The small mass limit for a McKean-Vlasov equation with state-dependent friction

被引:0
|
作者
Shi, Chungang [1 ]
Wang, Mengmeng [2 ]
Lv, Yan [1 ]
Wang, Wei [3 ]
机构
[1] Nanjing Univ Sci & Technol, Sch Math & Stat, Nanjing, Peoples R China
[2] Nanjing Inst Technol, Sch Math & Phys, Nanjing, Peoples R China
[3] Nanjing Univ, Dept Math, Nanjing, Peoples R China
基金
中国国家自然科学基金;
关键词
The small mass limit; Smoluchowski-Kramers approximation; State-dependent friction; McKean-Vlasov equation; Averaging; MEAN-FIELD LIMIT; DYNAMICS; PARTICLE; SYSTEMS;
D O I
10.1016/j.jde.2024.08.002
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The small mass limit is derived for a McKean-Vlasov equation with state-dependent friction which is a matrix-valued function. By applying the averaging approach to a non-autonomous slow-fast system with the microscopic and macroscopic scales, the convergence in distribution is obtained. (c) 2024 Published by Elsevier Inc.
引用
收藏
页码:315 / 348
页数:34
相关论文
共 50 条
  • [21] Rate of convergence of a particle method to the solution of the McKean-Vlasov equation
    Antonelli, F
    Kohatsu-Higa, A
    ANNALS OF APPLIED PROBABILITY, 2002, 12 (02): : 423 - 476
  • [22] Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise
    Huang, Xing
    Wang, Feng-Yu
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 514 (01)
  • [23] Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs
    Yongqiang Suo
    Chenggui Yuan
    Acta Applicandae Mathematicae, 2021, 175
  • [24] Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs
    Suo, Yongqiang
    Yuan, Chenggui
    ACTA APPLICANDAE MATHEMATICAE, 2021, 175 (01)
  • [25] McKean-Vlasov SDEs under measure dependent Lyapunov conditions
    Hammersley, William R. P.
    Siska, David
    Szpruch, Lukasz
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021, 57 (02): : 1032 - 1057
  • [26] POISSON EQUATION ON WASSERSTEIN SPACE AND DIFFUSION APPROXIMATIONS FOR MULTISCALE MCKEAN-VLASOV EQUATION
    Li, Yun
    Wu, Fuke
    Xie, Longjie
    SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2024, 56 (02) : 1495 - 1524
  • [27] A limit theorem of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
    Qiao, Huijie
    Zhu, Shengqing
    COMPTES RENDUS MATHEMATIQUE, 2024, 362
  • [28] Controllability of McKean-Vlasov Stochastic Integrodifferential Evolution Equation in Hilbert Spaces
    Park, J. Y.
    Balasubramaniam, P.
    Kang, Y. H.
    NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2008, 29 (11-12) : 1328 - 1346
  • [29] A STOCHASTIC MCKEAN-VLASOV EQUATION FOR ABSORBING DIFFUSIONS ON THE HALF-LINE
    Hambly, Ben
    Ledger, Sean
    ANNALS OF APPLIED PROBABILITY, 2017, 27 (05): : 2698 - 2752
  • [30] McKean-Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations
    Djete, Mao Fabrice
    Possamai, Dylan
    Tan, Xiaolu
    MATHEMATICS OF OPERATIONS RESEARCH, 2022, 47 (04) : 2891 - 2930