BEGIN:VCALENDAR
PRODID:-//eluceo/ical//2.0/EN
VERSION:2.0
CALSCALE:GREGORIAN
BEGIN:VEVENT
UID:e6fbf3555edc1a26074f26efc7862d2f
DTSTAMP:20260313T103949Z
SUMMARY:CNRS-ICL Workshop: Mean field limits for interacting particle syste
 ms:  uniform propagation of chaos\, phase transitions and applications
DESCRIPTION:WORKSHOP ORGANIZERS: P. DEGOND\, S. KALLIADASIS\, G.A. PAVLIOTI
 S\nWE ACKNOWLEDGE THE GENEROUS SUPPORT OF THE CNRS-Imperial “Abraham de 
 Moivre” International Research Laboratory\, the Quantitative Sciences Re
 search Institute and  of the Department of Mathematics at Imperial Colleg
 e.\n \nPROGRAMME\, TITLES AND ABSTRACTS\nTuesday 04 July\n09:15 – 09:30
  Welcome Remarks\n09:30 – 10:15 A. GUILLIN Propagation of chaos for some
  singular models\n10:15 – 11:00 M. DELGADINO On the mean field approxima
 tion of the Gibbs measure for weakly interacting diffusions.\n11:00 – 11
 :30 Coffee break\n11:30 – 12:15 Ch. SAFFIRIO Weakly interacting fermion
 s: mean-field and semiclassical regimes.\n12:15 – 14:00 Lunch Break\n14:
 00 – 14:45 J. TUGAUT Captivity of the solution to the granular media eq
 uation\n14:45 – 15:30 A. MENEGAKI  Quantitative framework for hydrodyna
 mic limits\n15:30 – 16:00 Coffee Break\n16:00 – 16:45 J. EVANS Existe
 nce and stability of non-equilbrium steady states in a BGK model coupled t
 o thermostats\nWednesday 05 July\n09:30 – 10:15 A. EBERLE Sticky nonlin
 ear SDEs and mean-field systems without confinement\n10:15 – 11:00 R. GV
 ALANI  Logarithmic Sobolev inequalities and equilibrium fluctuations for 
 weakly interacting diffusions\n11:00 – 11:30 Coffee break\n11:30 – 12:
 15 H. DUONG Asymptotic analysis for the generalized Langevin equation wit
 h singular potentials\n12:15 – 14:00 Lunch Break\n14:00 – 14:45 K. SPI
 LIOPOULOS Normalization effects and mean field theory for deep neural net
 works \n14:45 – 15:30 J. REYGNER  Dynamical Gibbs principle and assoc
 iated stochastic control problems\n15:30 – 16:00 Coffee Break\n16:00 –
  16:45  M. OTTOBRE   McKean Vlasov (S)PDEs   \nThursday 06 July\n09:
 30 – 10:15 P. Del MORAL Some theoretical aspects of Particle Filters and
  Ensemble Kalman Filters\n10:15 – 11:00 A. SCHLICHTING Mean-field PDEs 
 on graphs and their continuum limit\n11:00 – 11:30 Coffee break\n11:30 
 – 12:15 N. ZAGLI Response Theory and Critical Phenomena for Weakly Inter
 acting Diffusions\n12:15 – 14:00 Lunch Break\nABSTRACTS\nP. Del Moral\nT
 itle: Some theoretical aspects of Particle Filters and Ensemble Kalman Fil
 ters.\nAbstract:  In the last three decades\, Particle Filters (PF) and E
 nsemble Kalman Filters (EnKF) have become one of the main numerical techni
 ques in data assimilation\, Bayesian statistical inference and nonlinear f
 iltering. Both particle algorithms can be viewed as mean field type partic
 le interpretation of the filtering equation and the Kalman recursion.  In
  contrast with conventional particle filters\, the EnKF is defined by a s
 ystem of particles evolving as the signal in some state space with an inte
 raction function that depends on the sample covariance matrices of the sys
 tem. Despite widespread usage\, little is known about the mathematical fo
 undations of EnKF. Most of the literature on EnKF amounts to design differ
 ent classes of useable observer-type particle methods. To design any type 
 of consistent and meaningful filter\, it is crucial to understand their ma
 thematical foundations and their learning/tracking capabilities. This talk
  discusses some theoretical aspects of these numerical techniques. We pre
 sent some recent advances on the stability properties of these filters. We
  also initiate a comparison between these particle samplers and discuss so
 me open research questions.\nM. DELGADINO\nTitle: On the mean field approx
 imation of the Gibbs measure for weakly interacting diffusions.\nAbstract:
  In this talk we will explore when the invariant Gibbs measure of an N -pa
 rticle system of weakly interacting diffusion is well approximated by the 
 unique minimiser of the mean field energy. We will compute the exact limit
  of the associated partition function\, by re-interpreting the associated 
 integral as the fluctuation of sampling from the mean field limit measure.
  With this technique we can obtain sharp estimates all the way up to the p
 hase transition\, colloquially defined as the loss of analyticity of the p
 artition function with respect to the inverse temperature.\nH. DUONG\nTitl
 e: Asymptotic analysis for the generalized Langevin equation with singular
  potentials\nAbstract: We consider a system of interacting particles gover
 ned by the generalized Langevin equation (GLE) in the presence of external
  confining potentials\, singular repulsive forces\, as well as memory kern
 els. Using a Mori-Zwanzig approach\, we represent the system by a class of
  Markovian dynamics. Under a general set of conditions on the nonlineariti
 es\, we study the large-time asymptotics of the multi-particle Markovian G
 LEs. We show that the system is always exponentially attractive toward the
  unique invariant Gibbs probability measure. The proof relies on a novel c
 onstruction of Lyapunov functions. We then establish the validity of the s
 mall mass approximation for the solutions by an appropriate equation on an
 y finite-time window. Important examples of singular potentials in our res
 ults include the Lennard-Jones and Coulomb functions.\n This talk is base
 d on a joint work with D. H. Nguyen (UCLA).\nA EBERLE\nTITLE: Sticky nonli
 near SDEs and mean-field systems without confinement\nABSTRACT: We conside
 r a class of one-dimensional nonlinear stochastic differential equations w
 ith a sticky boundary at zero. It can be shown that there is a phase trans
 ition: For small nonlinearities\, all mass eventually gets stuck at zero\,
  whereas for larger nonlinearities\, there is a nontrivial invariant measu
 re. The solution of the sticky nonlinear SDE provides an upper bound for t
 he distance process between two solutions of a McKean-Vlasov equation with
 out confinement\, coupled by a sticky coupling. As a consequence\, it can 
 be used to prove exponential convergence to equilibrium for this equation 
 with a sufficiently small nonlinearity. Moreover\, uniform in time propaga
 tion of chaos for the corresponding mean-field particle system is obtained
  by an extension of these ideas based on a componentwise sticky coupling (
 joint work with Alain Durmus\, Arnaud Guillin and Katharina Schuh).\n \nJ
 . EVANS\nTitle: Existence and stability of non-equilbrium steady states in
  a BGK model coupled to thermostats\nAbstract: This is based on a joint wo
 rk with Angeliki Menegaki. I will discuss non-equilibrium steady states in
  kinetic models for heat transfer in gasses. These steady states are non e
 xplicit and non-Gibbs. I will explain how we can show existence of such st
 ates and discuss the challenges in showing stability via standard hypocoer
 civity machinery.\n \n \nA GUILLIN\nTitle: Propagation of chaos for some
  singular models\nAbstract: we consider here uniform in time propagation o
 f chaos for the 2D vortex model or for the Dyson Ornstein-Uhlenbeck Browni
 an motion\, which are mean field particle models with interactions exhibit
 ing singularities. We will propose an entropy method for the fist case and
  coupling for the second. Joint works with Pierre Le Bris and Pierre Monma
 rché\n \nR. GVALANI\nTitle: Logarithmic Sobolev inequalities and equilib
 rium fluctuations for weakly interacting diffusions\n Abstract: We study 
 the mean field limit of interacting diffusions for confining and interacti
 on potentials that are non-convex. The limiting behaviour is described by 
 the nonlocal McKean–Vlasov PDE. We explore the relationship between the 
 limit $N\\to\\infty$ of the constant in the logarithmic Sobolev inequality
  (LSI) for the $N$-particle system and the presence or absence phase trans
 itions for the mean field limit\, conjecturing a limiting form of the LSI 
 constant. We also explore the consequences of the non-degeneracy of the LS
 I constant as they relate to uniform-in-time propagation of chaos and equi
 librium fluctuations. Our results extend previous results on unbounded spi
 n systems as well as recent results on (uniform-in-time) propagation of ch
 aos using novel coupling arguments. Joint work with Matías Delgadino\, Gr
 eg Pavliotis\, and Scott Smith.\n \nA. MENEGAKI\n Title: Quantitative fr
 amework for hydrodynamic limits\n Abstract: We will present a new quantit
 ative approach to the problem of proving hydrodynamic limits from microsco
 pic stochastic particle systems\, namely the zero-range and the Ginzburg-L
 andau process with Kawasaki dynamics\, to macroscopic partial differential
  equations. Our method combines a modulated Wasserstein distance estimate 
 comparing the law of the stochastic process to the local Gibbs measure\, t
 ogether with stability estimates a la Kruzhkov in weak distance and consis
 tency estimates exploiting the regularity of the limit solution. It is sim
 plified as it avoids the use of the block estimates. This is a joint work 
 with Clément Mouhot and Daniel Marahrens.\n \nM. OTTOBRE\n Title: McKea
 n Vlasov (S)PDEs   \nAbstract. We consider McKean-Vlasov Stochastic Par
 tial Differential Equations with additive noise\; we will focus on well-po
 sedness and long time behaviour\, as well as on obtaining these SPDEs  fr
 om interacting particle systems.   \nThis is based on joint work with L
 . Angeli\, J. Barre’\, D. Crisan and M. Kolodziejkzyc. \n \nJ. REYGNER
 \n Dynamical Gibbs principle and associated stochastic control problems\n
  In statistical physics\, the Gibbs principle describes the asymptotic ma
 rginal distribution of a particle when the whole system is conditioned on 
 a large deviation of its empirical measure. We consider a similar question
  for the case of diffusion processes\, and show that the effect of conditi
 oning results in an additional drift which encodes a mean-field like inter
 action. We also discuss the interpretation of this statement in terms of a
  stochastic control problem\, with a constraint in distribution. This is a
  joint work with Louis-Pierre Chaintron (École Normale Supérieure) and G
 iovanni Conforti (École polytechnique).\n \nCH. SAFFIRIO\n TITLE: Weakl
 y interacting fermions: mean-field and semiclassical regimes.\nABSTRACT\nT
 he derivation of effective macroscopic theories approximating microscopic 
 systems of interacting particles is a major question in non-equilibrium st
 atistical mechanics. In this talk we will be concerned with the dynamics o
 f systems made of many interacting fermions in the case in which the inter
 action is singular (e.g. inverse power law). We will focus on the mean-fie
 ld regime and obtain a reduced description given by the time-dependent Har
 tree-Fock equation. As a second step we will look at longer time scales wh
 ere a semiclassical description starts to be relevant and approximate the 
 many-body dynamics with the Vlasov equation\, which describes the evolutio
 n of the effective probability density of particles on the one particle ph
 ase space. \n \nA SCHLICHTING \nTITLE: Mean-field PDEs on graphs and th
 eir continuum limit\nAbstract:\nThis talk reviews some recent results on n
 onlocal PDEs describing the  evolution of a density on graph structures. 
 These equations can arise \nfrom mean-field interacting jump dynamics\, b
 ut also from applications in the data science field\, or they can also be
  obtained by a numerical \ndiscretization of a continuum problem. We also
  show how those equations are linked to their continuous counterpart in s
 uitable local limits.\njoint work with Antonio Esposito\, Georg Heinze\, A
 nastasiia Hraivoronska  and Oliver Tse\n \nK. SPILIOPOULOS\n Title: Nor
 malization effects and mean field theory for deep neural networks \n We 
 study the effect of normalization on the layers of deep neural networks. A
  given layer $i$ with $N_{i}$ hidden units is allowed to be normalized by 
 $1/N_{i}^{\\gamma_{i}}$ with $\\gamma_{i}\\in[1/2\,1]$ and we study the ef
 fect of the choice of the $\\gamma_{i}$ on the statistical behavior of the
  neural network’s output (such as variance) as well as on the test accur
 acy on the MNIST and CIFAR10 data sets. We find that in terms of variance 
 of the neural network’s output and test accuracy the best choice is to c
 hoose the $\\gamma_{i}$’s to be equal to one\, which is the mean-field s
 caling. We also find that this is particularly true for the outer layer\, 
 in that the neural network’s behavior is more sensitive in the scaling o
 f the outer layer as opposed to the scaling of the inner layers. The mecha
 nism for the mathematical analysis is an asymptotic expansion for the neur
 al network’s output and corresponding mean field analysis. An important 
 practical consequence of the analysis is that it provides a systematic and
  mathematically informed way to choose the learning rate hyperparameters. 
 Such a choice guarantees that the neural network behaves in a statisticall
 y robust way as the $N_i$ grow to infinity.\nJ. TUGAUT\nTITLE: Captivity o
 f the solution to the granular media equation\n ABSTRACT: In this talk\, 
 we first recall some facts about the long-time behaviour of the solution t
 o the granular media equation under convexity assumptions. Then\, we deal 
 with the non-convex case. In particular\, we talk about the phase transiti
 on about the number of invariant probabilities. The main part of the talk 
 concerns the characterization of the limiting probability and the whole pr
 oof is given in a simple case.\nN. ZAGLI\nTitle: Response Theory and Criti
 cal Phenomena for Weakly Interacting Diffusions\nAbstract: \nIn this talk
 \, I will present our latest results on the close link between response th
 eory\, the existence of collective variables and the development of critic
 al phenomena for noisy systems with mean field interactions. \nSuch syste
 ms are routinely used to model collective emergent behaviours in multiple 
 areas of social and natural sciences as they exhibit\, in the thermodynami
 c limit\, continuous and discontinuous phase transitions.\nI will show tha
 t the perspective given by Response Theory\, that aims at establishing a l
 ink between natural and forced variability of general physical systems\, i
 s particularly useful to understand the physical mechanisms establishing c
 ritical phenomena in interacting systems. \nFirstly\, I will show how to 
 define a set of collective variables for the system starting from the coup
 ling structure among the microscopic agents. \nSecondly\, I will show tha
 t such variables prove to be proper nonequilibrium thermodynamic observabl
 es as they carry information on correlation\, memory properties and resili
 ence properties of the system. \nIn particular\, the investigation of res
 ponse properties of such collective variables allows to identify and chara
 cterise phase transitions of the system as they manifest as singular value
 s of the susceptibility associated to such thermodynamic variables. \nNum
 erical experiments will be presented to show how the critical pattern of t
 he response arise and can be detected in finite systems.
URL:https://www.imperial.ac.uk/events/163582/cnrs-icl-workshop-mean-field-l
 imits-for-interacting-particle-systems-uniform-propagation-of-chaos-phase-
 transitions-and-applications/
DTSTART;TZID=Europe/London:20230704T090000
DTEND;TZID=Europe/London:20230706T180000
LOCATION:EEE 403a (Tuesday) EEE 406 (Wednesday and Thursday)\, Electrical &
  Electronic Engineering\, South Kensington Campus\, Imperial College Londo
 n\, London\, SW7 2AZ\, United Kingdom
END:VEVENT
BEGIN:VTIMEZONE
TZID:Europe/London
BEGIN:DAYLIGHT
DTSTART:20230704T090000
TZNAME:BST
TZOFFSETTO:+0100
TZOFFSETFROM:+0100
END:DAYLIGHT
END:VTIMEZONE
END:VCALENDAR
