This semester we will be working on Stochastic Homogenization & Mean Field Games, both in the theme of continuum limits in stochastic problems.
Texts:
 Getting Acquainted with Homogenization and Multiscale by Berlyand & Rybalko
An Introduction to the Qualitative and Quantitative Theory of Homogenization by Neukamm
Stochastic Homogenization
02/03 | Periodic Homogenization | Wes Caldwell
02/10 | Formal Two-Scale Asymptotics | Sangmin Park
02/17 | Gamma-Convergence | Likhit Ganedi (half-talk)
02/17 | Homogenization for the Conductivity Problem | Ruiyu Han (half-talk)
02/24 | Nonlinear/Nonconvex Homogenization | Likhit Ganedi (half-talk)
02/24 | The Stochastic Homogenization Theorem | Ruiyu Han (half-talk)
03/03 | Continuum Limits of Discrete Problems | David Itkin
Mean Field Games
03/17 | Interacting Diffusion Models | Zeyu Zhang
03/24 | Static Mean Field Games | Andrew Warren
03/31 | Second Order Mean Field Games | Sangmin Park
04/14 | MFG with Different Agents | Ruiyu Han
04/21 | The Master Equation | David Itkin