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Quantitative estimate of propagation of chaos for stochastic systems with $W^{-1, \infty}$ kernels

Analysis of PDEs 2018-10-17 v3 Mathematical Physics math.MP

Abstract

We derive quantitative estimates proving the propagation of chaos for large stochastic systems of interacting particles. We obtain explicit bounds on the relative entropy between the joint law of the particles and the tensorized law at the limit. We have to develop for this new laws of large numbers at the exponential scale. But our result only requires very weak regularity on the interaction kernel in the negative Sobolev space W˙1,\dot W^{-1,\infty}, thus including the Biot-Savart law and the point vortices dynamics for the 2d incompressible Navier-Stokes.

Keywords

Cite

@article{arxiv.1706.09564,
  title  = {Quantitative estimate of propagation of chaos for stochastic systems with $W^{-1, \infty}$ kernels},
  author = {Pierre-Emmanuel Jabin and Zhenfu Wang},
  journal= {arXiv preprint arXiv:1706.09564},
  year   = {2018}
}

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59 pages