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

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

Résumé

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.

langue originale	Anglais
Pages (de - à)	5387-5398
Nombre de pages	12
journal	Proceedings of the American Mathematical Society
Volume	148
Numéro de publication	12
Les DOIs	https://doi.org/10.1090/proc/14612
état	Publié - 1 déc. 2020
Modification externe	Oui

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10.1090/proc/14612

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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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An elementary approach to uniform in time propagation of chaos

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