Well-posedness and mean-field limit of discontinuous weighted dynamics via the relative entropy method

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Authors: Immanuel Ben Porat, José Antonio Carrillo, Alexandra Holzinger
Cited by: 0
References: 7

Abstract

We consider deterministic particle dynamics with time evolving weights and their associated Kolmogorov equation and mean-field equation. We prove existence and unique- ness for the limit PDE alongside estimates on the growth of the logarithmic gradient as well as existence of weak solutions for the Kolmogorov equation satisfying an appropriate entropy inequality. We then apply these estimates and the relative entropy method as developed in [17], in order to derive the associated equation as a mean field limit. Our results cover both interactions and influence kernels with mild regularity assumptions.

Fields of Study & Subjects

Stochastic processes and statistical mechanics Geometric Analysis and Curvature Flows Stochastic processes and financial applications

Publication details

Journal / source
arXiv (Cornell University)
Publication date
4 March 2026
Language
EN
Document type
Preprint