Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
From MaRDI portal
Publication:4933347
DOI10.1051/M2AN/2010045zbMATH Open1201.82029arXiv0906.1417OpenAlexW2028416005WikidataQ105584642 ScholiaQ105584642MaRDI QIDQ4933347FDOQ4933347
Authors: François Bolley, Arnaud Guillin, Florent Malrieu 
Publication date: 12 October 2010
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/0906.1417
Recommendations
- Propagation of chaos for the Vlasov-Poisson-Fokker-Planck system in 1D
- Long time behaviour and particle approximation of a generalised Vlasov dynamic
- The kinetic Fokker-Planck equation with mean field interaction
- Trend to equilibrium for a delay Vlasov-Fokker-Planck equation and explicit decay estimates
- Convergence rates for the Vlasov-Fokker-Planck equation and uniform in time propagation of chaos in non convex cases
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)
Cites Work
- Title not available (Why is that?)
- The concentration of measure phenomenon
- On long time asymptotics of the Vlasov-Fokker-Planck equation and of the Vlasov-Poisson-Fokker-Planck system with Coulombic and Newtonian potentials
- Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
- Title not available (Why is that?)
- Title not available (Why is that?)
- Contractions in the 2-Wasserstein length space and thermalization of granular media
- Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
- Short and long time behavior of the Fokker-Planck equation in a confining potential and applications
- A non-Maxwellian steady distribution for one-dimensional granular media
- Isotropic hypoelliptic and trend to equilibrium for the Fokker-Planck equation with a high-degree potential
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
- On logarithmic Sobolev inequalities. With a preface of Dominique Bakry and Michel Ledoux
- Title not available (Why is that?)
- Separability and completeness for the Wasserstein distance
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- On the trend to global equilibrium in spatially inhomogeneous entropy-dissipating systems: The linear Fokker-Planck equation
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- Contractive probability metrics and asymptotic behavior of dissipative kinetic equations
- Concentration inequalities for mean field particle models
- Title not available (Why is that?)
- Quantitative concentration inequalities for empirical measures on non-compact spaces
- Title not available (Why is that?)
- Convergence to equilibrium for granular media equations and their Euler schemes
- Logarithmic Sobolev inequalities for some nonlinear PDE's.
- Probabilistic approach for granular media equations in the non-uniformly convex case
- On ergodic measures for McKean-Vlasov stochastic equations
- On the Control of an Interacting Particle Estimation of Schrödinger Ground States
- Stability of the front under a Vlasov-Fokker-Planck dynamics
- Quantitative concentration inequalities on sample path space for mean field interaction
- On the stability of measure valued processes with applications to filtering
Cited In (66)
- Uniform long-time and propagation of chaos estimates for mean field kinetic particles in non-convex landscapes
- From Particles with Random Potential to a Nonlinear Vlasov–Fokker–Planck Equation
- High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion
- Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels
- Uniform convergence to equilibrium for granular media
- Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
- Mean field limit for disordered diffusions with singular interactions
- The kinetic Fokker-Planck equation with mean field interaction
- Dimensional contraction via Markov transportation distance
- Stationary solutions of the Vlasov-Fokker-Planck equation: existence, characterization and phase-transition
- Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises
- Entropic multipliers method for Langevin diffusion and weighted log Sobolev inequalities
- Long-time behaviour and propagation of chaos for mean field kinetic particles
- On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters
- Long time behaviour and stationary regime of memory gradient diffusions
- Concentration inequalities for mean field particle models
- A \(\lambda\)-convexity based proof for the propagation of chaos for weakly interacting stochastic particles
- Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
- Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions
- Emergent dynamics of the Kuramoto ensemble under the effect of inertia
- Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential
- Semi log-concave Markov diffusions
- A new approach to quantitative propagation of chaos for drift, diffusion and jump processes
- Long time results for a weakly interacting particle system in discrete time
- Stochastic mean-field limit: non-Lipschitz forces and swarming
- Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component
- Coupled McKean-Vlasov diffusions: wellposedness, propagation of chaos and invariant measures
- On Kac's chaos and related problems
- Global-in-time mean-field convergence for singular Riesz-type diffusive flows
- The Vlasov-Fokker-Planck equation in non-convex landscapes: convergence to equilibrium
- From the master equation to mean field game limit theory: large deviations and concentration of measure
- Importance sampling for McKean-Vlasov SDEs
- Graphon particle system: uniform-in-time concentration bounds
- Propagation of chaos for the Vlasov-Poisson-Fokker-Planck system in 1D
- Entropic turnpike estimates for the kinetic Schrödinger problem
- Analysis of the feedback particle filter with diffusion map based approximation of the gain
- Long time behaviour and particle approximation of a generalised Vlasov dynamic
- On sampling from a log-concave density using kinetic Langevin diffusions
- Convergence rates for the Vlasov-Fokker-Planck equation and uniform in time propagation of chaos in non convex cases
- An elementary approach to uniform in time propagation of chaos
- From weakly interacting particles to a regularised Dean-Kawasaki model
- The McKean-Vlasov equation in finite volume
- Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation
- Long time behavior of a mean-field model of interacting neurons
- Propagation of chaos: a review of models, methods and applications. II: Applications
- Couplings and quantitative contraction rates for Langevin dynamics
- Hypocoercive relaxation to equilibrium for some kinetic models
- Directed chain stochastic differential equations
- Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations
- Trend to equilibrium for a delay Vlasov-Fokker-Planck equation and explicit decay estimates
- Pathwise convergence of the hard spheres Kac process
- Contraction in the Wasserstein metric for the kinetic Fokker-Planck equation on the torus
- Kac's chaos and Kac's program
- Contraction and convergence rates for discretized kinetic Langevin dynamics
- On a Vlasov-Fokker-Planck equation for stored electron beams
- Hypocoercivity and global hypoellipticity for the kinetic Fokker-Planck equation in \(H^k\) spaces
- Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations
- Ergodicity of the underdamped mean-field Langevin dynamics
- An entropic approach for Hamiltonian Monte Carlo: the idealized case
- Almost sure contraction for diffusions on \(\mathbb{R}^d\). Application to generalized Langevin diffusions
- Optimal friction matrix for underdamped Langevin sampling
- Exponential entropy dissipation for weakly self-consistent Vlasov-Fokker-Planck equations
- Long-time behavior of finite and infinite dimensional reflected Brownian motions
- Recent progress on limit theorems for large stochastic particle systems
- Global contractivity for Langevin dynamics with distribution-dependent forces and uniform in time propagation of chaos
- Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics
This page was built for publication: Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4933347)
