Convergence to equilibrium for a degenerate McKean-Vlasov Equation
Analysis of PDEs
2024-11-04 v2 Mathematical Physics
math.MP
Probability
Abstract
In this work we study the convergence to equilibrium for a (potentially) degenerate nonlinear and nonlocal McKean-Vlasov equation. We show that the solution to this equation is related to the solution of a linear degenerate and/or defective Fokker-Planck equation and employ recent sharp convergence results to obtain an easily computable (and many times sharp) rates of convergence to equilibrium for the equation in question.
Keywords
Cite
@article{arxiv.2307.16677,
title = {Convergence to equilibrium for a degenerate McKean-Vlasov Equation},
author = {Manh Hong Duong and Amit Einav},
journal= {arXiv preprint arXiv:2307.16677},
year = {2024}
}