We investigate the behavior in $N$ of the $N$--particle entropy functional for Kac's stochastic model of Boltzmann dynamics, and its relation to the entropy function for solutions of Kac's one dimensional nonlinear model Boltzmann equation. We prove a number of results that bring together the notion of propagation of chaos, which Kac introduced in the context of this model, with the problem of estimating the rate of equilibration in the model in entropic terms, and obtain a bound showing that the entropic rate of convergence can be arbitrarily slow. Results proved here show that one can in fact use entropy production bounds in Kac's stochastic model to obtain entropic convergence bounds for his non linear model Boltzmann equation, though the problem of obtaining optimal lower bounds of this sort for the original Kac model remains open, and the upper bounds obtained here show that this problem is somewhat subtle.
In this work we discuss a few ways to create chaotic families that are not entropically chaotic on Kac's Sphere. We present two types of examples: limiting convex combination of an entropically chaotic family with a particularly 'bad' non-entropic family, and two explicitly computable families that vary rapidly with $N$, causing loss of support on the sphere or high entropic tails.
In this paper we present a new local Lévy Central Limit Theorem, showing convergence to stable states that are not necessarily the Gaussian, and use it to find new and intuitive entropically chaotic families with underlying one-particle function that has moments of order $2α$, with $1<α<2$. We also discuss a lower semi continuity result for the relative entropy with respect to our specific family of functions, and use it to show a form of stability property for entropic chaos in our settings.
In this article we study a relatively novel way of constructing chaotic sequences of probability measures supported on Kac's sphere, which are obtained as the law of a vector of $N$ i.i.d. variables after it is rescaled to have unit average energy. We show that, as $N$ increases, this sequence is chaotic in the sense of Kac, with respect to the Wasserstein distance, in $L^1$, in the entropic sense, and in the Fisher information sense. For many of these results, we provide explicit rates of polynomial order in $N$. In the process, we improve a quantitative entropic chaos result of Haurey and Mi…
We consider Kac's 1D N-particle system coupled to an ideal thermostat at temperature T, introduced by Bonetto, Loss, and Vaidyanathan in 2014. We obtain a propagation of chaos result for this system, with explicit and uniform-in-time rates of order N^(-1/3) in the 2-Wasserstein metric. We also show well-posedness and equilibration for the limit kinetic equation in the space of probability measures. The proofs use a coupling argument previously introduced by Cortez and Fontbona in 2016.
A stochastic approach to the (generic) mean-field limit in Bose-Einstein Condensation is described and the convergence of the ground state energy as well as of its components are established. For the one-particle process on the path space a total variation convergence result is proved. A strong form of Kac's chaos on path-space for the $k$-particles probability measures are derived from the previous energy convergence by purely probabilistic techniques notably using a simple chain-rule of the relative entropy. The Fisher's information chaos of the fixed-time marginal probability density under …
In this paper we study Kac's 1D particle system, consisting of the velocities of $N$ particles colliding at constant rate and randomly exchanging energies. We prove uniform (in time) propagation of chaos in Wasserstein distance with explicit polynomial rates in $N$, for both the squared (i.e., the energy) and non-squared particle system. These rates are of order $N^{-1/3}$ (almost, in the non-squared case), assuming that the initial distribution of the limit nonlinear equation has finite moments of sufficiently high order ($4+ε$ is enough when using the 2-Wasserstein distance). The proof relie…
In this paper we take an idea presented in recent paper by Carlen, Carvalho, Le Roux, Loss, and Villani and push it one step forward to find an exact estimation on the entropy production. The new estimation essentially proves that Villani's conjecture is correct, or more precisely that a much worse bound to the entropy production is impossible in the general case.
We investigate the construction of chaotic probability measures on the Boltzmann's sphere, which is the state space of the stochastic process of a many-particle system undergoing a dynamics preserving energy and momentum. Firstly, based on a version of the local Central Limit Theorem (or Berry-Esseen theorem), we construct a sequence of probabilities that is Kac chaotic and we prove a quantitative rate of convergence. Then, we investigate a stronger notion of chaos, namely entropic chaos introduced in \cite{CCLLV}, and we prove, with quantitative rate, that this same sequence is also entropica…
In this Note we present the main results from the recent work arxiv:1107.3251, which answers several conjectures raised fifty years ago by Kac. There Kac introduced a many-particle stochastic process (now denoted as Kac's master equation) which, for chaotic data, converges to the spatially homogeneous Boltzmann equation. We answer the three following questions raised in \cite{kac}: (1) prove the propagation of chaos for realistic microscopic interactions (i.e. in our results: hard spheres and true Maxwell molecules); (2) relate the time scales of relaxation of the stochastic process and of the…
We study a class of one-dimensional particle systems with true (Bird type) binary interactions, which includes Kac's model of the Boltzmann equation and nonlinear equations for the evolution of wealth distribution arising in kinetic economic models. We obtain explicit rates of convergence for the Wasserstein distance between the law of the particles and their limiting law, which are linear in time and depend in a mild polynomial manner on the number of particles. The proof is based on a novel coupling between the particle system and a suitable system of nonindependent nonlinear processes, as w…
In this work, we generalize M. Kac's original many-particle binary stochastic model to derive a space homogeneous Boltzmann equation that includes a linear combination of higher-order collisional terms. First, we prove an abstract theorem about convergence from a finite hierarchy to an infinite hierarchy of coupled equations. We apply this convergence theorem on hierarchies for marginals corresponding to the generalized Kac model mentioned above. As a corollary, we prove propagation of chaos for the marginals associated to the generalized Kac model. In particular, the first marginal converges …
In this article we prove existence of the asymptotic entropy for isotropic random walks on regular Fuchsian buildings. Moreover, we give formulae for the asymptotic entropy, and prove that it is equal to the rate of escape of the random walk with respect to the Green distance. When the building arises from a Fuchsian Kac-Moody group our results imply results for random walks induced by bi-invariant measures on these groups, however our results are proven in the general setting without the assumption of any group acting on the building. The main idea is to consider the retraction of the isotrop…
We prove the entropy-chaos property for the system of N undistinguishable interacting diffusions rigorously associated with the ground state of N trapped Bose particles in the Gross-Pitaevskii scaling limit of infinite particles. On the path-space we show that the sequence of probability measures of the one-particle interacting diffusion weakly converges to a limit probability measure, uniquely associated with the minimizer of the Gross-Pitaevskii functional.
Motivated by entropic optimal transport, we investigate an extended notion of solution to the parabolic equation $( \partial_t + b\cdot \nabla + Δ_{ a}/2 +V)g =0$ with a final boundary condition. It is well-known that the viscosity solution $g$ of this PDE is represented by the Feynman-Kac formula when the drift $b$, the diffusion matrix $a$ and the scalar potential $V$ are regular enough and not growing too fast. In this article, $b$ and $V$ are not assumed to be regular and their growth is controlled by a finite entropy condition, allowing for instance $V$ to belong to some Kato class. We sh…
In this paper, we consider the Kac stochastic particle system associated to the spatially homogeneous Boltzmann equation for true hard potentials. We establish a rate of propagation of chaos of the particle system to the unique solution of the Boltzmann equation. We use a probabilistic coupling method and give, under suitable assumptions on the initial condition, a rate of convergence of the empirical measure of the particle system to the solution of the Boltzmann equation for this singular interaction.
We consider the (unique) mild solution $u(t,x)$ of a 1-dimensional stochastic heat equation on $[0,T]\times\mathbb R$ driven by time-homogeneous white noise in the Wick-Skorokhod sense. The main result of this paper is the computation of the spatial derivative of $u(t,x)$, denoted by $\partial_x u(t,x)$, and its representation as a Feynman-Kac type closed form. The chaos expansion of $\partial_x u(t,x)$ makes it possible to find its (optimal) Hölder regularity especially in space.
We establish a version of the Feynman-Kac formula for the multidimensional stochastic heat equation with a multiplicative fractional Brownian sheet. We use the techniques of Malliavin calculus to prove that the process defined by the Feynman-Kac formula is a weak solution of the stochastic heat equation. From the Feynman-Kac formula, we establish the smoothness of the density of the solution and the Hölder regularity in the space and time variables. We also derive a Feynman-Kac formula for the stochastic heat equation in the Skorokhod sense and we obtain the Wiener chaos expansion of the solut…
We derive two estimates for the deviation of the $N$-particle, hard-spheres Kac process from the corresponding Boltzmann equation, measured in expected Wasserstein distance. Particular care is paid to the long-time properties of our estimates, exploiting the stability properties of the limiting Boltzmann equation at the level of realisations of the interacting particle system. As a consequence, we obtain an estimate for the propagation of chaos, uniformly in time and with polynomial rates, as soon as the initial data has a $k^\mathrm{th}$ moment, $k>2$. Our approach is similar to Kac's proposa…
We investigate the uniform reshuffling model for money exchanges: two agents picked uniformly at random redistribute their dollars between them. This stochastic dynamics is of mean-field type and eventually leads to a exponential distribution of wealth. To better understand this dynamics, we investigate its limit as the number of agents goes to infinity. We prove rigorously the so-called propagation of chaos which links the stochastic dynamics to a (limiting) nonlinear partial differential equation (PDE). This deterministic description, which is well-known in the literature, has a flavor of th…
