An elementary approach to uniform in time propagation of chaos
Authors:
Alain Durmus, Andreas Eberle, Arnaud Guillin and Raphael Zimmer
Journal:
Proc. Amer. Math. Soc. 148 (2020), 5387-5398
MSC (2010):
Primary 60J60, 60H10
DOI:
https://doi.org/10.1090/proc/14612
Published electronically:
September 4, 2020
MathSciNet review:
4163850
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Abstract | References | Similar Articles | Additional Information
Abstract: 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.
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Additional Information
Alain Durmus
Affiliation:
CMLA, ENS Cachan, CNRS, Université Paris-Saclay, 94235 Cachan, France
MR Author ID:
1018760
Email:
alain.durmus@cmla.ens-cachan.fr
Andreas Eberle
Affiliation:
Universität Bonn, Institut für Angewandte Mathematik, Endenicher Allee 60, 53115 Bonn, Germany
MR Author ID:
363836
Email:
eberle@uni-bonn.de
Arnaud Guillin
Affiliation:
Laboratoire de Mathématiques Blaise Pascal, CNRS - UMR 6620, Université Clermont-Auvergne, Avenue des landais, 63177 Aubiere cedex, France
MR Author ID:
661909
Email:
guillin@math.univ-bpclermont.fr
Raphael Zimmer
Affiliation:
Universität Bonn, Institut für Angewandte Mathematik, Endenicher Allee 60, 53115 Bonn, Germany
MR Author ID:
1228825
Email:
Raphael@infoZimmer.de
Received by editor(s):
October 30, 2018
Published electronically:
September 4, 2020
Additional Notes:
This work was initiated through a Procope project, which is greatly acknowledged. The work was partially supported by ANR-17-CE40-0030, by the Hausdorff Center for Mathematics, and by the grant 346300 for IMPAN from the Simons Foundation and the matching 2015-2019 Polish MNiSW fund.
Communicated by:
Zhen-Qing Chen
Article copyright:
© Copyright 2020
American Mathematical Society