Abstract
We introduce a new interacting particle system to investigate the behavior of the nonlinear, nonlocal diffusive equation already studied by Benachour et al. [3, 4]. We first prove an uniform (with respect to time) propagation of chaos. Then, we show that the solution of the nonlinear PDE converges exponentially fast to equilibrium recovering a result established by an other way by Carrillo, McCann and Vilanni [7]. At last we provide explicit and Gaussian confidence intervals for the convergence of an implicit Euler scheme to the stationary distribution of the nonlinear equation.
Citation
Florent Malrieu. "Convergence to equilibrium for granular media equations and their Euler schemes." Ann. Appl. Probab. 13 (2) 540 - 560, May 2003. https://doi.org/10.1214/aoap/1050689593
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