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Inventiones mathematicae

, Volume 214, Issue 1, pp 523–591 | Cite as

Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty }\) kernels

  • Pierre-Emmanuel Jabin
  • Zhenfu Wang
Article
  • 488 Downloads

Abstract

We derive quantitative estimates proving the propagation of chaos for large stochastic systems of interacting particles. We obtain explicit bounds on the relative entropy between the joint law of the particles and the tensorized law at the limit. We have to develop for this new laws of large numbers at the exponential scale. But our result only requires very weak regularity on the interaction kernel in the negative Sobolev space \(\dot{W}^{-1,\infty }\), thus including the Biot–Savart law and the point vortices dynamics for the 2d incompressible Navier–Stokes.

Mathematics Subject Classification

35Q30 60F17 60H10 76R99 

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Authors and Affiliations

  1. 1.CSCAMM and Department of MathematicsUniversity of MarylandCollege ParkUSA
  2. 2.Department of MathematicsUniversity of PennsylvaniaPhiladelphiaUSA

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