays 8:25-10:00 in N16
Wednesdays 8:25-10:00 in N15
Exercises: Each week I will upload an exercise sheet that we will discuss during exercise classes
Wednesdays 12:15-13:45 in C2A17
The first exercise class starts on Wednesday October 30th.
Exam: There will be a written exam on Monday, February the 3rd at 8:15 in N16.
Registration for the course: No registration for the course or exercise classes is required. Registration for the exams is mandatory, details will be explained in class and published here (early 2025).
Additional Info: The course has 9 ECTS. It counts as specialization in Stochastik and Mathematical Physics. For students in the B.Sc. program in physics the course can be used as "Fortgeschrittene Theoretische Physik".