Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations (Q2231679)

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Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations
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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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