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

DOI10.1007/S10955-020-02648-3zbMATH Open1466.35344OpenAlexW3093328879MaRDI QIDQ2659321FDOQ2659321

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

Publication date: 26 March 2021

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

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.

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

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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)

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Cited In (26)

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• On the Vlasov-Poisson-Fokker-Planck equations with measures in Morrey spaces as initial data
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• HYDRODYNAMIC LIMIT FOR THE VLASOV–POISSON–FOKKER–PLANCK SYSTEM: ANALYSIS OF THE TWO-DIMENSIONAL CASE
• On the mean‐field limit for the consensus‐based optimization
• HIGH-FIELD LIMIT OF THE VLASOV–POISSON–FOKKER–PLANCK SYSTEM: A COMPARISON OF DIFFERENT PERTURBATION METHODS
• A note on the mean-field limit for the particle swarm optimization
• Ensemble Kalman sampler: mean-field limit and convergence analysis
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• Mean-Field Limit Derivation of a Monokinetic Spray Model with Gyroscopic Effects
• On the mean field limit for Brownian particles with Coulomb interaction in 3D
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• A family of interacting particle systems pinned to their ensemble average
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• On the derivation of Newtonian gravitation from the Brownian agitation of a regular lattice
• On the initial value problem for the Vlasov‐Poisson‐Fokker‐Planck system with initial data in L^p spaces

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