Rate of Convergence in the Smoluchowski-Kramers Approximation for Mean-field Stochastic Differential Equations

被引:0
|
作者
Son, Ta Cong [1 ]
Le, Dung Quang [2 ]
Duong, Manh Hong [3 ]
机构
[1] Vietnam Natl Univ, Univ Sci, Hanoi, Vietnam
[2] Ecole Polytech, Palaiseau, France
[3] Univ Birmingham, Birmingham, England
基金
英国工程与自然科学研究理事会;
关键词
Smoluchowski-Kramers approximation; Stochastic differential by mean-field; Total variation distance; Malliavin calculus; DIFFUSION; LIMIT;
D O I
10.1007/s11118-023-10078-5
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper we study a second-order mean-field stochastic differential systems describing the movement of a particle under the influence of a time-dependent force, a friction, a mean-field interaction and a space and time-dependent stochastic noise. Using techniques from Malliavin calculus, we establish explicit rates of convergence in the zero-mass limit (SmoluchowskiKramers approximation) in the L-p-distances and in the total variation distance for the position process, the velocity process and a re-scaled velocity process to their corresponding limiting processes.
引用
收藏
页码:1031 / 1065
页数:35
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