An elementary approach to uniform in time propagation of chaos

Alain Durmus; Andreas Eberle; Arnaud Guillin; Raphael Zimmer

doi:10.1090/proc/14612

An elementary approach to uniform in time propagation of chaos

Alain Durmus
, Andreas Eberle
, Arnaud Guillin
, Raphael Zimmer

Université Paris-Saclay
University Bonn
Centre CIS

Research output: Contribution to journal › Article › peer-review

Abstract

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.

Original language	English
Pages (from-to)	5387-5398
Number of pages	12
Journal	Proceedings of the American Mathematical Society
Volume	148
Issue number	12
DOIs	https://doi.org/10.1090/proc/14612
Publication status	Published - 1 Dec 2020
Externally published	Yes

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title = "An elementary approach to uniform in time propagation of chaos",

abstract = "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.",

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AU - Zimmer, Raphael

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N2 - 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.

AB - 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.

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DO - 10.1090/proc/14612

M3 - Article

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EP - 5398

JO - Proceedings of the American Mathematical Society

JF - Proceedings of the American Mathematical Society

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An elementary approach to uniform in time propagation of chaos

Abstract

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