Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels

From MaRDI portal
Publication:1795189

DOI10.1007/s00222-018-0808-yzbMath1402.35208arXiv1706.09564OpenAlexW3098358723MaRDI QIDQ1795189

Zhenfu Wang, Pierre-Emmanuel Jabin

Publication date: 16 October 2018

Published in: Inventiones Mathematicae (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.09564




Related Items (75)

Large \(N\) limit of the \(O(N)\) linear sigma model via stochastic quantizationDistribution dependent SDEs driven by additive continuous noiseSmall mass limit in mean field theory for stochastic N particle systemOn the mean field limit for Cucker-Smale modelsA mean-field limit of the particle swarmalator modelModulated free energy and mean field limitCoarse graining of a Fokker–Planck equation with excluded volume effects preserving the gradient flow structureBackward propagation of chaosLearning interaction kernels in stochastic systems of interacting particles from multiple trajectoriesWeak quantitative propagation of chaos via differential calculus on the space of measuresOn the mean-field limit for the Vlasov-Poisson-Fokker-Planck systemZero-diffusion limit for aggregation equations over bounded domainsOn well-posedness and singularity formation for the Euler-Riesz systemStochastic Cucker-Smale flocking dynamics of jump-typeSome Random Batch Particle Methods for the Poisson-Nernst-Planck and Poisson-Boltzmann EquationsSmall noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systemsOperator-splitting schemes for degenerate, non-local, conservative-dissipative systemsHölder regularity for collapses of point-vorticesQuantitative particle approximation of nonlinear Fokker-Planck equations with singular kernelLarge and moderate deviation principles for McKean-Vlasov SDEs with jumpsGaussian fluctuations for interacting particle systems with singular kernelsA Kac model for kinetic annihilationDistribution dependent SDEs driven by additive fractional Brownian motionCentral limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEsSharp uniform-in-time propagation of chaosThe Mean-Field Limit for Hybrid Models of Collective Motions with ChemotaxisThe large-time behavior of the Vlasov alignment model with power-law or Riesz potentialsGlobal-in-time mean-field convergence for singular Riesz-type diffusive flowsScaling limit of moderately interacting particle systems with singular interaction and environmental noiseQuantitative propagation of chaos for the mixed-sign viscous vortex model on the torusParticle approximation of the doubly parabolic Keller-Segel equation in the planeWeak solutions of McKean-Vlasov SDEs with supercritical driftsConvergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noiseUniform-in-time propagation of chaos for kinetic mean field Langevin dynamicsQuantitative Propagation of Chaos in a Bimolecular Chemical Reaction-Diffusion ModelUniform approximation of 2D Navier-Stokes equations with vorticity creation by stochastic interacting particle systemsMean field limit and quantitative estimates with singular attractive kernelsOn eigenvalues of the Brownian sheet matrixSingular kinetic equations and applicationsA gradient flow approach of propagation of chaosOn systems of particles in singular repulsive interaction in dimension one: log and Riesz gasPhase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusionsHierarchies, entropy, and quantitative propagation of chaos for mean field diffusionsConvergence of a particle method for a regularized spatially homogeneous Landau equationGlobal solutions of aggregation equations and other flows with random diffusionSequential propagation of chaos for mean-field BSDE systemsIdentifiability of interaction kernels in mean-field equations of interacting particlesModulated Energy Estimates for Singular Kernels and their Applications to Asymptotic Analyses for Kinetic EquationsMean-Field Limit Derivation of a Monokinetic Spray Model with Gyroscopic EffectsPathwise regularisation of singular interacting particle systems and their mean field limitsUniform Approximation of 2 Dimensional Navier--Stokes Equation by Stochastic Interacting Particle SystemsMean field limit for Coulomb-type flowsRegularized vortex approximation for 2D Euler equations with transport noiseRandom batch methods (RBM) for interacting particle systemsLong-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equationsAntithetic multilevel sampling method for nonlinear functionals of measureFrom the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEsOn the mean field limit for Brownian particles with Coulomb interaction in 3DWeak existence and uniqueness for McKean-Vlasov SDEs with common noisePropagation of chaos for mean field rough differential equationsGeometric ergodicity of Langevin dynamics with Coulomb interactionsMean-field limits: from particle descriptions to macroscopic equations\(K\)-averaging agent-based model: propagation of chaos and convergence to equilibriumVehicular traffic, crowds, and swarms: From kinetic theory and multiscale methods to applications and research perspectivesA law of large numbers and large deviations for interacting diffusions on Erdős–Rényi graphsRecent advances on eigenvalues of matrix-valued stochastic processesQuantitative approximate independence for continuous mean field Gibbs measuresPropagation of chaos in the nonlocal adhesion models for two cancer cell phenotypesA consensus-based global optimization method for high dimensional machine learning problemsSlow and fast minimal speed traveling waves of the FKPP equation with chemotaxisOn mean-field limits and quantitative estimates with a large class of singular kernels: application to the Patlak-Keller-Segel modelPropagation of chaos: a review of models, methods and applications. I: Models and methodsPropagation of chaos: a review of models, methods and applications. II: ApplicationsThe mean-field approximation for higher-dimensional Coulomb flows in the scaling-critical L spaceMean-field convergence of point vortices to the incompressible Euler equation with vorticity in \(L^\infty\)



Cites Work


This page was built for publication: Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels