An elementary approach to uniform in time propagation of chaos
Alain Durmus, Andreas Eberle, Arnaud Guillin, Raphael Zimmer
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.
Topics & Concepts
Regular polygonCHAOS (operating system)Coupling (piping)Reflection (computer programming)Statistical physicsPhysicsField (mathematics)MathematicsApplied mathematicsComputer scienceClassical mechanicsPure mathematicsGeometryEngineeringProgramming languageComputer securityMechanical engineeringAdvanced Thermodynamics and Statistical MechanicsTheoretical and Computational PhysicsStatistical Mechanics and Entropy