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

📅 2022-12-06
🏛️ Annales De L Institut Henri Poincare-probabilites Et Statistiques
📈 Citations: 34
Influential: 9
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🤖 AI Summary
This paper investigates the asymptotic behavior of mean-field Langevin dynamics and their associated particle systems under a functional convexity assumption on the energy. We address two central problems: (i) quantifying the convergence rate of marginal distributions to the unique invariant measure, and (ii) establishing time-uniform propagation of chaos. To this end, we develop a unified analytical framework integrating optimal transport theory, entropy estimates, and probabilistic metric analysis. Our main contribution is the first derivation of *time-uniform* quantitative propagation-of-chaos bounds—both in the $L^2$-Wasserstein distance and relative entropy—where the error bounds depend neither on the initial configuration nor on time horizon. Furthermore, we obtain explicit $L^p$-convergence rates. Crucially, these results circumvent the classical requirement of strong exponential convergence assumptions tied to restrictive initial conditions. The analysis provides a rigorous foundation for large-system limits in nonequilibrium statistical physics and for sampling-based optimization algorithms in machine learning.
📝 Abstract
We study the mean field Langevin dynamics and the associated particle system. By assuming the functional convexity of the energy, we obtain the $L^p$-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 $L^2$-Wasserstein metric and relative entropy.
Problem

Research questions and friction points this paper is trying to address.

Studying mean field Langevin dynamics and particle system convergence properties
Analyzing Lp-convergence of marginal distributions to invariant measures
Proving uniform-in-time propagation of chaos in Wasserstein metric and entropy
Innovation

Methods, ideas, or system contributions that make the work stand out.

Mean field Langevin dynamics particle system
Functional convexity ensures Lp convergence
Uniform-in-time propagation of chaos proven