Probabilistic approach for granular media equations in the non-uniformly convex case

DOI10.1007/s00440-007-0056-3zbMath1169.35031arXivmath/0603541OpenAlexW2101465094MaRDI QIDQ2464667

Patrick Cattiaux, Florent Malrieu, Arnaud Guillin

Publication date: 17 December 2007

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0603541

zbMATH Keywords

Concentration inequalitiesTransportation cost inequalityGranular media equationLogarithmic Sobolev Inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Nonlinear parabolic equations (35K55) Interacting particle systems in time-dependent statistical mechanics (82C22) Granularity (74E20) Stochastic particle methods (65C35)

Related Items

STOCHASTIC MEAN-FIELD LIMIT: NON-LIPSCHITZ FORCES AND SWARMING ⋮ Equilibrium large deviations for mean-field systems with translation invariance ⋮ Captivity of the solution to the granular media equation ⋮ Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential ⋮ Convergence in Wasserstein distance for self-stabilizing diffusion evolving in a double-well landscape ⋮ A phase transition behavior for Brownian motions interacting through their ranks ⋮ On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters ⋮ A large scale analysis of unreliable stochastic networks ⋮ Learning interaction kernels in stochastic systems of interacting particles from multiple trajectories ⋮ Semi Log-Concave Markov Diffusions ⋮ Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems ⋮ On uniform propagation of chaos ⋮ Coupled McKean–Vlasov diffusions: wellposedness, propagation of chaos and invariant measures ⋮ Convergence to the equilibria for self-stabilizing processes in double-well landscape ⋮ Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation ⋮ On the Random Batch Method for Second Order Interacting Particle Systems ⋮ Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel ⋮ Sharp uniform-in-time propagation of chaos ⋮ Global-in-time mean-field convergence for singular Riesz-type diffusive flows ⋮ Hydrodynamic limit of a stochastic model of proliferating cells with chemotaxis ⋮ Online parameter estimation for the McKean-Vlasov stochastic differential equation ⋮ Parameter estimation of discretely observed interacting particle systems ⋮ Recent progress on limit theorems for large stochastic particle systems ⋮ Semiparametric estimation of McKean-Vlasov SDEs ⋮ On systems of particles in singular repulsive interaction in dimension one: log and Riesz gas ⋮ Existence, stability and regularity of periodic solutions for nonlinear Fokker-Planck equations ⋮ The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities ⋮ Uniform convergence to equilibrium for granular media ⋮ Self-stabilizing processes in multi-wells landscape in \(\mathbb{R}^d\)-invariant probabilities ⋮ An elementary approach to uniform in time propagation of chaos ⋮ Random batch methods (RBM) for interacting particle systems ⋮ Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes ⋮ An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model ⋮ Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations ⋮ On the rate of convergence in Wasserstein distance of the empirical measure ⋮ Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations ⋮ A second order analysis of McKean-Vlasov semigroups ⋮ The Vlasov-Fokker-Planck equation in non-convex landscapes: convergence to equilibrium ⋮ On the identifiability of interaction functions in systems of interacting particles ⋮ Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF ⋮ A note on dynamical models on random graphs and Fokker-Planck equations ⋮ Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times ⋮ Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation ⋮ Entropic curvature and convergence to equilibrium for mean-field dynamics on discrete spaces ⋮ Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component ⋮ Gradient flow structure for McKean-Vlasov equations on discrete spaces ⋮ Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels ⋮ On the mean field limit for Brownian particles with Coulomb interaction in 3D ⋮ A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces ⋮ Gradient estimates and exponential ergodicity for mean-field SDEs with jumps ⋮ Quantitative concentration inequalities on sample path space for mean field interaction ⋮ A variational approach to nonlinear and interacting diffusions ⋮ On the mean field limit of the random batch method for interacting particle systems ⋮ Nonparametric estimation for interacting particle systems: McKean-Vlasov models ⋮ Quantitative approximate independence for continuous mean field Gibbs measures ⋮ Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions ⋮ Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise ⋮ Mean-field Langevin dynamics and energy landscape of neural networks ⋮ Convergence rates for the Vlasov-Fokker-Planck equation and uniform in time propagation of chaos in non convex cases ⋮ Propagation of chaos: a review of models, methods and applications. II: Applications ⋮ Long Time Results for a Weakly Interacting Particle System in Discrete Time ⋮ A trajectorial approach to relative entropy dissipation of McKean-Vlasov diffusions: gradient flows and HWBI inequalities ⋮ Dimensional contraction via Markov transportation distance ⋮ Phase transitions of McKean–Vlasov processes in double-wells landscape ⋮ Learning Interaction Kernels in Mean-Field Equations of First-Order Systems of Interacting Particles

Cites Work

• Unnamed Item
• Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities
• Contractions in the 2-Wasserstein length space and thermalization of granular media
• Quantitative concentration inequalities for empirical measures on non-compact spaces
• A non-Maxwellian steady distribution for one-dimensional granular media
• Minimization of the Kullback information of diffusion processes
• Convergence to equilibrium for granular media equations and their Euler schemes
• Logarithmic Sobolev inequalities for some nonlinear PDE's.
• Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos
• Nonlinear self-stabilizing processes. II: Convergence to invariant probability
• Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
• Exponential and uniform ergodicity of Markov processes
• A kinetic equation for granular media
• An adaptive Euler-Maruyama scheme for SDEs: convergence and stability