Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation

DOI10.1007/s40072-013-0014-2zbMath1279.65012arXiv1211.4818OpenAlexW2051897912WikidataQ115375382 ScholiaQ115375382MaRDI QIDQ378033

Julien Reygner, Benjamin Jourdain

Publication date: 20 November 2013

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.4818

zbMATH Keywords

convergencenonlinear evolution equationlong time behaviourparticle systempropagation of chaosWasserstein distanceprobabilistic solutionquasilinear parabolic Cauchy problemsystem of diffusion processes

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Quasilinear parabolic equations (35K59)

Related Items (23)

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