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Construction of Boltzmann and McKean Vlasov type flows (the sewing lemma approach)

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Auteurs : Bally, Vlad (Auteur de la Conférence)
CIRM (Editeur )

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Résumé : We are concerned with a mixture of Boltzmann and McKean-Vlasov type equations, this means (in probabilistic terms) equations with coefficients depending on the law of the solution itself, and driven by a Poisson point measure with the intensity depending also on the law of the solution. Both the analytical Boltzmann equation and the probabilistic interpretation initiated by Tanaka (1978) have intensively been discussed in the literature for specific models related to the behavior of gas molecules. In this paper, we consider general abstract coefficients that may include mean field effects and then we discuss the link with specific models as well. In contrast with the usual approach in which integral equations are used in order to state the problem, we employ here a new formulation of the problem in terms of flows of endomorphisms on the space of probability measure endowed with the Wasserstein distance. This point of view already appeared in the framework of rough differential equations. Our results concern existence and uniqueness of the solution, in the formulation of flows, but we also prove that the 'flow solution' is a solution of the classical integral weak equation and admits a probabilistic interpretation. Moreover, we obtain stability results and regularity with respect to the time for such solutions. Finally we prove the convergence of empirical measures based on particle systems to the solution of our problem, and we obtain the rate of convergence. We discuss as examples the homogeneous and the inhomogeneous Boltzmann (Enskog) equation with hard potentials.
Joint work with Aurélien Alfonsi.

Codes MSC :
35Q20 - Boltzmann equations
60H20 - Stochastic integral equations
76P05 - Rarefied gas flows, Boltzmann equation, See also {82B40, 82C40, 82D05}
35Q83 - Vlasov-like equations

Ressources complémentaires :
https://www.cirm-math.fr/RepOrga/2390/Slides/Vlad_Bally.pdf

    Informations sur la Vidéo

    Réalisateur : Recanzone, Luca
    Langue : Anglais
    Date de publication : 27/09/2023
    Date de captation : 05/09/2023
    Sous collection : Research talks
    arXiv category : Probability
    Domaine : Probability & Statistics
    Format : MP4 (.mp4) - HD
    Durée : 00:42:40
    Audience : Researchers ; Graduate Students ; Doctoral Students, Post-Doctoral Students
    Download : https://videos.cirm-math.fr/2023-09-05_Bally.mp4

Informations sur la Rencontre

Nom de la rencontre : A Random Walk in the Land of Stochastic Analysis and Numerical Probability / Une marche aléatoire dans l'analyse stochastique et les probabilités numériques
Organisateurs de la rencontre : Champagnat, Nicolas ; Pagès, Gilles ; Tanré, Etienne ; Tomašević, Milica
Dates : 04/09/2023 - 08/09/2023
Année de la rencontre : 2023
URL Congrès : https://conferences.cirm-math.fr/2390.html

Données de citation

DOI : 10.24350/CIRM.V.20088003
Citer cette vidéo: Bally, Vlad (2023). Construction of Boltzmann and McKean Vlasov type flows (the sewing lemma approach). CIRM. Audiovisual resource. doi:10.24350/CIRM.V.20088003
URI : http://dx.doi.org/10.24350/CIRM.V.20088003

Voir aussi

Bibliographie

  • ALFONSI, Aurélien et BALLY, Vlad. Construction of Boltzmann and McKean Vlasov type flows (the sewing lemma approach). arXiv preprint arXiv:2105.12677, 2021. - https://arxiv.org/abs/2105.12677



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