Projects per year
Abstract
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 (Smoluchowski-Kramers approximation) in the Lp-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.
Original language | English |
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Journal | Potential Analysis |
Early online date | 3 Jul 2023 |
DOIs | |
Publication status | E-pub ahead of print - 3 Jul 2023 |
Keywords
- Smoluchowski-Kramers approximation
- Stochastic differential by mean-field
- Total variation distance
- Malliavin calculus
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Dive into the research topics of 'Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations'. Together they form a unique fingerprint.Projects
- 2 Finished
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Rigorous coarse-graining of defects at positive temperature
Duong, H. (Principal Investigator)
Engineering & Physical Science Research Council
1/06/22 → 31/05/23
Project: Research Councils
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Variational structures, convergence to equilibrium and multiscale analysis for non-Markovian systems
Duong, H. (Principal Investigator)
Engineering & Physical Science Research Council
1/02/22 → 30/06/24
Project: Research Councils