GLOBAL-IN-TIME MEAN-FIELD CONVERGENCE FOR SINGULAR RIESZ-TYPE DIFFUSIVE FLOWS

Matthew Rosenzweig, Sylvia Serfaty

Research output: Contribution to journalArticlepeer-review

Abstract

We consider the mean-field limit of systems of particles with singular interactions of the type -log |x| or |x|-s, with 0 < s < d - 2, and with an additive noise in dimensions d ≥ 3. We use a modulated-energy approach to prove a quantitative convergence rate to the solution of the corresponding limiting PDE. When s > 0, the convergence is global in time, and it is the first such result valid for both conservative and gradient flows in a singular setting on Rd. The proof relies on an adaptation of an argument of Carlen-Loss (Duke Math. J. 81 (1995) 135-157) to show a decay rate of the solution to the limiting equation, and on an improvement of the modulated-energy method developed in (SIAM J. Math. Anal. 48 (2016) 2269-2300; Duke Math. J. 169 (2020) 2887-2935; Nguyen, Rosenzweig and Serfaty (2021)), making it so that all prefactors in the time derivative of the modulated energy are controlled by a decaying bound on the limiting solution.

Original languageEnglish (US)
Pages (from-to)754-798
Number of pages45
JournalAnnals of Applied Probability
Volume33
Issue number2
DOIs
StatePublished - Apr 2023

Keywords

  • McKean-Vlasov
  • Mean-field limit
  • Riesz potentials
  • uniform-in-time convergence

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Fingerprint

Dive into the research topics of 'GLOBAL-IN-TIME MEAN-FIELD CONVERGENCE FOR SINGULAR RIESZ-TYPE DIFFUSIVE FLOWS'. Together they form a unique fingerprint.

Cite this