Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation

Bolley, François; Guillin, Arnaud; Malrieu, Florent

ESAIM: Modélisation mathématique et analyse numérique, Tome 44 (2010) no. 5, pp. 867-884.

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium in Wasserstein distance with an explicit exponential rate. We also prove a propagation of chaos property for an associated particle system, and give rates on the approximation of the solution by the particle system. Finally, a transportation inequality for the distribution of the particle system leads to quantitative deviation bounds on the approximation of the equilibrium solution of the equation by an empirical mean of the particles at given time.

Classification : 65C35, 35K55, 65C05, 82C22, 26D10, 60E15
Mots clés : Vlasov-Fokker-Planck equation, particular approximation, concentration inequalities, transportation inequalities

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