Measurability of optimal transportation and convergence rate for Landau type interacting particle systems (Q1017879): Difference between revisions
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Revision as of 02:55, 5 March 2024
scientific article
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English | Measurability of optimal transportation and convergence rate for Landau type interacting particle systems |
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Measurability of optimal transportation and convergence rate for Landau type interacting particle systems (English)
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13 May 2009
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The authors study the nonlinear diffusion process in \(\mathbb{R}^d\) introduced by \textit{T. Funaki} [Z. Wahrsch. Verw. Gebiete 67, 331--348 (1984; Zbl 0546.60081)]. For a specific choice of coefficients it corresponds to the Landau equation modeling the collisions of plasma particles [see \textit{H. Guérin}, Ann. Appl. Probab. 13, 515--539 (2003; Zbl 1070.82027)]. The main goal of the paper is to prove the convergence in law of an easily simulated mean field interacting particle system, converging towards this nonlinear process and to obtain an explicit pathwise rate. The coupling between finite dimensional and infinite dimensional stochastic processes is used. It is based on new results on measurability of the optimal mass transportation problem.
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Landau type interacting particle systems
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nonlinear white noise driven SDE
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pathwise coupling
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measurability of optimal transport
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predictable transport process
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