Rate of Convergence in the Smoluchowski-Kramers Approximation for Mean-field Stochastic Differential Equations.

Autor: Son, Ta Cong, Le, Dung Quang, Duong, Manh Hong
Zdroj: Potential Analysis; Mar2024, Vol. 60 Issue 3, p1031-1065, 35p
Abstrakt: 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 L p -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. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index
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