A probabilistic approach for nonlinear equations involving the fractional Laplacian and a singular operator (Q1775509)

This article studies weak solutions \(u:\mathbb{R}_+\times \mathbb{R}^d\to\mathbb{R}\) of the following nonlinear and nonlocal evolution equation \[ \partial_t u+(-\Delta)^\alpha u= \nabla(u\times (u* b)),\tag{\(*\)} \] where \({1\over 2}<\alpha< 1\), and \(b\) is a potential convolution kernel, possibly singular at \(0\). The initial condition \(u_0= u(0,\cdot)\) is supposed to belong to \(L^1\cap L^p\), for some \(p> 1\). A regularized version \((*r)\) of this equation is also considered, in which \(b\) underwent some cut-off. A fixed point theorem insures local existence and global uniqueness in \(L^1\cap L^p\), for \((*)\) and \((*r)\). The authors associate with \((*r)\) a stable-process-driven diffusion \((X^r_t)\), the density of which solves \((*r)\). By removing the cut-off, they get (in some appropriate space) a local solution of \((*)\), which in good cases proves to be global. Then they construct pathwise interacting particle approximations for solutions of \((*r)\), and associate with \((*)\) a singular diffusion \((X_t)\). Finally, they prove a propagation of chaos result for the interacting particle system, and, for not too singular potential \(b\), a strong pathwise convergence result: \(X^r_t\to X_t\).