Authors : Bally, Vlad (Author of the conference)
CIRM (Publisher )
Abstract :
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.
MSC Codes :
35Q20
- Boltzmann equations
60H20
- Stochastic integral equations
76P05
- Rarefied gas flows, Boltzmann equation, See also {82B40, 82C40, 82D05}
35Q83
- Vlasov-like equations
Additional resources :
https://www.cirm-math.fr/RepOrga/2390/Slides/Vlad_Bally.pdf
Film maker : Recanzone, Luca
Language : English
Available date : 27/09/2023
Conference Date : 05/09/2023
Subseries : Research talks
arXiv category : Probability
Mathematical Area(s) : Probability & Statistics
Format : MP4 (.mp4) - HD
Video Time : 00:42:40
Targeted Audience : Researchers ; Graduate Students ; Doctoral Students, Post-Doctoral Students
Download : https://videos.cirm-math.fr/2023-09-05_Bally.mp4
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Event Title : A Random Walk in the Land of Stochastic Analysis and Numerical Probability / Une marche aléatoire dans l'analyse stochastique et les probabilités numériques Event Organizers : Champagnat, Nicolas ; Pagès, Gilles ; Tanré, Etienne ; Tomašević, Milica Dates : 04/09/2023 - 08/09/2023
Event Year : 2023
Event URL : https://conferences.cirm-math.fr/2390.html
DOI : 10.24350/CIRM.V.20088003
Cite this video as:
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
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Bibliography
- 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