Pathwise Regularisation of Singular Interacting Particle Systems and their Mean Field Limits

DOI10.1016/J.SPA.2023.02.005MaRDI QIDQ6352543arXivFDO

Authors Fabian A. Harang, Avi Mayorcas

Publication date 29 October 2020

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.SPA.2023.02.005

Mathematics Subject Classification ID

PDEs in connection with classical thermodynamics and heat transfer (35Q79) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Regularization by noise (60H50) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

arXiv classification

math.CAmath.PR

Abstract: We investigate the regularizing effect of certain perturbations by noise in singular interacting particle systems under the mean field scaling. In particular, we show that the addition of a suitably irregular path can regularise these dynamics and we recover the McKean--Vlasov limit under very broad assumptions on the interaction kernel; only requiring it to be controlled in a possibly distributional Besov space. In the particle system we include two sources of randomness, a common noise path $Z$ which regularises the dynamics and a family of idiosyncratic noises, which we only assume to converge in mean field scaling to a representative noise in the McKean--Vlasov equation.

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