Quantitative convergence in relative entropy for a moderately interacting particle system on $\mathbb{R}^d$

Fuente: arXiv
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Autores principales: Chen, Li, Holzinger, Alexandra, Huo, Xiaokai
Formato: Preprint
Publicado: 2023
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author Chen, Li
Holzinger, Alexandra
Huo, Xiaokai
author_facet Chen, Li
Holzinger, Alexandra
Huo, Xiaokai
contents This article shows how to combine the relative entropy method by D. Bresch, P.-E. Jabin, and Z. Wang in arXiv:1706.09564, arXiv:1906.04093 and the regularized $L^2(\mathbb{R}^d)$-estimate by Oelschläger (Probability theory and related fields, 1987) to prove a strong propagation of chaos result for the viscous porous medium equation from a moderately interacting particle system in $L^\infty(0,T; L^1(\mathbb{R}^d))$-norm. In the moderate interacting setting, the interacting potential is a smoothed Dirac Delta distribution, however, current results regarding the relative entropy methods for singular potentials do not apply. The result holds on $\mathbb{R}^d$ for any dimension $d\geq 1$ and provides a quantitative result where the rate of convergence depends on the moderate scaling parameter and the dimension $d\geq 1$. Additionally, the presented method can be adapted for moderately interacting systems for which a certain convergence probability holds -- thus a propagation of chaos result in relative entropy can be obtained for kernels approximating Coulomb potentials.
format Preprint
id arxiv_https___arxiv_org_abs_2311_01980
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Quantitative convergence in relative entropy for a moderately interacting particle system on $\mathbb{R}^d$
Chen, Li
Holzinger, Alexandra
Huo, Xiaokai
Analysis of PDEs
Probability
35K55, 35K65, 65C35, 60H30
This article shows how to combine the relative entropy method by D. Bresch, P.-E. Jabin, and Z. Wang in arXiv:1706.09564, arXiv:1906.04093 and the regularized $L^2(\mathbb{R}^d)$-estimate by Oelschläger (Probability theory and related fields, 1987) to prove a strong propagation of chaos result for the viscous porous medium equation from a moderately interacting particle system in $L^\infty(0,T; L^1(\mathbb{R}^d))$-norm. In the moderate interacting setting, the interacting potential is a smoothed Dirac Delta distribution, however, current results regarding the relative entropy methods for singular potentials do not apply. The result holds on $\mathbb{R}^d$ for any dimension $d\geq 1$ and provides a quantitative result where the rate of convergence depends on the moderate scaling parameter and the dimension $d\geq 1$. Additionally, the presented method can be adapted for moderately interacting systems for which a certain convergence probability holds -- thus a propagation of chaos result in relative entropy can be obtained for kernels approximating Coulomb potentials.
title Quantitative convergence in relative entropy for a moderately interacting particle system on $\mathbb{R}^d$
topic Analysis of PDEs
Probability
35K55, 35K65, 65C35, 60H30
url https://arxiv.org/abs/2311.01980