Max Fathi, Pierre Le Bris, A. Menegaki, Pierre Monmarche, Julien Reygner, Milica Tomasevic
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Recent progress on limit theorems for large stochastic particle systems
This article presents a selection of recent results in the mathematical study of physical systems described by a large number of particles, with various types of interactions (mean-field, moderate, nearest-neighbor). Limit theorems are obtained concerning either the large-scale or the long-time behavior of these systems. These results rely on the use of a large range of mathematical tools, arising from both probability theory and the analysis of partial differential equations, and thereby illustrate fruitful interactions between these two disciplines.