English

Quantitative particle approximation of nonlinear stochastic Fokker-Planck equations with singular kernel

Probability 2024-12-20 v2 Analysis of PDEs

Abstract

We derive quantitative estimates for large stochastic systems of interacting particles perturbed by both idiosyncratic and environmental noises, as well as singular kernels. We prove that the (mollified) empirical process converges to the solution of the nonlinear stochastic Fokker-Planck equation. The proof is based on It\^o's formula for Hq1H_{q}^{1}-valued process, commutator estimates, and some estimations for the regularization of the empirical measure. Moreover, we show that the aforementioned equation admits a unique strong solution in the probabilistic sense. The approach applies to repulsive and attractive kernels.

Keywords

Cite

@article{arxiv.2412.05950,
  title  = {Quantitative particle approximation of nonlinear stochastic Fokker-Planck equations with singular kernel},
  author = {Josué Knorst and Christian Olivera and Alexandre B. de Souza},
  journal= {arXiv preprint arXiv:2412.05950},
  year   = {2024}
}
R2 v1 2026-06-28T20:27:01.191Z