当前位置: X-MOL 学术Nonlinear Anal. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Exponential convergence in entropy and Wasserstein for McKean–Vlasov SDEs
Nonlinear Analysis ( IF 1.4 ) Pub Date : 2021-01-22 , DOI: 10.1016/j.na.2021.112259
Panpan Ren , Feng-Yu Wang

The following type of exponential convergence is proved for (non-degenerate or degenerate) McKean–Vlasov SDEs: W2(μt,μ)2+Ent(μt|μ)ceλtmin{W2(μ0,μ)2,Ent(μ0|μ)},t1, where c,λ>0 are constants, μt is the distribution of the solution at time t, μ is the unique invariant probability measure, Ent is the relative entropy and W2 is the L2-Wasserstein distance. In particular, this type of exponential convergence holds for some (non-degenerate or degenerate) granular media type equations generalizing those studied in Carrillo et al. (2003) and Guillin et al. (0000) on the exponential convergence in a mean field entropy.



中文翻译:

McKean–Vlasov SDE的熵和Wasserstein的指数收敛

对于(非退化的或退化的)McKean–Vlasov SDE,证明了以下类型的指数收敛: w ^2μŤμ2+恩特μŤ|μCË-λŤ{w ^2μ0μ2恩特μ0|μ}Ť1个 哪里 Cλ>0 是常数 μŤ 是当时解决方案的分布 Ťμ 是唯一不变的概率测度, 恩特 是相对熵, w ^2 是个 大号2-Wasserstein距离。特别是,这种类型的指数收敛适用于某些(非退化的或退化的)粒状介质类型方程,这些方程概括了Carrillo等人研究的方程。(2003)和Guillin等。(0000)关于平均场熵的指数收敛。

更新日期:2021-01-24
down
wechat
bug