An Elementary Approach To Uniform In Time Propagation Of Chaos
Probability
2018-05-30 v1 Analysis of PDEs
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.
Keywords
Cite
@article{arxiv.1805.11387,
title = {An Elementary Approach To Uniform In Time Propagation Of Chaos},
author = {Alain Durmus and Andreas Eberle and Arnaud Guillin and Raphael Zimmer},
journal= {arXiv preprint arXiv:1805.11387},
year = {2018}
}