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Convergence rate for moderate interaction particles and application to mean field games

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Author(s):
Knorst, Josue ; Olivera, Christian ; de Souza, Alexandre B.
Total Authors: 3
Document type: Journal article
Source: Journal of Mathematical Analysis and Applications; v. 549, n. 2, p. 20-pg., 2025-05-02.
Abstract

We study two interacting particle systems, both modeled as a system of N stochastic differential equations driven by Brownian motions with singular kernels and moderate interaction. We show a quantitative result where the convergence rate depends on the moderate scaling parameter, the regularity of the solution of the limit equation and the dimension. Our approach is based on the techniques of stochastic calculus, some properties of Besov and Triebel-Lizorkin space, and the semigroup approach introduced in [12]. New techniques are presented to address the difficulty arising from the nonlinear term. (c) 2025 Elsevier Inc. All rights are reserved, including those for text and data mining, AI training, and similar technologies. (AU)

FAPESP's process: 22/13413-0 - Decomposition of flows in averaging principles and stochastic transport equation
Grantee:Josué Knorst
Support Opportunities: Scholarships in Brazil - Post-Doctoral
FAPESP's process: 20/04426-6 - Stochastic dynamics: analytical and geometrical aspects with applications
Grantee:Paulo Regis Caron Ruffino
Support Opportunities: Research Projects - Thematic Grants
FAPESP's process: 22/03379-0 - Stochastic and deterministic analysis for irregular models
Grantee:Christian Horacio Olivera
Support Opportunities: Regular Research Grants