Quantitative propagation of chaos is proved for the 2D stochastic vortex model on the whole space from moderately interacting noisy particles, yielding entropy and energy estimates.
Pathwise quantitative particle approximation of nonlinear stochastic Fokker-Planck equations via relative entropy
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abstract
We derive non-linear stochastic Fokker-Planck equation from stochastic systems particles with individual and environmental noise via relative entropy method, with pathwise quantitative bounds. Moreover, we prove the existence of a unique strong solution to the associated Fokker-Planck equation. Our proof is based on tools from PDE analysis, stochastic analysis, functional inequalities, and also we use the dissipation of entropy which provides some bound on the Fisher information of the particle system. The approach applies to repulsive and attractive kernels.
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math.AP 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
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Quantitative propagation of chaos for 2D stochastic vortex model on the whole space under moderate interactions
Quantitative propagation of chaos is proved for the 2D stochastic vortex model on the whole space from moderately interacting noisy particles, yielding entropy and energy estimates.