Scaling limit of moderately interacting particle systems with singular interaction and environmental noise

IF 1.8 2区 数学 Q2 STATISTICS & PROBABILITY Annals of Applied Probability Pub Date : 2021-07-08 DOI:10.1214/22-AAP1860
S. Guo, Dejun Luo
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引用次数: 2

Abstract

We consider moderately interacting particle systems with singular interaction kernel and environmental noise. It is shown that the mollified empirical measures converge in strong norms to the unique (local) solutions of nonlinear Fokker-Planck equations. The approach works for the Biot-Savart and repulsive Poisson kernels.
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具有奇异相互作用和环境噪声的中等相互作用粒子系统的标度极限
我们考虑了具有奇异相互作用核和环境噪声的适度相互作用粒子系统。结果表明,软化的经验测度在强范数中收敛于非线性Fokker-Planck方程的唯一(局部)解。该方法适用于Biot-Savart和排斥泊松核。
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来源期刊
Annals of Applied Probability
Annals of Applied Probability 数学-统计学与概率论
CiteScore
2.70
自引率
5.60%
发文量
108
审稿时长
6-12 weeks
期刊介绍: The Annals of Applied Probability aims to publish research of the highest quality reflecting the varied facets of contemporary Applied Probability. Primary emphasis is placed on importance and originality.
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