On the mean-field limit for the Vlasov-Poisson-Fokker-Planck system

DOI10.1007/S10955-020-02648-3MaRDI QIDQ2659321zbMATHOpenAlexFDO

Authors Hui Huang, Jian-Guo Liu, P. Pickl

Publication date 26 March 2021

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.07002

zbMATH Keywords

concentration inequalityWasserstein metricpropagation of chaoscoupling method

Mathematics Subject Classification ID

Brownian motion (60J65) Vlasov equations (35Q83) Fokker-Planck equations (35Q84) Interacting particle systems in time-dependent statistical mechanics (82C22)

Abstract: We rigorously justify the mean-field limit of a $N$-particle system subject to the Brownian motion and interacting through a Newtonian potential in $mathbb{R}^3$. Our result leads to a derivation of the Vlasov-Poisson-Fokkker-Planck (VPFP) equation from the microscopic $N$-particle system. More precisely, we show that the maximal distance between the exact microscopic trajectories and trajectories following the the mean-field is bounded by $N^{-frac13+varepsilon}$ ($frac163leqvarepsilon<frac136$) for a system with blob size $N^{-delta}$ ($frac13leqdelta<frac1954-frac2varepsilon3$) up to a probability $1-N^{-alpha}$ for any $alpha>0$. Moreover, we prove the convergence rate between the empirical measure associated to the particle system and the solution of the VPFP equations. The technical novelty of this paper is that our estimates crucially rely on the randomness coming from the initial data and from the Brownian motion.

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• HYDRODYNAMIC LIMIT FOR THE VLASOV–POISSON–FOKKER–PLANCK SYSTEM: ANALYSIS OF THE TWO-DIMENSIONAL CASE
• A note on the mean-field limit for the particle swarm optimization
• Hypocoercivity and Uniform Regularity for the Vlasov--Poisson--Fokker--Planck System with Uncertainty and Multiple Scales
• Well-posedness of diffusion-aggregation equations with bounded kernels and their mean-field approximations
• On the initial value problem for the Vlasov‐Poisson‐Fokker‐Planck system with initial data in L^p spaces
• On the mean field limit for Brownian particles with Coulomb interaction in 3D
• Monte Carlo Gradient in Optimization Constrained by Radiative Transport Equation
• Zero-inertia limit: from particle swarm optimization to consensus-based optimization
• A family of interacting particle systems pinned to their ensemble average
• Learning interacting particle systems: diffusion parameter estimation for aggregation equations
• On the derivation of Newtonian gravitation from the Brownian agitation of a regular lattice
• HIGH-FIELD LIMIT OF THE VLASOV–POISSON–FOKKER–PLANCK SYSTEM: A COMPARISON OF DIFFERENT PERTURBATION METHODS
• Global weak solutions to the Vlasov–Poisson–Fokker–Planck–Navier–Stokes system
• On the mean‐field limit for the consensus‐based optimization
• On the Vlasov-Poisson-Fokker-Planck equations with measures in Morrey spaces as initial data
• Ensemble Kalman sampler: mean-field limit and convergence analysis

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