June 2023 Scaling limit of moderately interacting particle systems with singular interaction and environmental noise
Shuchen Guo, Dejun Luo
Author Affiliations +
Ann. Appl. Probab. 33(3): 2066-2102 (June 2023). DOI: 10.1214/22-AAP1860

Abstract

We consider moderately interacting particle systems with singular interaction kernel and environmental noise. It is shown that the mollified empirical measures converge in strong norms to the unique (local) solutions of nonlinear Fokker–Planck equations. The approach works for the Biot–Savart and repulsive Poisson kernels.

Funding Statement

The second named author was supported by the National Key R&D Program of China (No. 2020YFA0712700), the National Natural Science Foundation of China (Nos. 11931004, 12090014), and the Youth Innovation Promotion Association, CAS (Y2021002).

Citation

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Shuchen Guo. Dejun Luo. "Scaling limit of moderately interacting particle systems with singular interaction and environmental noise." Ann. Appl. Probab. 33 (3) 2066 - 2102, June 2023. https://doi.org/10.1214/22-AAP1860

Information

Received: 1 July 2021; Revised: 1 April 2022; Published: June 2023
First available in Project Euclid: 2 May 2023

MathSciNet: MR4583665
zbMATH: 1511.60144
Digital Object Identifier: 10.1214/22-AAP1860

Subjects:
Primary: 35Q84 , 60H30 , 60K35

Keywords: Entropy , environmental noise , Interacting particle system , moderate interaction , semigroup method

Rights: Copyright © 2023 Institute of Mathematical Statistics

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Vol.33 • No. 3 • June 2023
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