Skip to content
DraconiticResearch
Search Sources API
197,768 studies31 sourcesUpdated just now
PreprintarXiv licencearXiv

Soft-confinement approximation of no-flux McKean-Vlasov dynamics

Abstract

We study the approximation of the no-flux McKean-Vlasov equation on a bounded convex domain by a whole-space equation with quadratic confinement of strength λ−1 outside the domain. For a smooth bounded interaction kernel and a common bounded initial density with square-integrable gradient, we establish an O(λ1/4) approximation rate. The estimate controls the L2 density error uniformly on every finite time interval and the gradient error in space-time L2. Without interaction, a spectral gap independent of λ yields the O(λ1/4) rate uniformly in time for the density error and uniformly over all unit time intervals for the gradient error. With interaction, we construct a counterexample showing that even weak convergence can fail to be uniform in time.

Related

  1. Learning Generative Dynamics with Soft Path-Law Constraints: A McKean-Vlasov FBSDE Approach
    Samer El Boustany, Samy Mekkaoui, Yadh Hafsi +2
    arXivPreprintCC BY 4.0Full textOptimisation & controlStatisticsarXiv
  2. Metastable confinement of particle systems near linearly stable McKean-Vlasov equilibria
    Samuel Chan-ashing, Quentin Cormier
    arXivPreprintarXiv licenceFull textProbabilityarXiv
  3. Convergence of Densities for the Euler--Maruyama Approximation of Brownian-Driven McKean--Vlasov Equations
    Zhenghan Yin, Xu Sun
    arXivPreprintarXiv licenceFull textProbabilityarXiv
  4. Tamed Euler Approximation of Invariant Measures for Weakly Interacting Particle Systems and McKean--Vlasov Equations
    Lingyan Cheng, Ruinan Li, Shiyu Liu +1
    arXivPreprintCC BY-NC-ND 4.0Full textProbabilityarXiv
  5. State-law dynamics of McKean-Vlasov stochastic reaction-diffusion equations on ℝn: pullback random attractors and zero-noise stability
    Guifen Liu, Yangrong Li
    arXivPreprintarXiv licenceFull textAnalysis & PDEsProbabilityarXiv
BibTeX
@misc{seo2026softconfinement,
  title = {{Soft-confinement approximation of no-flux McKean-Vlasov dynamics}},
  author = {Geuntaek Seo and Yeoneung Kim and Beomjun Choi},
  howpublished = {arXiv},
  year = {2026},
  month = nov,
  doi = {10.48550/arxiv.2611.05431},
  eprint = {2611.05431},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2611.05431},
}
RIS
TY  - UNPB
TI  - Soft-confinement approximation of no-flux McKean-Vlasov dynamics
AU  - Geuntaek Seo
AU  - Yeoneung Kim
AU  - Beomjun Choi
PY  - 2026
DA  - 2026/11/03
PB  - arXiv
DO  - 10.48550/arxiv.2611.05431
UR  - https://arxiv.org/abs/2611.05431
AB  - We study the approximation of the no-flux McKean-Vlasov equation on a bounded convex domain by a whole-space equation with quadratic confinement of strength λ^−1 outside the domain. For a smooth bounded interaction kernel and a common bounded initial density with square-integrable gradient, we establish an O(λ^1/4) approximation rate. The estimate controls the L^2 density error uniformly on every finite time interval and the gradient error in space-time L^2. Without interaction, a spectral gap independent of λ yields the O(λ^1/4) rate uniformly in time for the density error and uniformly over all unit time intervals for the gradient error. With interaction, we construct a counterexample showing that even weak convergence can fail to be uniform in time.
ER  -