On the mean-field limit for the Vlasov-Poisson-Fokker-Planck system (1804.07002v3)

Abstract: We rigorously justify the mean-field limit of a $N$-particle system subject to the Brownian motion and interacting through a Newtonian potential in $\mathbb{R}^3$. Our result leads to a derivation of the Vlasov-Poisson-Fokkker-Planck (VPFP) equation from the microscopic $N$-particle system. More precisely, we show that the maximal distance between the exact microscopic trajectories and trajectories following the the mean-field is bounded by $N^{-\frac{1}{3}+\varepsilon}$ ($\frac{1}{63}\leq\varepsilon<\frac{1}{36}$) for a system with blob size $N^{-\delta}$ ($\frac{1}{3}\leq\delta<\frac{19}{54}-\frac{2\varepsilon}{3}$) up to a probability $1-N^{-\alpha}$ for any $\alpha>0$. Moreover, we prove the convergence rate between the empirical measure associated to the particle system and the solution of the VPFP equations. The technical novelty of this paper is that our estimates crucially rely on the randomness coming from the initial data and from the Brownian motion.