A λ-convexity based proof for the propagation of chaos for weakly interacting stochastic particles

In this work we give a proof of the mean-field limit for lambda-convex potentials using a purely variational viewpoint. Our approach is based on the observation that all evolution equations that we study can be written as gradient flows of functionals at different levels: in the set of probability measures, in the set of symmetric probability measures on N variables, and in the set of probability measures on probability measures. This basic fact allows us to rely on Gamma-convergence tools for gradient flows to complete the proof by identifying the limits of the different terms in the Evolutionary Variational Inequalities (EVIs) associated to each gradient flow. The lambda-convexity of the confining and interaction potentials is crucial for the unique identification of the limits and for deriving the EVIs at each description level of the interacting particle system. (C) 2020 Elsevier Inc. All rights reserved.