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A duality method for mean-field limits with singular interactions

Didier Bresch, Mitia Duerinckx, Pierre-Emmanuel Jabin

TL;DR

This work develops a duality-based framework to derive mean-field limits for both first- and second-order particle systems with singular interactions, allowing arbitrary square-integrable kernels at possibly vanishing temperature. By reformulating the problem via a backward dual Liouville equation, the authors study linear dual correlations in a weighted Hilbert space $L^2_f$, derive a BBGKY-type limit hierarchy for the dual correlations, and prove propagation of chaos toward the Vlasov equation $\partial_t f + v\cdot\nabla_x f + (K\!* f)\cdot\nabla_v f=\alpha\Delta_v f$. They further provide explicit hierarchical equations, robust a priori estimates, a truncated rescaled hierarchy with vanishing remainders, and a quantitative rate of convergence $\|F_{N,k}(t)-f(t)^{\otimes k}\|_{C_c^*} \lesssim (N^{-1/2}+N^{s(1/p-1/2)})^{e^{-Ct}}$, highlighting the role of regularity and diffusion. The method yields convergence to the 2d Euler/Navier–Stokes equations in the first-order setting and delivers convergence rates beyond previous approaches, with potential applicability to a broad class of singular kernels.

Abstract

We introduce a new approach to derive mean-field limits for first- and second-order particle systems with singular interactions. It is based on a duality approach combined with the analysis of linearized dual correlations, and it allows to cover for the first time arbitrary square-integrable interaction forces at possibly vanishing temperature. In case of first-order systems, it allows to recover in particular the mean-field limit to the 2d Euler and Navier-Stokes equations. The approach also provides convergence rates.

A duality method for mean-field limits with singular interactions

TL;DR

This work develops a duality-based framework to derive mean-field limits for both first- and second-order particle systems with singular interactions, allowing arbitrary square-integrable kernels at possibly vanishing temperature. By reformulating the problem via a backward dual Liouville equation, the authors study linear dual correlations in a weighted Hilbert space , derive a BBGKY-type limit hierarchy for the dual correlations, and prove propagation of chaos toward the Vlasov equation . They further provide explicit hierarchical equations, robust a priori estimates, a truncated rescaled hierarchy with vanishing remainders, and a quantitative rate of convergence , highlighting the role of regularity and diffusion. The method yields convergence to the 2d Euler/Navier–Stokes equations in the first-order setting and delivers convergence rates beyond previous approaches, with potential applicability to a broad class of singular kernels.

Abstract

We introduce a new approach to derive mean-field limits for first- and second-order particle systems with singular interactions. It is based on a duality approach combined with the analysis of linearized dual correlations, and it allows to cover for the first time arbitrary square-integrable interaction forces at possibly vanishing temperature. In case of first-order systems, it allows to recover in particular the mean-field limit to the 2d Euler and Navier-Stokes equations. The approach also provides convergence rates.
Paper Structure (9 sections, 15 theorems, 166 equations)

This paper contains 9 sections, 15 theorems, 166 equations.

Key Result

Theorem 1

Let $0\le\alpha<\infty$, let $K\in L^2_{loc}(\Omega;{\mathbb{R}}^d)$, and assume for convenience $K\in L^\infty_{loc}(|x|>1)$. Consider a global weak duality solution $F_N\in L^\infty_{loc}({\mathbb{R}}^+;L^1({\mathbb{D}}^N)\cap L^\infty({\mathbb{D}}^N))$ of the Liouville equation eq:Liouville, in t Then the following propagation of chaos holds: for all $k\ge1$, the $k$th marginal $F_{N,k}$, defin

Theorems & Definitions (29)

  • Theorem 1: Square-integrable interactions
  • Theorem 2: Error estimates
  • Theorem 3: First-order dynamics
  • Proposition 4
  • proof
  • Corollary 5
  • proof
  • Lemma 6
  • proof
  • Lemma 7
  • ...and 19 more