Exponential convergence in entropy and Wasserstein for McKean–Vlasov SDEs

نویسندگان

چکیده

The following type of exponential convergence is proved for (non-degenerate or degenerate) McKean–Vlasov SDEs: W2(?t,??)2+Ent(?t|??)?ce??tmin{W2(?0,??)2,Ent(?0|??)},t?1, where c,?>0 are constants, ?t the distribution solution at time t, ?? unique invariant probability measure, Ent relative entropy and W2 L2-Wasserstein distance. In particular, this holds some granular media equations generalizing those studied in Carrillo et al. (2003) Guillin (0000) on a mean field entropy.

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ژورنال

عنوان ژورنال: Nonlinear Analysis-theory Methods & Applications

سال: 2021

ISSN: ['1873-5215', '0362-546X']

DOI: https://doi.org/10.1016/j.na.2021.112259