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This lecture by the instructor covers response theory and phase transitions for the thermodynamic limit of interacting identical systems. Topics include mean field limits, linear response theory, phase transitions, and fluctuations in weakly interacting diffusions. The lecture explores rigorous results, applications, and the propagation of chaos for stochastic particles. It also delves into the McKean-Vlasov equation, noisy Kuramoto oscillators, and models for opinion formation. Various applications, such as systemic risk models and clustering in opinion dynamics, are discussed.