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<p>We consider a system of <i>N</i> classical Brownian particles interacting via a smooth long-range potential in the mean-field regime, and we analyze the propagation of chaos in form of uniform-in-time estimates with optimal <i>N</i>-dependence on many-particle correlation functions. Our results cover both the kinetic Langevin setting and the corresponding overdamped Brownian dynamics. The approach is mainly based on so-called Lions expansions, which we combine with new diagrammatic tools to capture many-particle cancellations, as well as with fine ergodic estimates on the linearized mean-field equation, and with discrete stochastic calculus with respect to initial data. In the process, we derive some new ergodic estimates for the linearized Vlasov–Fokker–Planck kinetic equation that are of independent interest. Our analysis also leads to a uniform-in-time quantitative central limit theorem and to concentration estimates for the empirical measure associated with the particle dynamics.</p>

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Uniform-in-time estimates on corrections to mean field for interacting Brownian particles

  • 期刊论文

  • 发表日期：

    2025年5月23日

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  • Armand Bernou,
  • Mitia Duerinckx

摘要

We consider a system of N classical Brownian particles interacting via a smooth long-range potential in the mean-field regime, and we analyze the propagation of chaos in form of uniform-in-time estimates with optimal N-dependence on many-particle correlation functions. Our results cover both the kinetic Langevin setting and the corresponding overdamped Brownian dynamics. The approach is mainly based on so-called Lions expansions, which we combine with new diagrammatic tools to capture many-particle cancellations, as well as with fine ergodic estimates on the linearized mean-field equation, and with discrete stochastic calculus with respect to initial data. In the process, we derive some new ergodic estimates for the linearized Vlasov–Fokker–Planck kinetic equation that are of independent interest. Our analysis also leads to a uniform-in-time quantitative central limit theorem and to concentration estimates for the empirical measure associated with the particle dynamics.