Propagation of Chaos for Moderately Interacting Particle Systems Related to Singular Kinetic McKean–Vlasov SDEs

Abstract. We study the propagation of chaos in a class of moderately interacting particle systems for the approximation of singular kinetic McKean–Vlasov SDEs driven by [Formula: see text]-stable processes. Diffusion parts include Brownian ([Formula: see text]) and pure-jump ([Formula: see text] perturbations, and interaction kernels are considered in a nonsmooth anisotropic Besov space. Using the Duhamel formula, sharp density estimates (recently issued in Hao, Röckner, and Zhang [ Ann. Probab ., 54 (2026), pp. 1–62]), and suitable martingale functional inequalities, we obtain direct estimates on the convergence rate between the empirical measure of the particle systems toward the McKean–Vlasov distribution. These estimates further lead to quantitative propagation of chaos results in the weak and strong sense.

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Journal
SIAM Journal on Mathematical Analysis
Published
2026-09-11
DOI
https://doi.org/10.1137/25m1762671
Primary Topic
Particle Dynamics in Fluid Flows
Type
article
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article

Propagation of Chaos for Moderately Interacting Particle Systems Related to Singular Kinetic McKean–Vlasov SDEs

Michael Röckner, Zimo Hao, Stéphane Menozzi, X.-C. Zhang et al.
SIAM Journal on Mathematical Analysis
Particle Dynamics in Fluid Flows
article

Propagation of Chaos for Moderately Interacting Particle Systems Related to Singular Kinetic McKean–Vlasov SDEs

Michael Röckner, Zimo Hao, Stéphane Menozzi, X.-C. Zhang, Jean-François Jabir
article en

Abstract

Abstract. We study the propagation of chaos in a class of moderately interacting particle systems for the approximation of singular kinetic McKean–Vlasov SDEs driven by [Formula: see text]-stable processes. Diffusion parts include Brownian ([Formula: see text]) and pure-jump ([Formula: see text] perturbations, and interaction kernels are considered in a nonsmooth anisotropic Besov space. Using the Duhamel formula, sharp density estimates (recently issued in Hao, Röckner, and Zhang [ Ann. Probab ., 54 (2026), pp. 1–62]), and suitable martingale functional inequalities, we obtain direct estimates on the convergence rate between the empirical measure of the particle systems toward the McKean–Vlasov distribution. These estimates further lead to quantitative propagation of chaos results in the weak and strong sense.

SIAM Journal on Mathematical AnalysisVol. 58(5)
National Research University Higher School of Economics (RU), Beijing Institute of Technology (CN), Bielefeld University (DE), Institute for Systems Analysis (RU), Laboratoire de Mathématiques Blaise Pascal (FR), University of Chinese Academy of Sciences (CN), Laboratoire de Mathématiques et Modélisation d'Évry (FR)
Deutsche Forschungsgemeinschaft, National Natural Science Foundation of China, Russian Science Foundation
Openalex Percentile: Top 100%
Particle Dynamics in Fluid Flows
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