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This paper develops a non-asymptotic, local approach to quantitative propagation of chaos for a wide class of mean field diffusive dynamics. For a system of $n$ interacting particles, the relative entropy between the marginal law of $k$…

概率论 · 数学 2023-05-31 Daniel Lacker

We prove the optimal rate of quantitative propagation of chaos, uniformly in time, for interacting diffusions. Our main examples are interactions governed by convex potentials and models on the torus with small interactions. We show that…

概率论 · 数学 2023-01-23 Daniel Lacker , Luc Le Flem

New quantitative propagation of chaos results for mean field diffusion are proved via local and global entropy estimates. In the first result we work on the torus and consider singular, divergence free interactions $K\in L^p$, $p>d$. We…

概率论 · 数学 2023-08-02 Yi Han

In this paper, uniform in time quantitative propagation of chaos in $L^1$-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the drift is assumed to…

概率论 · 数学 2025-10-29 Xing Huang

We consider particle systems that evolve by inertialess binary interaction through general non-attractive kernels of singularity $|x|^{-\alpha}$ with $\alpha<d-1$. We prove a quantitative mean-field limit in terms of Wasserstein distances…

偏微分方程分析 · 数学 2025-09-18 Richard M. Höfer , Richard Schubert

This paper develops a non-asymptotic approach to mean field approximations for systems of $n$ diffusive particles interacting pairwise. The interaction strengths are not identical, making the particle system non-exchangeable. The marginal…

概率论 · 数学 2026-04-17 Daniel Lacker , Lane Chun Yeung , Fuzhong Zhou

In this paper, quantitative propagation of chaos in $L^\eta$($\eta\in(0,1]$)-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the initial…

概率论 · 数学 2024-08-30 Xing Huang

We establish sharp rates for propagation of chaos in R\'enyi divergences for interacting diffusion systems at stationarity. Building upon the entropic hierarchy established in Lacker (2023), we show that under strong isoperimetry and weak…

概率论 · 数学 2026-02-10 Matthew S. Zhang

A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…

概率论 · 数学 2023-01-25 Kai Du , Yifan Jiang , Xiaochen Li

Propagation of chaos for interacting particle systems has been an active research topic over decades. We propose an alternative approach to study the mean-field limit of the stochastic interacting particle systems via tools from information…

概率论 · 数学 2025-01-07 Lei Li , Yuelin Wang , Yuliang Wang

We present two methods to obtain $O(1/N^2)$ local propagation of chaos bounds for $N$ diffusive particles in $W^{-1,\infty}$ mean field interaction. This extends the recent finding of Lacker [Probab. Math. Phys., 4(2):377-432, 2023] to the…

概率论 · 数学 2025-11-04 Songbo Wang

We establish an explicit rate of convergence for some systems of mean-field interacting diffusions with logistic binary branching towards the solutions of nonlinear evolution equations with non-local self-diffusion and logistic mass growth,…

概率论 · 数学 2021-09-29 Joaquín Fontbona , Felipe Muñoz-Hernández

A new non-conservative stochastic reaction-diffusion system in which two families of random walks in two adjacent domains interact near the interface is introduced and studied in this paper. Such a system can be used to model the transport…

概率论 · 数学 2021-01-12 Zhen-Qing Chen , Wai-Tong Louis Fan

A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…

概率论 · 数学 2026-04-17 Luigi Borasi , Francesco Carlo De Vecchi , Stefania Ugolini

In this work, we prove the well-posedness and propagation of chaos for a stochastic particle system in mean-field interaction under the assumption that the interacting kernel belongs to a suitable $L_t^q-L_x^p$ space. Contrary to the large…

概率论 · 数学 2023-07-19 Milica Tomašević

We consider a system of $N$ Brownian particles, with or without inertia, interacting in the mean-field regime via a weak, smooth, long-range potential, and starting initially from an arbitrary exchangeable $N$-particle distribution. In this…

概率论 · 数学 2025-05-13 Armand Bernou , Mitia Duerinckx , Matthieu Ménard

We study the asymptotic behavior of the normalized maxima of real-valued diffusive particles with mean-field drift interaction. Our main result establishes propagation of chaos: in the large population limit, the normalized maxima behave as…

概率论 · 数学 2026-03-24 Nikolaos Kolliopoulos , Martin Larsson , Zeyu Zhang

This paper focus on investigating the explicit rate of convergence for the propagation of chaos, in a pathwise sense a family of interacting stochastic particle related to some Brownian driven McKean-Vlasov dynamics. Precisely the McKean…

概率论 · 数学 2019-07-23 Jean-Francois Jabir

In this article we study a system of $N$ particles, each of them being defined by the couple of a position (in $\mathbb{R}^d$) and a so-called orientation which is an element of a compact Riemannian manifold. This orientation can be seen as…

概率论 · 数学 2021-06-30 Antoine Diez

We prove propagation of chaos at explicit polynomial rates in Wasserstein distance W_2 for Kac's N-particle system associated with the spatially homogeneous Boltzmann equation for Maxwell molecules, with and without cutoff. Our approach is…

数学物理 · 物理学 2017-12-27 Roberto Cortez , Joaquin Fontbona
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