A new approach to quantitative propagation of chaos for drift, diffusion and jump processes
Wennberg, Bernt; Mouhot, Clément; Mischler, Stéphane (2015), A new approach to quantitative propagation of chaos for drift, diffusion and jump processes, Probability Theory and Related Fields, 161, 1-2, p. 1-59. http://dx.doi.org/10.1007/s00440-013-0542-8
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http://hal.archives-ouvertes.fr/hal-00559132/fr/Date
2015Nom de la revue
Probability Theory and Related FieldsVolume
161Numéro
1-2Éditeur
Springer
Pages
1-59
Identifiant publication
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This paper is devoted the the study of the mean-field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations around the deterministic limit and of correlations between particles, as the number of particles goes to infinity. To this end we introduce a general functional framework which reduces this question to the one of proving a purely functional estimate on some abstract generator operators (consistency estimate) together with fine stability estimates on the flow of the limiting non-linear equation (stability estimates). Then we apply this method to a Boltzmann collision jump process (for Maxwell molecules), to a McKean-Vlasov drift-diffusion process and to an inelastic Boltzmann collision jump process with (stochastic) thermal bath. To our knowledge, our approach yields the first such quantitative results for a combination of jump and diffusion processes.Mots-clés
granular gas; inelastic collision; drift-diffusion; McKean-Vlasov equation; Boltzmann equation; fluctuations; quantitative; mean-field limitPublications associées
Affichage des éléments liés par titre et auteur.
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Mouhot, Clément; Mischler, Stéphane (2010) Document de travail / Working paper
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Mouhot, Clément; Mischler, Stéphane (2006) Article accepté pour publication ou publié
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Mouhot, Clément; Mischler, Stéphane (2009) Article accepté pour publication ou publié
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Mouhot, Clément; Mischler, Stéphane (2009) Article accepté pour publication ou publié
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Cañizo, José Alfredo; Mischler, Stéphane; Mouhot, Clément (2010) Article accepté pour publication ou publié