Mean-field limit of Non-exchangeable interacting diffusions with singular kernels

TL;DR

This paper investigates the mean-field limit of non-exchangeable interacting diffusions with singular kernels, demonstrating a flexible convergence method applicable to complex systems like 2D Navier-Stokes dynamics.

Contribution

It introduces a novel mean-field convergence approach for non-exchangeable diffusions with singular kernels, extending the theory beyond exchangeable cases.

Findings

Weak convergence of weighted empirical measures to coupled PDEs

Applicability to singular kernels like the Biot-Savart law

Use of Fisher information and Sobolev regularity in proofs

Abstract

The mean-field limit of interacting diffusions without exchangeability, caused by weighted interactions and non-i.i.d. initial values, are investigated. The weights could be signed and unbounded. The result applies to a large class of singular kernels including the Biot-Savart law. We demonstrate a flexible type of mean-field convergence, in contrast to the typical convergence of $\frac{1}{N}\sum_{i=1}^N\delta_{X_i}$. More specifically, the sequence of signed empirical measure processes with arbitrary uniform $l^r$-weights, $r>1$, weakly converges to a coupled PDE's, such as the dynamics describing the passive scalar advected by the 2D Navier-Stokes equation. Our method is based on a tightness/compactness argument and makes use of the systems' uniform Fisher information. The main difficulty is to determine how to propagate the regularity properties of the limits of empirical measures in the absence of the DeFinetti-Hewitt-Savage theorem for the non-exchangeable case. To this end, a sequence of random measures, which merges weakly with a sequence of weighted empirical measures and has uniform Sobolev regularity, is constructed through the disintegration of the joint laws of particles.