Rate of Convergence in the Smoluchowski-Kramers Approximation for Mean-field Stochastic Differential Equations

被引:0
作者
Ta Cong Son
Dung Quang Le
Manh Hong Duong
机构
[1] Vietnam National University,University of Science
[2] École Polytechnique,undefined
[3] University of Birmingham,undefined
来源
Potential Analysis | 2024年 / 60卷
关键词
Smoluchowski-Kramers approximation; Stochastic differential by mean-field; Total variation distance; Malliavin calculus; 60G22; 60H07; 91G30;
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摘要
In this paper we study a second-order mean-field stochastic differential systems describing the movement of a particle under the influence of a time-dependent force, a friction, a mean-field interaction and a space and time-dependent stochastic noise. Using techniques from Malliavin calculus, we establish explicit rates of convergence in the zero-mass limit (Smoluchowski-Kramers approximation) in the Lp\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^p$$\end{document}-distances and in the total variation distance for the position process, the velocity process and a re-scaled velocity process to their corresponding limiting processes.
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页码:1031 / 1065
页数:34
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