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相关论文: Uniform-in-time propagation of chaos for second or…

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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…

概率论 · 数学 2018-05-30 Alain Durmus , Andreas Eberle , Arnaud Guillin , Raphael Zimmer

We derive quantitative estimates proving the conditional propagation of chaos for large stochastic systems of interacting particles subject to both idiosyncratic and common noise. We obtain explicit bounds on the relative entropy between…

概率论 · 数学 2024-07-02 Paul Nikolaev

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

This paper presents an elementary proof of quantitative uniform-in-time propagation of chaos for the Cucker--Smale model under sufficiently strong interaction. The idea is to combine existing finite-time propagation of chaos estimates with…

概率论 · 数学 2025-11-03 Nicolai Jurek Gerber , Urbain Vaes

We study the uniform-in-time weak propagation of chaos for the consensus-based optimization (CBO) method on a bounded searching domain. We apply the methodology for studying long-time behaviors of interacting particle systems developed in…

最优化与控制 · 数学 2025-02-04 Erhan Bayraktar , Ibrahim Ekren , Hongyi Zhou

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 study a nonlocal adhesion model for two interacting tumor cell phenotypes, combining diffusion, pairwise interactions, and random phenotypic switching. The system admits a microscopic diffusion--jump particle description whose mean-field…

偏微分方程分析 · 数学 2026-03-16 Myeongju Chae , Young-Pil Choi

We study the mean field Langevin dynamics and the associated particle system. By assuming the functional convexity of the energy, we obtain the $L^p$-convergence of the marginal distributions towards the unique invariant measure for the…

概率论 · 数学 2025-11-06 Fan Chen , Zhenjie Ren , Songbo Wang

We study the kinetic mean field Langevin dynamics under the functional convexity assumption of the mean field energy functional. Using hypocoercivity, we first establish the exponential convergence of the mean field dynamics and then show…

概率论 · 数学 2024-02-09 Fan Chen , Yiqing Lin , Zhenjie Ren , Songbo Wang

We study second-order Consensus-Based Optimization (CBO), a derivative-free global optimization algorithm in which the consensus force and the multiplicative exploratory noise act on particle velocities. We prove quantitative…

概率论 · 数学 2026-05-29 Seung-Yeal Ha , Franca Hoffmann , Dohyeon Kim

We study 1-Wasserstein propagation of chaos for "McKean-type" nonlinear Markov chains and their associated interacting particle systems. This paper is organized into two parts: the first part combines arguments from various areas of…

概率论 · 数学 2026-02-10 James Vuckovic

We present a new method for proving sharp local propagation of chaos in Fisher Information for particles with smooth interaction and drift. We rely on a new Lemma computing the Fisher Information of two diffusion processes with smooth…

概率论 · 数学 2025-11-26 Jules Grass , Christophe Poquet , Arnaud Guillin

In this article we show, in a concise manner, a result of uniform in time propagation of chaos for non exchangeable systems of particles interacting according to a random graph. Provided the interaction is Lipschitz continuous, the…

概率论 · 数学 2023-04-18 Pierre Le Bris , Christophe Poquet

Combining the results of [14] and [10], the trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation. Under some conditions (that allow non-convex confining potentials) the…

概率论 · 数学 2021-11-17 Arnaud Guillin , Pierre Monmarché

We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…

偏微分方程分析 · 数学 2025-05-13 François Delarue , Alvin Tse

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 article, we prove the first quantitative uniform in time propagation of chaos for a class of systems of particles in singular repulsive interaction in dimension one that contains the Dyson Brownian motion. We start by establishing…

概率论 · 数学 2022-04-25 Arnaud Guillin , Pierre Le Bris , Pierre Monmarché

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

Time-uniform log-Sobolev inequalities (LSI) satisfied by solutions of semi-linear mean-field equations have recently appeared to be a key tool to obtain time-uniform propagation of chaos estimates. This work addresses the more general…

概率论 · 数学 2024-11-08 Pierre Monmarché , Zhenjie Ren , Songbo Wang

The trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation in the presence of a convex external potential, without smallness restriction on the interaction. From this are…

概率论 · 数学 2017-09-11 Pierre Monmarché
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