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具有多项式增长的McKean-Vlasov扩散的混沌的熵传播与生成

Entropic Propagation and Generation of Chaos for McKean-Vlasov Diffusions with Polynomial Growth

Matteo Miannay

arXiv 2608.06389首次发表:更新:

AI 中文总结

本文针对具多项式增长势的McKean-Vlasov扩散,通过熵耗散方法证明了[Mal01]未证结果,推广至非混沌非交换初条件,突破Lipschitz设定并获时间一致混沌传播生成界。

AI 中文摘要

我们研究一类具有多项式增长势的McKean-Vlasov方程的时间一致混沌传播与生成问题。采用基于时间一致对数 Sobolev 不等式的熵耗散方法,我们推导了依赖于势的正则性与初始条件假设的时间一致界。由此,我们不仅证明了[Mal01]中已陈述但未证明的结果,还将其推广至非混沌、非交换的初始条件,突破了经典的 Lipschitz 设定,代价是收敛速率出现对数损失。

英文摘要

We study time-uniform propagation and generation of chaos for a class of McKean-Vlasov equations with polynomial growth potentials. Using an entropy dissipation method based on time-uniform logarithmic Sobolev inequalities, we derive uniform-in-time bounds depending on the regularity of the potentials and the assumptions on the initial conditions. We thereby not only establish a result stated but unproven in [Mal01], but also extend it to non-chaotic and non-exchangeable initial conditions, moving beyond the classical Lipschitz setting at the expense of a logarithmic loss in the convergence rate.

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