Open Access
2022 Convergence rates for the Vlasov-Fokker-Planck equation and uniform in time propagation of chaos in non convex cases
Arnaud Guillin, Pierre Le Bris, Pierre Monmarché
Author Affiliations +
Electron. J. Probab. 27: 1-44 (2022). DOI: 10.1214/22-EJP853

Abstract

We prove the existence of a contraction rate for Vlasov-Fokker-Planck equation in Wasserstein distance, provided the interaction potential is Lipschitz continuous and the confining potential is both (locally) Lipschitz continuous and greater than a quadratic function, thus requiring no convexity conditions. Our strategy relies on coupling methods suggested by A. Eberle [22] adapted to the kinetic setting enabling also to obtain uniform in time propagation of chaos in a non convex setting.

Funding Statement

This work has been funded by the project EFI ANR-17-CE40-0030.

Citation

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Arnaud Guillin. Pierre Le Bris. Pierre Monmarché. "Convergence rates for the Vlasov-Fokker-Planck equation and uniform in time propagation of chaos in non convex cases." Electron. J. Probab. 27 1 - 44, 2022. https://doi.org/10.1214/22-EJP853

Information

Received: 26 November 2021; Accepted: 12 September 2022; Published: 2022
First available in Project Euclid: 27 September 2022

MathSciNet: MR4489825
zbMATH: 1504.60137
Digital Object Identifier: 10.1214/22-EJP853

Subjects:
Primary: 35K58 , 60J60 , 82B40

Keywords: Coupling method , long-time convergence , propagation of chaos , Vlasov-Fokker-Planck equation

Vol.27 • 2022
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