PhysicsMathematics
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.
Citation format
DURMUS, Alain, et al. An elementary approach to uniform in time propagation of chaos [preprint]. arXiv, 2018. arXiv:1805.11387.