2023/01/24 by Kai Du, Du, Kai, Yi‐Fan Jiang +3
Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR) #Statistical Mechanics and Entropy #Stochastic processes and statistical mechanics
paper · pdf · doi:10.48550/arxiv.2301.09913
openalex publication_date 2023/01/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this particle system is proved to converge to the law of the McKean-Vlasov process as the system grows. Based on the Wasserstein metric, quantitative propagation of chaos results are obtained for two cases: the finite time estimates under the monotonicity condition and the uniform in time estimates under the dissipation and the non-degenerate conditions. Numerical experiments are implemented to demonstrate the theoretical results.