Global-in-time mean-field convergence for singular Riesz-type diffusive flows
Matthew Rosenzweig, Sylvia Serfaty

TL;DR
This paper proves global-in-time mean-field convergence for particle systems with singular Riesz-type interactions and noise, using a modulated-energy approach, applicable to both conservative and gradient flows in high dimensions.
Contribution
It provides the first global-in-time convergence result for singular Riesz-type flows in both conservative and gradient cases on , extending previous local or less general results.
Findings
Established quantitative convergence rates to the limiting PDE
Proved decay of solutions to the limiting equation in a singular setting
Extended modulated-energy methods to handle singular interactions with noise
Abstract
We consider the mean-field limit of systems of particles with singular interactions of the type or , with , and with an additive noise in dimensions . We use a modulated-energy approach to prove a quantitative convergence rate to the solution of the corresponding limiting PDE. When , 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 . The proof relies on an adaptation of an argument of Carlen-Loss to show a decay rate of the solution to the limiting equation, and on an improvement of the modulated-energy method developed in arXiv:1508.03377, arXiv:1803.08345, arXiv:2107.02592 making it so that all prefactors in the time derivative of the modulated energy are controlled by a decaying bound on the limiting solution.
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Taxonomy
TopicsStochastic processes and financial applications · Gas Dynamics and Kinetic Theory · Stochastic processes and statistical mechanics
