McKean–Vlasov problems with contagion effects

30 November 2017
12:00
Sean Ledger
Abstract

I will introduce a McKean—Vlasov problem arising from a simple mean-field model of interacting neurons. The equation is nonlinear and captures the positive feedback effect of neurons spiking. This leads to a phase transition in the regularity of the solution: if the interaction is too strong, then the system exhibits blow-up. We will cover the mathematical challenges in defining, constructing and proving uniqueness of solutions, as well as explaining the connection to PDEs, integral equations and mathematical finance.

  • PDE CDT Lunchtime Seminar