Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel
Résumé
We propose a new approach to obtain quantitative convergence of moderately interacting
particle systems to solutions of nonlinear Fokker-Planck equations with singular kernels. Our
result only requires very weak regularity on the interaction kernel, including the Biot-Savart
kernel, the family of Keller-Segel kernels in arbitrary dimension, and more generally singular
Riesz kernels. This seems to be the first time that such quantitative convergence results are
obtained in Lebesgue and Sobolev norms for the aforementioned kernels. In particular, this
convergence holds locally in time for PDEs exhibiting a blow-up in finite time. The proof
is based on a semigroup approach combined with stochastic calculus techniques, and we also
exploit the regularity of the solutions of the limiting equation.
Furthermore, we obtain well-posedness for the McKean-Vlasov SDEs involving these singular kernels and we prove the trajectorial propagation of chaos for the associated moderately
interacting particle systems
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