An elementary approach to uniform in time propagation of chaos

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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Veröffentlicht in:Proceedings of the American Mathematical Society 2020-12, Vol.148 (12), p.5387-5398
Hauptverfasser: Durmus, Alain, Eberle, Andreas, Guillin, Arnaud, Zimmer, Raphael
Format: Artikel
Sprache:eng
Schlagworte:
Analysis of PDEs
Mathematics
Probability
Research article
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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.
ISSN:0002-9939
1088-6826
DOI:10.1090/proc/14612