Sampling from the mean-field stationary distribution

Y Kook, MS Zhang, S Chewi… - The Thirty Seventh …, 2024 - proceedings.mlr.press
We study the complexity of sampling from the stationary distribution of a mean-field SDE, or
equivalently, the complexity of minimizing a functional over the space of probability …

Lectures on Coulomb and Riesz gases

S Serfaty - arXiv preprint arXiv:2407.21194, 2024 - arxiv.org
arXiv:2407.21194v1 [math-ph] 30 Jul 2024 Page 1 Lectures on Coulomb and Riesz Gases
Sylvia Serfaty arXiv:2407.21194v1 [math-ph] 30 Jul 2024 Page 2 Page 3 Contents Preface 5 …

Sharp commutator estimates of all order for Coulomb and Riesz modulated energies

M Rosenzweig, S Serfaty - arXiv preprint arXiv:2407.15650, 2024 - arxiv.org
We prove functional inequalities in any dimension controlling the iterated derivatives along a
transport of the Coulomb or super-Coulomb Riesz modulated energy in terms of the …

Quantitative propagation of chaos for non-exchangeable diffusions via first-passage percolation

D Lacker, LC Yeung, F Zhou - arXiv preprint arXiv:2409.08882, 2024 - arxiv.org
This paper develops a non-asymptotic approach to mean field approximations for systems of
$ n $ diffusive particles interacting pairwise. The interaction strengths are not identical …

The attractive log gas: stability, uniqueness, and propagation of chaos

AC de Courcel, M Rosenzweig, S Serfaty - arXiv preprint arXiv …, 2023 - arxiv.org
We consider overdamped Langevin dynamics for the attractive log gas on the torus
$\mathbb {T}^\mathsf {d} $, for $\mathsf {d}\geq 1$. In dimension $\mathsf {d}= 2$, this model …

Relative entropy and modulated free energy without confinement via self-similar transformation

M Rosenzweig, S Serfaty - arXiv preprint arXiv:2402.13977, 2024 - arxiv.org
This note extends the modulated entropy and free energy methods for proving mean-field
limits/propagation of chaos to the whole space without any confining potential, in contrast to …

Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient

J Grass, A Guillin, C Poquet - arXiv preprint arXiv:2410.20874, 2024 - arxiv.org
We present a method to obtain sharp local propagation of chaos results for a system of N
particles with a diffusion coefficient that it not constant and may depend of the empirical …

Uniform-in-time estimates on the size of chaos for interacting Brownian particles

A Bernou, M Duerinckx - arXiv preprint arXiv:2405.19306, 2024 - arxiv.org
We consider a system of classical Brownian particles interacting via a smooth long-range
potential in the mean-field regime, and we analyze the propagation of chaos in form of …

Size of chaos for Gibbs measures of mean field interacting diffusions

Z Ren, S Wang - arXiv preprint arXiv:2411.14236, 2024 - arxiv.org
We investigate Gibbs measures for diffusive particles interacting through a two-body mean
field energy. By uncovering a gradient structure for the conditional law, we derive sharp …

Uniform-in-Time Estimates on the Size of Chaos for Interacting Particle Systems

P Xie - arXiv preprint arXiv:2411.15406, 2024 - arxiv.org
For any weakly interacting particle system with bounded kernel, we give uniform-in-time
estimates of the $ L^ 2$ norm of correlation functions, provided that the diffusion coefficient …