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An Elementary Approach To Uniform In Time Propagation Of Chaos

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 نشر من قبل Arnaud Guillin
 تاريخ النشر 2018
  مجال البحث
والبحث باللغة English
 تأليف Alain Durmus




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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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