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Uniform-in-time propagation of chaos for mean field Langevin dynamics

Abstract

We study the mean field Langevin dynamics and the associated particle system. By assuming the functional convexity of the energy, we obtain the LpL^p-convergence of the marginal distributions towards the unique invariant measure for the mean field dynamics. Furthermore, we prove the uniform-in-time propagation of chaos in both the L2L^2-Wasserstein metric and relative entropy.

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