From microscopic to macroscopic scale equations: mean field, hydrodynamic and graph limits

Abstract: Considering finite particle systems, we elaborate on various ways to pass to the limit as thenumber of agents tends to infinity, either by mean field limit, deriving the Vlasov equation,or by hydrodynamic or graph limit, obtaining the Euler equation. We provide convergenceestimates. We also show how to pass from Liouville to Vlasov or to Euler by taking adequatemoments. Our results encompass and generalize a number of known results of the literature.As a surprising consequence of our analysis, we show that sufficiently regular solutions of anylinear PDE can be approximated by solutions of systems of N particles, to within 1/ log log(N ).