Konstantinos Papadopoulos

Konstantinos Papadopoulos completed his doctorate at the School of Applied Mathematical and Physical Sciences of the National Technical University of Athens, where his dissertation developed the mathematical foundations of mean field limits for large systems of interacting diffusion processes. The central results established quantitative propagation of chaos estimates for McKean-Vlasov stochastic differential equations with singular interaction kernels — settings where the classical Sznitman argument breaks down — using a combination of coupling methods, entropy dissipation, and regularisation by noise. The dissertation analysed both the finite-time convergence of the empirical measure to the mean field distribution and the long-time ergodic behaviour of the limiting Fokker-Planck equation, yielding sharp rates in Wasserstein distance that depend explicitly on the singularity of the kernel and the dimension of the state space. He subsequently held a postdoctoral fellowship at the Scuola Normale Superiore in Pisa, where he worked on the well-posedness theory for nonlinear Fokker-Planck equations on bounded domains and on hydrodynamic limits for particle systems with nonlinear diffusion.

His subsequent research extended the mean field framework to systems driven by common noise — where all particles share a common stochastic perturbation in addition to their idiosyncratic components — establishing convergence results in a path-space topology and characterising the fluctuations of the empirical measure around its mean field limit as a Gaussian process satisfying a stochastic PDE. This programme connected mean field theory to the theory of conditional McKean-Vlasov equations and to the master equation formulation of mean field games under common noise, providing a rigorous bridge between the N-player and mean field descriptions. A parallel line of work addressed the quantitative hydrodynamic limit for particle systems with nonlinear diffusion and nonlocal interaction, with applications to aggregation-diffusion equations arising in biological and social modelling.

At IADU, Papadopoulos applies mean field theory to the mathematical foundations of the Institute's heterogeneous-agent and mean field game research. His contributions include rigorous derivations of McKean-Vlasov limits for the agent dynamics underlying IADU's quantitative macroeconomic models, well-posedness analysis for the nonlinear Fokker-Planck equations that describe stationary wealth and productivity distributions, and propagation of chaos estimates that quantify the accuracy of the mean field approximation in finite-agent institutional settings.