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

DOI10.1007/S10955-020-02648-3MaRDI QIDQ2659321zbMATH OpenOpenAlexFDO

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

Publication date 26 March 2021

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

concentration inequalitycoupling methodpropagation of chaosWasserstein metric

Mathematics Subject Classification ID

Vlasov equations (35Q83) Fokker-Planck equations (35Q84) Brownian motion (60J65) 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.

Recommendations

• A mean field limit for the Vlasov-Poisson system
• Propagation of chaos for the Vlasov-Poisson-Fokker-Planck system in 1D
• Propagation of chaos for the Vlasov–Poisson–Fokker–Planck equation with a polynomial cut-off
• Diffusion limit and the optimal convergence rate of the Vlasov-Poisson-Fokker-Planck system
• Multidimensional high-field limit of the electrostatic Vlasov-Poisson-Fokker-Planck system

Cites work

• A mean field limit for the Vlasov-Poisson system
• A new model for self-organized dynamics and its flocking behavior
• A review of the mean field limits for Vlasov equations
• Asymptotic Behavior of an Initial-Boundary Value Problem for the Vlasov--Poisson--Fokker--Planck System
• Clarification and complement to ``Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons
• Convergence of the random vortex method
• Convergence of the Random Vortex Method in Two Dimensions
• Convergence of Vortex Methods for Euler's Equations
• Convergence of Vortex Methods for Euler’s Equations. II
• Discrete-in-time random particle blob method for the Keller-Segel equation and convergence analysis
• Dynamics of Charged Particles and their Radiation Field
• Error estimate of a random particle blob method for the Keller-Segel equation
• Existence and uniqueness of a global smooth solution for the Vlasov- Poisson-Fokker-Planck system in three dimensions
• Global existence of smooth solutions for the Vlasov-Fokker-Planck equation in 1 and 2 space dimensions
• Gravitational N-Body Simulations
• scientific article; zbMATH DE number 4104161 (Why is no real title available?)
• scientific article; zbMATH DE number 3789618 (Why is no real title available?)
• scientific article; zbMATH DE number 1508058 (Why is no real title available?)
• Hydrodynamic limit for interacting Ornstein-Uhlenbeck particles.
• Identification of the dilute regime in particle sedimentation
• Initiation of slime mold aggregation viewed as an instability
• Learning interacting particle systems: diffusion parameter estimation for aggregation equations
• Long-time behaviour for solutions of the Vlasov-Poisson-Fokker-Planck equation
• Mean field limit and propagation of chaos for Vlasov systems with bounded forces
• Mean-field dynamics for Ginzburg-Landau vortices with pinning and forcing
• Mean-Field Limits for Some Riesz Interaction Gradient Flows
• On mean field limits for dynamical systems
• Optimal Transport
• Particle approximation of Vlasov equations with singular forces: Propagation of chaos
• Particle, kinetic, and hydrodynamic models of swarming
• Propagation of chaos for large Brownian particle system with Coulomb interaction
• Propagation of chaos for the 2D viscous vortex model
• Propagation of chaos for the Keller-Segel equation over bounded domains
• Propagation of chaos for the Keller-Segel equation with a logarithmic cut-off
• Propagation of chaos for the two-dimensional Navier-Stokes equation
• Propagation of chaos for the Vlasov–Poisson–Fokker–Planck equation with a polynomial cut-off
• Propagation of chaos in neural fields
• Propagation of moments and regularity for the 3-dimensional Vlasov- Poisson system
• Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels
• Random walk with persistence and external bias
• Regular solutions of the Vlasov-Poisson-Fokker-Planck system.
• Scaling limit for interacting Ornstein-Uhlenbeck processes
• Smoothing effect for the nonlinear Vlasov-Poisson-Fokker-Planck system
• Stochastic mean-field limit: non-Lipschitz forces and swarming
• The Numerical Analysis of Random Particle Methods Applied to Vlasov–Poisson Fokker-Planck Kinetic Equations
• The Vlasov dynamics and its fluctuations in the \(1/N\) limit of interacting classical particles
• Uniqueness of the solution to the Vlasov--Poisson system with bounded density
• Vlasov equations
• Vortex methods in two-dimensional fluid dynamics
• Vortex Methods. I: Convergence in Three Dimensions
• Vortex Methods. II: Higher Order Accuracy in Two and Three Dimensions

Cited in

(33)

• On the Vlasov-Poisson-Fokker-Planck equations with measures in Morrey spaces as initial data
• On the derivation of Newtonian gravitation from the Brownian agitation of a regular lattice
• A note on the mean-field limit for the particle swarm optimization
• Propagation of chaos in the nonlocal adhesion models for two cancer cell phenotypes
• Propagation of chaos: a review of models, methods and applications. II: Applications
• Quantified overdamped limit for kinetic Vlasov-Fokker-Planck equations with singular interaction forces
• A mean field limit for the Vlasov-Poisson system
• From Particles with Random Potential to a Nonlinear Vlasov–Fokker–Planck Equation
• The mean-field limit for a regularized Vlasov-Maxwell dynamics
• Hypocoercivity and Uniform Regularity for the Vlasov--Poisson--Fokker--Planck System with Uncertainty and Multiple Scales
• Learning interacting particle systems: diffusion parameter estimation for aggregation equations
• HIGH-FIELD LIMIT OF THE VLASOV–POISSON–FOKKER–PLANCK SYSTEM: A COMPARISON OF DIFFERENT PERTURBATION METHODS
• On the initial value problem for the Vlasov‐Poisson‐Fokker‐Planck system with initial data in L^p spaces
• Zero-inertia limit: from particle swarm optimization to consensus-based optimization
• Combined mean field limit and non-relativistic limit of Vlasov–Maxwell particle system to Vlasov–Poisson system
• On the mean field limit for Brownian particles with Coulomb interaction in 3D
• HYDRODYNAMIC LIMIT FOR THE VLASOV–POISSON–FOKKER–PLANCK SYSTEM: ANALYSIS OF THE TWO-DIMENSIONAL CASE
• Ensemble Kalman sampler: mean-field limit and convergence analysis
• A family of interacting particle systems pinned to their ensemble average
• On the mean‐field limit for the consensus‐based optimization
• Monte Carlo Gradient in Optimization Constrained by Radiative Transport Equation
• Global weak solutions to the Vlasov–Poisson–Fokker–Planck–Navier–Stokes system
• On the global convergence of particle swarm optimization methods
• Mean-Field Limit Derivation of a Monokinetic Spray Model with Gyroscopic Effects
• Microscopic derivation of Vlasov equation with compactly supported pair potentials
• Well-posedness of diffusion-aggregation equations with bounded kernels and their mean-field approximations
• Fluctuations around the mean-field limit for attractive Riesz potentials in the moderate regime
• Singularities in discrete systems. Abstracts from the workshop held May 4--9, 2025
• Mean-field control for diffusion aggregation equation with Coulomb interaction
• The rigorous derivation of Vlasov equations with local alignments from moderately interacting particle systems
• A new approach to the mean-field limit of Vlasov-Fokker-Planck equations
• The mean field limit for the Vlasov–Poisson system with a point charge
• The diffusive limit of Vlasov-Poisson-Fokker-Planck system

Describes a project that uses

Uses Software

• NBODY4

This page was built for publication: On the mean-field limit for the Vlasov-Poisson-Fokker-Planck system

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2659321)