Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations (Q2231679)
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scientific article; zbMATH DE number 7404802
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| English | Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations |
scientific article; zbMATH DE number 7404802 |
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Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations (English)
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30 September 2021
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The McKean-Vlasov equation for interacting particles with mean field interaction is revisited. Under suitable technical conditions including a condition that excludes phase transitions, the main results are: 1. integrability over positive time axis of Wasserstein distance between marginals for two different intitial conditions; 2. exponential convergence to zero of the same; 3. concentration inequality for time averaged U-statistics; 4. concentration inequality, uniform in time, for empirical mean over particles; 5. uniform in time bounds for propagation of chaos, i.e., asymptotic convergence to a product law in infinite particle limit. Concrete examples are also given.
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interacting particle systems
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mean field interaction
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McKean-Vlasov equation
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long time behavior
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concentration inequalities
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0.8181076049804688
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0.809341549873352
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0.8083087801933289
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0.8029826283454895
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0.8029826283454895
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