An Elementary Approach To Uniform In Time Propagation Of Chaos

Based on a coupling approach, we prove uniform in time propagation of chaos for weakly interacting mean-field particle systems with possibly non-convex confinement and interaction potentials. The approach is based on a combination of reflection and synchronous couplings applied to the individual par...

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Hauptverfasser: Durmus, Alain, Eberle, Andreas, Guillin, Arnaud, Zimmer, Raphael
Format: Artikel
Sprache:eng
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Zusammenfassung:Based on a coupling approach, we prove uniform in time propagation of chaos for weakly interacting mean-field particle systems with possibly non-convex confinement and interaction potentials. The approach is based on a combination of reflection and synchronous couplings applied to the individual particles. It provides explicit quantitative bounds that significantly extend previous results for the convex case.
DOI:10.48550/arxiv.1805.11387