A law of large numbers for kinetic interacting diffusions
Abstract
We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial differential equations. Under general assumptions that require only weak convergence on the initial datum -- without assuming independence or moment conditions -- we prove convergence in probability to the corresponding non-linear Fokker-Planck PDE.
Fields of Study & Subjects
nanoparticles nucleation surface interactions
Advanced Mathematical Modeling in Engineering
Spectral Theory in Mathematical Physics
Publication details
- Journal / source
- Bernoulli
- Volume
- 32
- Issue
- 3
- Publication date
- 29 April 2026
- Language
- EN