Exponential Contractivity and Propagation of Chaos for Langevin Dynamics of McKean-Vlasov Type with Levy Noises

By the probabilistic coupling approach which combines a new refined basic coupling with the synchronous coupling for Levy processes, we obtain explicit exponential contraction rates in terms of the standard L-1-Wasserstein distance for the following Langevin dynamic (X-t, Y-t)(t >= 0) of McKean-Vlasov type on R-2d: {dX(t )= Y(t )dt, dY(t)=(b(X-t)+integral(Rd) (b) over tilde $ (X-t,z)mu(X)(t)(dz) - gamma Y-t)dt + dL(t), mu(X)(t) = Law (X-t), where gamma > 0, b : R-d -> R(d )and (b) over tilde $ : R-2d -> R(d )are two globally Lipschitz continuous functions, and (L-t)(t >= 0) is an Rd-valued pure jump Levy process. The proof is also based on a novel distance function, which is designed according to the distance of the marginals associated with the constructed coupling process. Furthermore, by applying the coupling technique above with some modifications, we also provide the propagation of chaos uniformly in time for the corresponding mean-field interacting particle systems with Levy noises in the standard L-1-Wasserstein distance as well as with explicit bounds