An elementary approach to uniform in time propagation of chaos

  • Durmus A
  • Eberle A
  • Guillin A
  • et al.
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Abstract

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.

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Durmus, A., Eberle, A., Guillin, A., & Zimmer, R. (2020). An elementary approach to uniform in time propagation of chaos. Proceedings of the American Mathematical Society, 148(12), 5387–5398. https://doi.org/10.1090/proc/14612

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