Weak and strong mean-field limits for stochastic Cucker-Smale particle systems

Weak and strong mean-field limits for stochastic Cucker-Smale particle systems
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随机 Cucker-Smale 粒子系统的弱和强平均场限制

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发表时间:
2019
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通讯作者:
Angelo Rosello
Angelo Rosello
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文献类型:
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作者:
Angelo Rosello

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我们考虑一个具有平均场型相互作用的粒子系统,它被一些常见的和个别的噪声所扰动。当相互作用的核是次线性且仅局部lipschitz连续时,依靠Wasserstein空间中随机测度的紧性论证,我们能够构造相应极限SPDE的弱解。在环境噪声的扩散系数有界的情况下,这种弱收敛可以转化为强L^p(Ω)收敛,从而可以建立粒子系统的混沌传播。所考虑的系统包括集体运动的库克-小模型的扰动。
We consider a particle system with a mean-field-type interaction perturbed by some common and individual noises. When the interacting kernels are sublinear and only locally Lipschitz-continuous, relying on arguments regarding the tightness of random measures in Wasserstein spaces, we are able to construct a weak solution of the corresponding limiting SPDE. In a setup where the diffusion coefficient on the environmental noise is bounded, this weak convergence can be turned into a strong L^p(Ω) convergence and the propagation of chaos for the particle system can be established. The systems considered include perturba- tions of the Cucker-Smale model for collective motion.