We consider a one-dimensional McKean-Vlasov SDE on a domain and the associated mean-field interacting particle system. The peculiarity of this system is the combination of the interaction, which keeps the average position prescribed, and the reflection at the boundaries; these two factors make the effect of reflection nonlocal. We show pathwise well-posedness for the McKean- Vlasov SDE and convergence for the particle system in the limit of large particle number.
A MCKEAN-VLASOV SDE AND PARTICLE SYSTEM WITH INTERACTION FROM REFLECTING BOUNDARIES / Coghi, M.; Dreyer, W.; Friz, P. K.; Gajewski, P.; Guhlke, C.; Maurelli, M.. - In: SIAM JOURNAL ON MATHEMATICAL ANALYSIS. - ISSN 0036-1410. - 54:2(2022), pp. 2251-2294. [10.1137/21M1409421]
Titolo: | A MCKEAN-VLASOV SDE AND PARTICLE SYSTEM WITH INTERACTION FROM REFLECTING BOUNDARIES | |
Autori: | Coghi, M.; Dreyer, W.; Friz, P. K.; Gajewski, P.; Guhlke, C.; Maurelli, M. | |
Autori Unitn: | ||
Titolo del periodico: | SIAM JOURNAL ON MATHEMATICAL ANALYSIS | |
Anno di pubblicazione: | 2022 | |
Numero e parte del fascicolo: | 2 | |
Codice identificativo Scopus: | 2-s2.0-85128870377 | |
Codice identificativo WOS: | WOS:000798511200002 | |
Digital Object Identifier (DOI): | http://dx.doi.org/10.1137/21M1409421 | |
Handle: | http://hdl.handle.net/11572/345594 | |
Citazione: | A MCKEAN-VLASOV SDE AND PARTICLE SYSTEM WITH INTERACTION FROM REFLECTING BOUNDARIES / Coghi, M.; Dreyer, W.; Friz, P. K.; Gajewski, P.; Guhlke, C.; Maurelli, M.. - In: SIAM JOURNAL ON MATHEMATICAL ANALYSIS. - ISSN 0036-1410. - 54:2(2022), pp. 2251-2294. [10.1137/21M1409421] | |
Appare nelle tipologie: | 03.1 Articolo su rivista (Journal article) |
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