Analysis of PDEs

An elementary approach to uniform in time propagation of chaos

Published on - Proceedings of the American Mathematical Society

Authors: Alain Durmus, Andreas Eberle, Arnaud Guillin, Raphael Zimmer

Based on a coupling approach, we prove uniform in time propagation of chaos for weakly interacting mean-field particle systems with possibly non-convex confinement and interaction potentials. The approach is based on a combination of reflection and synchronous couplings applied to the individual particles. It provides explicit quantitative bounds that significantly extend previous results for the convex case.