Long-time behaviour and propagation of chaos for mean field kinetic particles

Pierre Monmarché

Stochastic Processes and their Applications, 2017, vol. 127, issue 6, 1721-1737

Abstract: 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 derived uniform in time propagation of chaos estimates, which themselves yield in turn an exponentially fast convergence for the semi-linear equation itself. The approach is quantitative.

Keywords: Mean field interaction; Hypocoercivity; Propagation of chaos; Vlasov–Fokker–Planck equation; Particle system (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:127:y:2017:i:6:p:1721-1737

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DOI: 10.1016/j.spa.2016.10.003

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