Entropic propagation of chaos for mean field diffusion with $L^p$ interactions via hierarchy, linear growth and fractional noise (2205.02772v5)

Abstract: New quantitative propagation of chaos results for mean field diffusion are proved via local and global entropy estimates. In the first result we work on the torus and consider singular, divergence free interactions $K\in L^p$, $p>d$. We prove a $O(k^{2}/n^2)$ convergence rate in relative entropy between the $k$-marginal laws of the particle system and its limiting law at each time $t$, as long as the same holds at time 0. The proof is based on local estimates via a form of BBGKY hierarchy and exemplifies a method to extend the framework in Lacker [16] to singular interactions. The rate can be made uniform in time combined with the result in [18]. Then we prove quantitative propagation of chaos for interactions that are only assumed to have linear growth. This generalizes to the case where the driving noise is replaced by a fractional Brownian motion $B^H$, for all $H\in(0,1)$. These proofs follow from global estimates and subGaussian concentration inequalities. We obtain $O(k/n)$ convergence rate in relative entropy in each case, yet the rate is only valid on $[0,T^*]$ with $T^*$ a fixed finite constant depending on various parameters of the system.