Optimal coupling for mean field limits

zbMATH Open1341.82051MaRDI QIDQ3464639FDOQ3464639

Authors François Bolley

Publication date 27 January 2016

Full work available at URL https://arxiv.org/abs/1009.3855

zbMATH Keywords

concentration inequalitiestransportation inequalities

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Interacting particle systems in time-dependent statistical mechanics (82C22)

Abstract: We review recent quantitative results on the approximation of mean field diffusion equations by large systems of interacting particles, obtained by optimal coupling methods. These results concern a larger range of models, more precise senses of convergence and links with the long time behaviour of the systems to be considered.

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(6)

• Exponential rate of convergence independent of the dimension in a mean-field system of particles
• General construction and classes of explicit \(L^1\)-optimal couplings
• A \(\lambda\)-convexity based proof for the propagation of chaos for weakly interacting stochastic particles
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• Quantitative concentration inequalities on sample path space for mean field interaction
• Optimal couplings are totally positive and more

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