Optimal coupling for mean field limits

François Bolley (1)

1 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision

We review recent quantitative results on the approximation of mean field diffusion equations by large systems of interacting particles, obtained by optimal coupling methods. These results concern a larger range of models, more precise senses of convergence and links with the long time behaviour of the systems to be considered.

Domaines: Analyse classique [math.CA]; Géométrie différentielle [math.DG]; Equations aux dérivées partielles [math.AP]; Probabilités [math.PR]

François Bolley. Optimal coupling for mean field limits. 2009. ⟨hal-00519404⟩