June 2022 Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems
Arnaud Guillin, Wei Liu, Liming Wu, Chaoen Zhang
Author Affiliations +
Ann. Appl. Probab. 32(3): 1590-1614 (June 2022). DOI: 10.1214/21-AAP1707

Abstract

In this paper we consider a mean field particle systems whose confinement potentials have many local minima. We establish some explicit and sharp estimates of the spectral gap and logarithmic Sobolev constants uniform in the number of particles. The uniform Poincaré inequality is based on the work of Ledoux (In Séminaire de Probabilités, XXXV (2001) 167–194, Springer) and the uniform logarithmic Sobolev inequality is based on Zegarlinski’s theorem for Gibbs measures, both combined with an explicit estimate of the Lipschitz norm of the Poisson operator for a single particle from (J. Funct. Anal. 257 (2009) 4015–4033). The logarithmic Sobolev inequality then implies the exponential convergence in entropy of the McKean–Vlasov equation with an explicit rate, We need here weaker conditions than the results of (Rev. Mat. Iberoam. 19 (2003) 971–1018) (by means of the displacement convexity approach), (Stochastic Process. Appl. 95 (2001) 109–132; Ann. Appl. Probab. 13 (2003) 540–560) (by Bakry–Emery’s technique) or the recent work (Arch. Ration. Mech. Anal. 208 (2013) 429–445) (by dissipation of the Wasserstein distance).

Funding Statement

W. Liu is supported by the NSFC 12071361 and 11731009, the Fundamental Research Funds for the Central Universities 2042020kf0031 and 2042020kf0217, and CSC.

Acknowledgements

Part of these results were first presented in the “Workshop on stability of functional inequalities and applications” in 2018 in Toulouse which is supported by the Labex CIMI and the ANR project “Entropies, Flots, Inegalites”. We sincerely thank the two referees and the Associate Editor for well-pointed comments which lead to a substantial improvement of the paper.

Citation

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Arnaud Guillin. Wei Liu. Liming Wu. Chaoen Zhang. "Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems." Ann. Appl. Probab. 32 (3) 1590 - 1614, June 2022. https://doi.org/10.1214/21-AAP1707

Information

Received: 1 September 2019; Revised: 1 January 2021; Published: June 2022
First available in Project Euclid: 29 May 2022

MathSciNet: MR4429996
zbMATH: 1503.60150
Digital Object Identifier: 10.1214/21-AAP1707

Subjects:
Primary: 26D10 , ‎39B62 , 60G10

Keywords: Logarithmic Sobolev inequality , McKean–Vlasov equation , mean field particle models , Poincaré inequality

Rights: Copyright © 2022 Institute of Mathematical Statistics

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Vol.32 • No. 3 • June 2022
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