An Elementary Approach To Uniform In Time Propagation Of Chaos

التفاصيل البيبلوغرافية
العنوان: An Elementary Approach To Uniform In Time Propagation Of Chaos
المؤلفون: Durmus, Alain, Eberle, Andreas, Guillin, Arnaud, Zimmer, Raphael
سنة النشر: 2018
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Probability, Mathematics - Analysis of PDEs
الوصف: Based on a coupling approach, we prove uniform in time propagation of chaos for weakly interacting mean-field particle systems with possibly non-convex confinement and interaction potentials. The approach is based on a combination of reflection and synchronous couplings applied to the individual particles. It provides explicit quantitative bounds that significantly extend previous results for the convex case.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/1805.11387
رقم الأكسشن: edsarx.1805.11387
قاعدة البيانات: arXiv