You are cordially invited to the seminars organized by the Department of Mathematics.
Speaker: Fei Cao (Amherst College)
“Interacting particle systems and multi-agent dynamics: from stochastic agent-based models to deterministic differential equations”
Abstract: This talk presents a unified framework for understanding large systems of interacting particles/agents through the lens of applied mathematics and statistical physics. Starting from stochastic agent-based models, we show how macroscopic behavior emerges in the so-called mean-field limit, leading to deterministic evolution equations that capture collective phenomena such as wealth distributions and opinion fragmentation. We will discuss representative examples from econo-physics and socio-physics, highlighting both analytical results and numerical illustrations. The talk concludes with an overview of several ongoing and future research directions, including the development of neural-network PDE solvers, nonparametric density estimation, and generative diffusion models that bridge mathematical modeling with modern machine learning.
Date: December 29, Monday
Time: 18:00 PM (Ankara)
Place: Zoom
To request the event link, please send a message to gokhan.yildirim@bilkent.edu.tr