Small mass limit for stochastic interacting particle systems with Lvy noise and linear alignment force

CHAOS(2024)

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摘要
We study the small mass limit in mean field theory for an interacting particle system with non-Gaussian Levy noise. When the Levy noise has a finite second moment, we obtain the limit equation with convergence rate epsilon + 1/epsilon N, by taking first the mean field limit N -> infinity and then the small mass limit epsilon -> 0. If the order of the two limits is exchanged, the limit equation remains the same but has a different convergence rate epsilon + 1 / N. However, when the Levy noise is alpha-stable, which has an infinite second moment, we can only obtain the limit equation by taking first the small mass limit and then the mean field limit, with the convergence rate 1 /N alpha-1 + 1/N-p2 + epsilon(p/alpha )where p is an element of (1 , alpha). This provides an effectively limit model for an interacting particle system under a non-Gaussian Levy fluctuation, with rigorous error estimates.
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