A law of large numbers for kinetic interacting diffusions
A law of large numbers for kinetic interacting diffusions
We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial differential equations. Under general assumptions that require only weak convergence on the initial datum -- without assuming independence or moment conditions -- we prove convergence in probability to the corresponding non-linear Fokker-Planck PDE.
Carlo Bellingeri、Fabio Coppini
数学物理学
Carlo Bellingeri,Fabio Coppini.A law of large numbers for kinetic interacting diffusions[EB/OL].(2025-06-02)[2025-06-20].https://arxiv.org/abs/2506.01769.点此复制
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