Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
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Publication:4933347
interacting particle systemsnonlinear parabolic equationsVlasov-Fokker-Planck equationtransportation inequalitiesstochastic particle methodsinequalities, stochastic ordering
Monte Carlo methods (65C05) Inequalities; stochastic orderings (60E15) Inequalities involving derivatives and differential and integral operators (26D10) Nonlinear parabolic equations (35K55) Stochastic particle methods (65C35) Interacting particle systems in time-dependent statistical mechanics (82C22) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Abstract: We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium in Wasserstein distance with an explicit exponential rate. We also prove a propagation of chaos property for an associated particle system, and give rates on the approximation of the solution by the particle system. Finally, a transportation inequality for the distribution of the particle system leads to quantitative deviation bounds on the approximation of the equilibrium solution of the equation by an empirical mean of the particles at given time.
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