Dear all,
I would like to announce the following talk in the probability seminar at the University of Pisa.
DATE AND TIME: Monday, December 18, 15:00h - 16:00h LOCATION: Aula Seminari, Dipartimento di Matematica, Universita' di Pisa SPEAKER: Mario Maurelli (Weierstrass Institute for Applied Analysis and Stochastics, Berlin, & Technische Universität Berlin) TITLE: A McKean-Vlasov SDE with reflecting boundaries ABSTRACT: McKean-Vlasov SDEs are SDEs where the coefficients depend on the law of the solution to the SDE. Their interest is in the links with nonlinear PDEs on one side (the SDE-related Fokker-Planck equation is nonlinear) and with interacting particles on the other side (the McKean-Vlasov SDE can be approximated by a system of weakly coupled SDEs). In this talk, motivated by a model of lithium-ion batteries, we introduce a McKean-Vlasov SDE constrained on a bounded domain. The novelty lies in the particular interplay between the mean field interaction and the boundary conditions. We study well-posedness and particle approximation. Our analysis combines techniques for SDEs with Neumann boundary terms (Skorokhod equation, Lions-Sznitman) and ideas from a recent approach to McKean-Vlasov SDEs (Cass-Lyons).
Everyone is invited to participate.