Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF
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Publication:957515
long time behaviornonlinear processparticle systemPoincaré inequalitypropagation of chaosviscous scalar conservation law
Initial value problems for second-order parabolic equations (35K15) Applications of functional analysis in probability theory and statistics (46N30) Inequalities; stochastic orderings (60E15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic particle methods (65C35)
Abstract: In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also consider the particle system obtained by remplacing the cumulative distribution function in the drift coefficient of this nonlinear process by the empirical cdf. We first obtain trajectorial propagation of chaos result. Then, Poincar'e inequalities are used to get explicit estimates concerning the long time behaviour of both the nonlinear process and the particle system.
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Cited in
(32)- Interacting multi-class transmissions in large stochastic networks
- Equilibrium large deviations for mean-field systems with translation invariance
- Infinite systems of competing Brownian particles
- Comparison techniques for competing Brownian particles
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