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Quantitative estimate of propagation of chaos for stochastic systems with $W^{-1, \infty}$ kernels

Authors :
Jabin, Pierre-Emmanuel
Wang, Zhenfu
Publication Year :
2017

Abstract

We derive quantitative estimates proving the propagation of chaos for large stochastic systems of interacting particles. We obtain explicit bounds on the relative entropy between the joint law of the particles and the tensorized law at the limit. We have to develop for this new laws of large numbers at the exponential scale. But our result only requires very weak regularity on the interaction kernel in the negative Sobolev space $\dot W^{-1,\infty}$, thus including the Biot-Savart law and the point vortices dynamics for the 2d incompressible Navier-Stokes.<br />Comment: 59 pages

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1706.09564
Document Type :
Working Paper
Full Text :
https://doi.org/10.1007/s00222-018-0808-y