Uniform-in-time weak propagation of chaos for consensus-based optimization
Abstract
We study the uniform-in-time weak propagation of chaos for the consensus-based optimization (CBO) method on a bounded searching domain. We apply the methodology for studying long-time behaviors of interacting particle systems developed in the work of (Ann. Inst. Henri Poincaré Probab. Stat. 61 (2025) 1021–1074). Our work shows that the weak error has order O(N−1) uniformly in time, where N denotes the number of particles. The main strategy behind the proofs are the decomposition of the weak errors using the linearized Fokker–Planck equations and the exponential decay of their Sobolev norms. Consequently, our result leads to the joint convergence of the empirical distribution of the CBO particle system to the Dirac-delta distribution at the global minimizer in population size and running time in Wasserstein-type metrics.
Fields of Study & Subjects
Nonlinear Dynamics and Pattern Formation
stochastic dynamics and bifurcation
Distributed Control Multi-Agent Systems
Publication details
- Journal / source
- The Annals of Applied Probability
- Volume
- 36
- Issue
- 3
- Publication date
- 1 June 2026
- Language
- EN