Global-in-time mean-field convergence for singular Riesz-type diffusive flows

We consider the mean-field limit of systems of particles with singular interactions of the type − log | x | or | x | −s, with 0 < s < d − 2 , and with an additive noise in dimensions d ≥ 3 . We use a modulated-energy approach to prove a quantitative convergence rate to the solution of the corr...

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Veröffentlicht in:The Annals of applied probability 2023-04, Vol.33 (2), p.754
Hauptverfasser: Rosenzweig, Matthew, Serfaty, Sylvia
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider the mean-field limit of systems of particles with singular interactions of the type − log | x | or | x | −s, with 0 < s < d − 2 , and with an additive noise in dimensions d ≥ 3 . We use a modulated-energy approach to prove a quantitative convergence rate to the solution of the corresponding limiting PDE. When s > 0 , the convergence is global in time, and it is the first such result valid for both conservative and gradient flows in a singular setting on Rd. The proof relies on an adaptation of an argument of Carlen–Loss (Duke Math. J. 81 (1995) 135–157) to show a decay rate of the solution to the limiting equation, and on an improvement of the modulated-energy method developed in (SIAM J. Math. Anal. 48 (2016) 2269–2300; Duke Math. J. 169 (2020) 2887–2935; Nguyen, Rosenzweig and Serfaty (2021)), making it so that all prefactors in the time derivative of the modulated energy are controlled by a decaying bound on the limiting solution.
ISSN:1050-5164
2168-8737
DOI:10.1214/22-AAP1833