Construction of Boltzmann and McKean Vlasov type flows (the sewing lemma approach)
Aur\'elien Alfonsi, Vlad Bally

TL;DR
This paper introduces a novel flow-based approach to analyze Boltzmann and McKean-Vlasov equations with mean field effects, establishing existence, uniqueness, stability, and convergence results with applications to gas dynamics models.
Contribution
It develops a new formulation using flows of endomorphisms on probability measures, linking classical equations with probabilistic and rough differential equation frameworks.
Findings
Proves existence and uniqueness of flow solutions.
Establishes stability and regularity of solutions over time.
Demonstrates convergence of particle system empirical measures to the solution.
Abstract
We are concerned with a mixture of Boltzmann and McKean-Vlasov type equations, this means (in probabilistic terms) equations with coefficients depending on the law of the solution itself,and driven by a Poisson point measure with the intensity depending also on the law of the solution. Both the analytical Boltzmann equation and the probabilistic interpretation initiated by Tanaka (1978) have intensively been discussed in the literature for specific models related to the behavior of gas molecules. In this paper, we consider general abstract coefficients that may include mean field effects and then we discuss the link with specific models as well. In contrast with the usual approach in which integral equations are used in order to state the problem, we employ here a new formulation of the problem in terms of flows of endomorphisms on the space of probability measure endowed with the…
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Taxonomy
TopicsGas Dynamics and Kinetic Theory · Stochastic processes and financial applications · Fluid Dynamics and Turbulent Flows
