Convergence of diffusion-drift many particle systems in probability under a sobolev norm
Publication
, Conference
Liu, JG; Zhang, Y
Published in: Springer Proceedings in Mathematics and Statistics
January 1, 2016
In this paperwedevelop a newmartingale method to showthe convergence of the regularized empirical measure of many particle systems in probability under a Sobolev norm to the corresponding mean field PDE. Our method works well for the simple case of Fokker Planck equation and we can estimate a lower bound of the rate of convergence. This method can be generalized to more complicated systems with interactions.
Duke Scholars
Published In
Springer Proceedings in Mathematics and Statistics
DOI
EISSN
2194-1017
ISSN
2194-1009
Publication Date
January 1, 2016
Volume
162
Start / End Page
195 / 223
Citation
APA
Chicago
ICMJE
MLA
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Liu, J. G., & Zhang, Y. (2016). Convergence of diffusion-drift many particle systems in probability under a sobolev norm. In Springer Proceedings in Mathematics and Statistics (Vol. 162, pp. 195–223). https://doi.org/10.1007/978-3-319-32144-8_10
Liu, J. G., and Y. Zhang. “Convergence of diffusion-drift many particle systems in probability under a sobolev norm.” In Springer Proceedings in Mathematics and Statistics, 162:195–223, 2016. https://doi.org/10.1007/978-3-319-32144-8_10.
Liu JG, Zhang Y. Convergence of diffusion-drift many particle systems in probability under a sobolev norm. In: Springer Proceedings in Mathematics and Statistics. 2016. p. 195–223.
Liu, J. G., and Y. Zhang. “Convergence of diffusion-drift many particle systems in probability under a sobolev norm.” Springer Proceedings in Mathematics and Statistics, vol. 162, 2016, pp. 195–223. Scopus, doi:10.1007/978-3-319-32144-8_10.
Liu JG, Zhang Y. Convergence of diffusion-drift many particle systems in probability under a sobolev norm. Springer Proceedings in Mathematics and Statistics. 2016. p. 195–223.
Published In
Springer Proceedings in Mathematics and Statistics
DOI
EISSN
2194-1017
ISSN
2194-1009
Publication Date
January 1, 2016
Volume
162
Start / End Page
195 / 223