Quantitative estimates of propagation of chaos for stochastic systems with kernels

PE Jabin, Z Wang - Inventiones mathematicae, 2018 - Springer
We derive quantitative estimates proving the propagation of chaos for large stochastic
systems of interacting particles. We obtain explicit bounds on the relative entropy between …

Mean field limit for stochastic particle systems

PE Jabin, Z Wang - Active Particles, Volume 1: Advances in Theory …, 2017 - Springer
We review some classical and more recent results for the derivation of mean field equations
from systems of many particles, focusing on the stochastic case where a large system of …

Mean field limit and quantitative estimates with singular attractive kernels

D Bresch, PE Jabin, Z Wang - Duke Mathematical Journal, 2023 - projecteuclid.org
We prove the mean field limit and quantitative estimates for many-particle systems with
singular attractive interactions between particles. As an important example, a full rigorous …

Strong convergence of propagation of chaos for McKean–Vlasov SDEs with singular interactions

Z Hao, M Röckner, X Zhang - SIAM Journal on Mathematical Analysis, 2024 - SIAM
In this work we show the strong convergence of propagation of chaos for the particle
approximation of McKean-Vlasov SDEs with singular-interactions as well as for the …

Propagation of chaos for the 2D viscous vortex model

N Fournier, M Hauray, S Mischler - Journal of the European …, 2014 - ems.press
We consider a stochastic system of N particles, usually called vortices in that setting,
approximating the 2D Navier–Stokes equation written in vorticity. Assuming that the initial …

On mean-field limits and quantitative estimates with a large class of singular kernels: Application to the Patlak–Keller–Segel model

D Bresch, PE Jabin, Z Wang - Comptes Rendus Mathematique, 2019 - Elsevier
In this note, we propose a modulated free energy combination of the methods developed by
P.-E. Jabin and Z. Wang [Inventiones (2018)] and by S. Serfaty [Proc. Int. Cong. Math.(2018) …

Stochastic particle approximation of the Keller–Segel equation and two-dimensional generalization of Bessel processes

N Fournier, B Jourdain - 2017 - projecteuclid.org
We are interested in the two-dimensional Keller–Segel partial differential equation. This
equation is a model for chemotaxis (and for Newtonian gravitational interaction). When the …

Propagation of chaos for the two dimensional Navier-Stokes equation

H Osada - 1986 - projecteuclid.org
The n particle system associatedwith (1) are described by the follow-ing SDEs,(5) dZ=
adB+(n--1)-,(V+/-G)(Z--Z) dt, lin, where (B.,..., B.) isa 2n-dimensional Brownian motion. Since …

SDEs with supercritical distributional drifts

Z Hao, X Zhang - arXiv preprint arXiv:2312.11145, 2023 - arxiv.org
Let $ d\geq 2$. In this paper, we investigate the following stochastic differential equation
(SDE) in ${\mathbb R}^ d $ driven by Brownian motion $${\rm d} X_t= b (t, X_t){\rm d} t+\sqrt …

Gaussian fluctuations for interacting particle systems with singular kernels

Z Wang, X Zhao, R Zhu - Archive for Rational Mechanics and Analysis, 2023 - Springer
We consider the asymptotic behaviour of the fluctuations for the empirical measures of
interacting particle systems with singular kernels. We prove that the sequence of fluctuation …