Uniform-in-time estimates for mean-field type SDEs and applications
Via constructing an asymptotic coupling by reflection, in this paper we establish uniform-in-time estimates on probability distributions for mean-field type SDEs, where the drift terms under consideration are dissipative merely in the long distance. As applications, we (i) explore the long time esti...
Uloženo v:
| Vydáno v: | Journal of Differential Equations Ročník 440; s. 113445 |
|---|---|
| Hlavní autoři: | , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
Elsevier Inc
25.09.2025
|
| Témata: | |
| ISSN: | 0022-0396 |
| On-line přístup: | Získat plný text |
| Tagy: |
Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|
| Abstract | Via constructing an asymptotic coupling by reflection, in this paper we establish uniform-in-time estimates on probability distributions for mean-field type SDEs, where the drift terms under consideration are dissipative merely in the long distance. As applications, we (i) explore the long time estimate on probability distributions associated with an SDE and its delay version; (ii) investigate the issue on uniform-in-time propagation of chaos for McKean-Vlasov SDEs, where the drifts might be singular with respect to the spatial variables; (iii) tackle the discretization error bounds in an infinite-time horizon for stochastic algorithms (e.g. backward/tamed/adaptive Euler-Maruyama schemes as three typical candidates) associated with McKean-Vlasov SDEs. |
|---|---|
| AbstractList | Via constructing an asymptotic coupling by reflection, in this paper we establish uniform-in-time estimates on probability distributions for mean-field type SDEs, where the drift terms under consideration are dissipative merely in the long distance. As applications, we (i) explore the long time estimate on probability distributions associated with an SDE and its delay version; (ii) investigate the issue on uniform-in-time propagation of chaos for McKean-Vlasov SDEs, where the drifts might be singular with respect to the spatial variables; (iii) tackle the discretization error bounds in an infinite-time horizon for stochastic algorithms (e.g. backward/tamed/adaptive Euler-Maruyama schemes as three typical candidates) associated with McKean-Vlasov SDEs. |
| ArticleNumber | 113445 |
| Author | Bao, Jianhai Hao, Jiaqing |
| Author_xml | – sequence: 1 givenname: Jianhai surname: Bao fullname: Bao, Jianhai email: jianhaibao@tju.edu.cn – sequence: 2 givenname: Jiaqing surname: Hao fullname: Hao, Jiaqing email: hjq_0227@tju.edu.cn |
| BookMark | eNp9j8tqwzAURLVIoUnaD-hOPyD3XtlSYroqafqAQBdt1kKWrkEmlo1kCvn7OqTrrgYGzjBnxRZxiMTYA0KBgPqxKzpPhQSpCsSyqtSCLQGkFFDW-patcu4AEJVWS7Y7xtAOqRchiin0xCnPYSfKfK55TzaKNtDJ8-k8Ev962Wduo-d2HE_B2SkMMd-xm9aeMt3_5ZodX_ffu3dx-Hz72D0fhJMKJ6E2YK3fbGtUja62RFrXW621lw4daaocWCgtam03TVs1KH3VgldoES9FuWZ43XVpyDlRa8Y0f01ng2Au5qYzs7m5mJur-cw8XRmaj_0ESia7QNGRD4ncZPwQ_qF_AbCJZFg |
| Cites_doi | 10.1016/j.jde.2018.04.052 10.1007/s00440-014-0583-7 10.1214/22-AIHP1337 10.1016/j.spa.2018.10.002 10.1016/j.spa.2006.03.002 10.1093/imanum/draa099 10.1016/j.jfa.2005.12.010 10.1214/11-AAP803 10.1007/s00440-015-0673-1 10.1137/S0036142901389530 10.1016/j.spa.2015.04.001 10.1016/j.cam.2021.113725 10.1090/proc/14612 10.1007/s10959-021-01082-9 10.1214/21-AAP1760 10.1016/j.spa.2017.05.006 10.1081/SAP-200026423 10.1214/19-AAP1507 10.5802/jep.235 10.1093/imanum/drad038 10.1016/S0304-4149(02)00150-3 10.1214/15-AAP1140 10.1016/j.na.2015.01.012 10.4171/jems/1413 10.1287/moor.2022.0307 |
| ContentType | Journal Article |
| Copyright | 2025 Elsevier Inc. |
| Copyright_xml | – notice: 2025 Elsevier Inc. |
| DBID | AAYXX CITATION |
| DOI | 10.1016/j.jde.2025.113445 |
| DatabaseName | CrossRef |
| DatabaseTitle | CrossRef |
| DatabaseTitleList | |
| DeliveryMethod | fulltext_linktorsrc |
| Discipline | Mathematics |
| ExternalDocumentID | 10_1016_j_jde_2025_113445 S0022039625004723 |
| GroupedDBID | --K --M --Z -DZ -~X .~1 0R~ 1B1 1RT 1~. 1~5 4.4 457 4G. 5GY 7-5 71M 8P~ 9JN AAEDT AAEDW AAIKJ AAKOC AALRI AAOAW AAQFI AASFE AATTM AAXKI AAXUO ABAOU ABJNI ABLJU ABMAC ACDAQ ACGFS ACNCT ACRLP ACVFH ADBBV ADCNI ADEZE AEBSH AEIPS AEKER AENEX AEUPX AFJKZ AFPUW AFTJW AFXIZ AGCQF AGRNS AGUBO AGYEJ AHHHB AIEXJ AIGII AIGVJ AIIUN AIKHN AITUG AKBMS AKRWK AKYEP ALMA_UNASSIGNED_HOLDINGS AMRAJ ANKPU APXCP ARUGR AXJTR BKOJK BLXMC BNPGV CS3 DM4 DU5 EBS EFBJH EO8 EO9 EP2 EP3 F5P FDB FEDTE FIRID FNPLU FYGXN G-Q GBLVA HVGLF IHE IXB J1W KOM LG5 M41 MCRUF MHUIS MO0 O-L O9- OAUVE OK1 OZT P-8 P-9 P2P PC. Q38 RNS ROL RPZ SDF SDG SDP SES SEW SPC SPCBC SSH SSW T5K TN5 TWZ UPT WH7 YQT ZMT ZU3 ~G- 29K 5VS 6TJ 9DU AAQXK AAYWO AAYXX ABEFU ABFNM ABUFD ABWVN ABXDB ACLOT ACRPL ADFGL ADIYS ADMUD ADNMO ADVLN AEXQZ AFFNX AGHFR AGQPQ ASPBG AVWKF AZFZN CAG CITATION COF D-I EFKBS EFLBG EJD FGOYB G-2 HZ~ M25 MVM OHT R2- SSZ WUQ XPP YYP ZCG ~HD |
| ID | FETCH-LOGICAL-c251t-570aad78915b648ee6698666d2c1ce6e4c0a03a166a7bf4b12d4f0d51a117bf43 |
| ISICitedReferencesCount | 0 |
| ISICitedReferencesURI | http://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=Summon&SrcAuth=ProQuest&DestLinkType=CitingArticles&DestApp=WOS_CPL&KeyUT=001498761700002&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D |
| ISSN | 0022-0396 |
| IngestDate | Sat Nov 29 06:58:50 EST 2025 Sat Jul 05 17:12:42 EDT 2025 |
| IsPeerReviewed | true |
| IsScholarly | true |
| Keywords | Mean-field type SDE 60H10 Propagation of chaos Asymptotic coupling by reflection Stochastic algorithm Uniform-in-time estimate 60F05 60F15 |
| Language | English |
| LinkModel | OpenURL |
| MergedId | FETCHMERGED-LOGICAL-c251t-570aad78915b648ee6698666d2c1ce6e4c0a03a166a7bf4b12d4f0d51a117bf43 |
| ParticipantIDs | crossref_primary_10_1016_j_jde_2025_113445 elsevier_sciencedirect_doi_10_1016_j_jde_2025_113445 |
| PublicationCentury | 2000 |
| PublicationDate | 2025-09-25 |
| PublicationDateYYYYMMDD | 2025-09-25 |
| PublicationDate_xml | – month: 09 year: 2025 text: 2025-09-25 day: 25 |
| PublicationDecade | 2020 |
| PublicationTitle | Journal of Differential Equations |
| PublicationYear | 2025 |
| Publisher | Elsevier Inc |
| Publisher_xml | – name: Elsevier Inc |
| References | Botija-Munoz, Yuan (br0040) 2024; 478 Tran, Kieu, Luong, Ngo (br0230) 2025; 543 Durmus, Eberle, Guillin, Zimmer (br0080) 2020; 148 Reisinger, Stockinger (br0260) 2022; 400 Lim, Neufeld, Sabanis, Zhang (br0210) 2024; 44 Kumar, Reisinger, Neelima, Stockinger (br0180) 2022; 32 Huang (br0150) Suzuki (br0300) Eberle (br0090) 2016; 166 Reiß, Riedle, van Gaans (br0250) 2006; 116 Fang, Giles (br0100) 2020; 30 Sabanis (br0280) 2016; 26 Sznitman (br0310) 1991 Carmona, Delarue (br0060) 2018 dos Reis, Engelhardt, Smith (br0070) 2022; 42 Bao, Huang (br0020) 2022; 35 Schuh (br0290) 2024; 60 Guillin, Le Bris, Monmarché (br0120) 2023; 10 Higham, Mao, Stuart (br0140) 2002; 40 Priola, Wang (br0240) 2006; 236 Yuan, Mao (br0350) 2004; 22 Guillin, Le Bris, Monmarché (br0130) 2025; 27 Bao, Wang, Yuan (br0030) 2015; 125 Wang (br0320) 2018; 128 Lim, Neufeld, Sabanis, Zhang (br0200) 2025 Fournier, Guillin (br0110) 2015; 162 Ren, Wang (br0270) Hutzenthaler, Jentzen, Kloeden (br0170) 2011; 467 Mattingly, Stuart, Higham (br0220) 2002; 101 Hutzenthaler, Jentzen, Kloeden (br0160) 2012; 22 Yang, Li (br0340) 2018; 265 Brosse, Durmus, Moulines, Sabanis (br0050) 2019; 129 Wang (br0330) 2015; 117 Tran (10.1016/j.jde.2025.113445_br0230) 2025; 543 Lim (10.1016/j.jde.2025.113445_br0200) 2025 Guillin (10.1016/j.jde.2025.113445_br0120) 2023; 10 Guillin (10.1016/j.jde.2025.113445_br0130) 2025; 27 Priola (10.1016/j.jde.2025.113445_br0240) 2006; 236 Durmus (10.1016/j.jde.2025.113445_br0080) 2020; 148 Yuan (10.1016/j.jde.2025.113445_br0350) 2004; 22 Higham (10.1016/j.jde.2025.113445_br0140) 2002; 40 Carmona (10.1016/j.jde.2025.113445_br0060) 2018 Eberle (10.1016/j.jde.2025.113445_br0090) 2016; 166 Bao (10.1016/j.jde.2025.113445_br0020) 2022; 35 Wang (10.1016/j.jde.2025.113445_br0320) 2018; 128 Schuh (10.1016/j.jde.2025.113445_br0290) 2024; 60 Bao (10.1016/j.jde.2025.113445_br0030) 2015; 125 Hutzenthaler (10.1016/j.jde.2025.113445_br0160) 2012; 22 Reiß (10.1016/j.jde.2025.113445_br0250) 2006; 116 Fang (10.1016/j.jde.2025.113445_br0100) 2020; 30 Sabanis (10.1016/j.jde.2025.113445_br0280) 2016; 26 Lim (10.1016/j.jde.2025.113445_br0210) 2024; 44 Ren (10.1016/j.jde.2025.113445_br0270) Sznitman (10.1016/j.jde.2025.113445_br0310) 1991 Brosse (10.1016/j.jde.2025.113445_br0050) 2019; 129 Hutzenthaler (10.1016/j.jde.2025.113445_br0170) 2011; 467 Yang (10.1016/j.jde.2025.113445_br0340) 2018; 265 Suzuki (10.1016/j.jde.2025.113445_br0300) Huang (10.1016/j.jde.2025.113445_br0150) Fournier (10.1016/j.jde.2025.113445_br0110) 2015; 162 Kumar (10.1016/j.jde.2025.113445_br0180) 2022; 32 Mattingly (10.1016/j.jde.2025.113445_br0220) 2002; 101 Botija-Munoz (10.1016/j.jde.2025.113445_br0040) 2024; 478 Reisinger (10.1016/j.jde.2025.113445_br0260) 2022; 400 dos Reis (10.1016/j.jde.2025.113445_br0070) 2022; 42 Wang (10.1016/j.jde.2025.113445_br0330) 2015; 117 |
| References_xml | – volume: 26 start-page: 2083 year: 2016 end-page: 2105 ident: br0280 article-title: Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients publication-title: Ann. Appl. Probab. – volume: 35 start-page: 1187 year: 2022 end-page: 1215 ident: br0020 article-title: Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients publication-title: J. Theor. Probab. – volume: 40 start-page: 1041 year: 2002 end-page: 1063 ident: br0140 article-title: Strong convergence of Euler-type methods for nonlinear stochastic differential equations publication-title: SIAM J. Numer. Anal. – volume: 129 start-page: 3638 year: 2019 end-page: 3663 ident: br0050 article-title: The tamed unadjusted Langevin algorithm publication-title: Stoch. Process. Appl. – volume: 467 start-page: 1563 year: 2011 end-page: 1576 ident: br0170 article-title: Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients publication-title: Proc. R. Soc. Lond. Ser. A, Math. Phys. Eng. Sci. – volume: 42 start-page: 874 year: 2022 end-page: 922 ident: br0070 article-title: Simulation of McKean-Vlasov SDEs with super-linear growth publication-title: IMA J. Numer. Anal. – volume: 478 year: 2024 ident: br0040 article-title: Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: strong convergence and almost sure exponential stability publication-title: Appl. Math. Comput. – volume: 543 year: 2025 ident: br0230 article-title: On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients publication-title: J. Math. Anal. Appl. – year: 1991 ident: br0310 article-title: Topics in Propagation of Chaos – volume: 101 start-page: 185 year: 2002 end-page: 232 ident: br0220 article-title: Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise publication-title: Stoch. Process. Appl. – ident: br0270 article-title: Entropy estimate between diffusion processes with application to nonlinear Fokker-Planck equations – year: 2025 ident: br0200 article-title: Langevin dynamics based algorithm e-TH publication-title: Math. Oper. Res. – volume: 148 start-page: 5387 year: 2020 end-page: 5398 ident: br0080 article-title: An elementary approach to uniform in time propagation of chaos publication-title: Proc. Am. Math. Soc. – volume: 10 start-page: 867 year: 2023 end-page: 916 ident: br0120 article-title: On systems of particles in singular repulsive interaction in dimension one: log and Riesz gas publication-title: J. Éc. Polytech. Math. – volume: 60 start-page: 753 year: 2024 end-page: 789 ident: br0290 article-title: Global contractivity for Langevin dynamics with distribution-dependent forces and uniform in time propagation of chaos publication-title: Ann. Inst. Henri Poincaré Probab. Stat. – volume: 125 start-page: 3636 year: 2015 end-page: 3656 ident: br0030 article-title: Hypercontractivity for functional stochastic differential equations publication-title: Stoch. Process. Appl. – volume: 30 start-page: 526 year: 2020 end-page: 560 ident: br0100 article-title: Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift publication-title: Ann. Appl. Probab. – volume: 32 start-page: 3283 year: 2022 end-page: 3330 ident: br0180 article-title: Well-posedness and tamed schemes for McKean-Vlasov equations with common noise publication-title: Ann. Appl. Probab. – volume: 236 start-page: 244 year: 2006 end-page: 264 ident: br0240 article-title: Gradient estimates for diffusion semigroups with singular coefficients publication-title: J. Funct. Anal. – ident: br0300 article-title: Weak convergence of approximate reflection coupling and its application to non-convex optimization – year: 2018 ident: br0060 article-title: Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games – volume: 128 start-page: 595 year: 2018 end-page: 621 ident: br0320 article-title: Distribution dependent SDEs for Landau type equations publication-title: Stoch. Process. Appl. – volume: 22 start-page: 1133 year: 2004 end-page: 1150 ident: br0350 article-title: Stability in distribution of numerical solutions for stochastic differential equations publication-title: Stoch. Anal. Appl. – volume: 22 start-page: 1611 year: 2012 end-page: 1641 ident: br0160 article-title: Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients publication-title: Ann. Appl. Probab. – volume: 44 start-page: 1464 year: 2024 end-page: 1559 ident: br0210 article-title: Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function publication-title: IMA J. Numer. Anal. – volume: 162 start-page: 707 year: 2015 end-page: 738 ident: br0110 article-title: On the rate of convergence in Wasserstein distance of the empirical measure publication-title: Probab. Theory Relat. Fields – ident: br0150 article-title: Propagation of chaos for mean field interacting particle system with multiplicative noise – volume: 116 start-page: 1409 year: 2006 end-page: 1432 ident: br0250 article-title: Delay differential equations driven by Lévy processes: stationarity and Feller properties publication-title: Stoch. Process. Appl. – volume: 166 start-page: 851 year: 2016 end-page: 886 ident: br0090 article-title: Reflection couplings and contraction rates for diffusions publication-title: Probab. Theory Relat. Fields – volume: 117 start-page: 169 year: 2015 end-page: 188 ident: br0330 article-title: Asymptotic couplings by reflection and applications for nonlinear monotone SPDEs publication-title: Nonlinear Anal. – volume: 27 start-page: 2359 year: 2025 end-page: 2386 ident: br0130 article-title: Uniform in time propagation of chaos for the 2D vortex model and other singular stochastic systems publication-title: J. Eur. Math. Soc. – volume: 400 year: 2022 ident: br0260 article-title: An adaptive Euler-Maruyama scheme for McKean-Vlasov SDEs with super-linear growth and application to the mean-field FitzHugh-Nagumo model publication-title: J. Comput. Appl. Math. – volume: 265 start-page: 2921 year: 2018 end-page: 2967 ident: br0340 article-title: Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons publication-title: J. Differ. Equ. – ident: 10.1016/j.jde.2025.113445_br0300 – volume: 265 start-page: 2921 year: 2018 ident: 10.1016/j.jde.2025.113445_br0340 article-title: Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons publication-title: J. Differ. Equ. doi: 10.1016/j.jde.2018.04.052 – volume: 162 start-page: 707 year: 2015 ident: 10.1016/j.jde.2025.113445_br0110 article-title: On the rate of convergence in Wasserstein distance of the empirical measure publication-title: Probab. Theory Relat. Fields doi: 10.1007/s00440-014-0583-7 – volume: 60 start-page: 753 year: 2024 ident: 10.1016/j.jde.2025.113445_br0290 article-title: Global contractivity for Langevin dynamics with distribution-dependent forces and uniform in time propagation of chaos publication-title: Ann. Inst. Henri Poincaré Probab. Stat. doi: 10.1214/22-AIHP1337 – volume: 129 start-page: 3638 year: 2019 ident: 10.1016/j.jde.2025.113445_br0050 article-title: The tamed unadjusted Langevin algorithm publication-title: Stoch. Process. Appl. doi: 10.1016/j.spa.2018.10.002 – volume: 116 start-page: 1409 year: 2006 ident: 10.1016/j.jde.2025.113445_br0250 article-title: Delay differential equations driven by Lévy processes: stationarity and Feller properties publication-title: Stoch. Process. Appl. doi: 10.1016/j.spa.2006.03.002 – volume: 42 start-page: 874 year: 2022 ident: 10.1016/j.jde.2025.113445_br0070 article-title: Simulation of McKean-Vlasov SDEs with super-linear growth publication-title: IMA J. Numer. Anal. doi: 10.1093/imanum/draa099 – year: 1991 ident: 10.1016/j.jde.2025.113445_br0310 – volume: 236 start-page: 244 year: 2006 ident: 10.1016/j.jde.2025.113445_br0240 article-title: Gradient estimates for diffusion semigroups with singular coefficients publication-title: J. Funct. Anal. doi: 10.1016/j.jfa.2005.12.010 – volume: 22 start-page: 1611 year: 2012 ident: 10.1016/j.jde.2025.113445_br0160 article-title: Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients publication-title: Ann. Appl. Probab. doi: 10.1214/11-AAP803 – volume: 166 start-page: 851 year: 2016 ident: 10.1016/j.jde.2025.113445_br0090 article-title: Reflection couplings and contraction rates for diffusions publication-title: Probab. Theory Relat. Fields doi: 10.1007/s00440-015-0673-1 – volume: 40 start-page: 1041 year: 2002 ident: 10.1016/j.jde.2025.113445_br0140 article-title: Strong convergence of Euler-type methods for nonlinear stochastic differential equations publication-title: SIAM J. Numer. Anal. doi: 10.1137/S0036142901389530 – volume: 125 start-page: 3636 year: 2015 ident: 10.1016/j.jde.2025.113445_br0030 article-title: Hypercontractivity for functional stochastic differential equations publication-title: Stoch. Process. Appl. doi: 10.1016/j.spa.2015.04.001 – volume: 400 year: 2022 ident: 10.1016/j.jde.2025.113445_br0260 article-title: An adaptive Euler-Maruyama scheme for McKean-Vlasov SDEs with super-linear growth and application to the mean-field FitzHugh-Nagumo model publication-title: J. Comput. Appl. Math. doi: 10.1016/j.cam.2021.113725 – volume: 148 start-page: 5387 year: 2020 ident: 10.1016/j.jde.2025.113445_br0080 article-title: An elementary approach to uniform in time propagation of chaos publication-title: Proc. Am. Math. Soc. doi: 10.1090/proc/14612 – volume: 35 start-page: 1187 year: 2022 ident: 10.1016/j.jde.2025.113445_br0020 article-title: Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients publication-title: J. Theor. Probab. doi: 10.1007/s10959-021-01082-9 – volume: 32 start-page: 3283 year: 2022 ident: 10.1016/j.jde.2025.113445_br0180 article-title: Well-posedness and tamed schemes for McKean-Vlasov equations with common noise publication-title: Ann. Appl. Probab. doi: 10.1214/21-AAP1760 – volume: 128 start-page: 595 year: 2018 ident: 10.1016/j.jde.2025.113445_br0320 article-title: Distribution dependent SDEs for Landau type equations publication-title: Stoch. Process. Appl. doi: 10.1016/j.spa.2017.05.006 – volume: 22 start-page: 1133 year: 2004 ident: 10.1016/j.jde.2025.113445_br0350 article-title: Stability in distribution of numerical solutions for stochastic differential equations publication-title: Stoch. Anal. Appl. doi: 10.1081/SAP-200026423 – volume: 543 issue: 2, Part 2 year: 2025 ident: 10.1016/j.jde.2025.113445_br0230 article-title: On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients publication-title: J. Math. Anal. Appl. – volume: 30 start-page: 526 year: 2020 ident: 10.1016/j.jde.2025.113445_br0100 article-title: Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift publication-title: Ann. Appl. Probab. doi: 10.1214/19-AAP1507 – volume: 10 start-page: 867 year: 2023 ident: 10.1016/j.jde.2025.113445_br0120 article-title: On systems of particles in singular repulsive interaction in dimension one: log and Riesz gas publication-title: J. Éc. Polytech. Math. doi: 10.5802/jep.235 – ident: 10.1016/j.jde.2025.113445_br0270 – volume: 44 start-page: 1464 year: 2024 ident: 10.1016/j.jde.2025.113445_br0210 article-title: Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function publication-title: IMA J. Numer. Anal. doi: 10.1093/imanum/drad038 – volume: 101 start-page: 185 year: 2002 ident: 10.1016/j.jde.2025.113445_br0220 article-title: Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise publication-title: Stoch. Process. Appl. doi: 10.1016/S0304-4149(02)00150-3 – volume: 26 start-page: 2083 year: 2016 ident: 10.1016/j.jde.2025.113445_br0280 article-title: Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients publication-title: Ann. Appl. Probab. doi: 10.1214/15-AAP1140 – ident: 10.1016/j.jde.2025.113445_br0150 – volume: 117 start-page: 169 year: 2015 ident: 10.1016/j.jde.2025.113445_br0330 article-title: Asymptotic couplings by reflection and applications for nonlinear monotone SPDEs publication-title: Nonlinear Anal. doi: 10.1016/j.na.2015.01.012 – volume: 27 start-page: 2359 year: 2025 ident: 10.1016/j.jde.2025.113445_br0130 article-title: Uniform in time propagation of chaos for the 2D vortex model and other singular stochastic systems publication-title: J. Eur. Math. Soc. doi: 10.4171/jems/1413 – year: 2025 ident: 10.1016/j.jde.2025.113445_br0200 article-title: Langevin dynamics based algorithm e-THεO POULA for stochastic optimization problems with discontinuous stochastic gradient publication-title: Math. Oper. Res. doi: 10.1287/moor.2022.0307 – year: 2018 ident: 10.1016/j.jde.2025.113445_br0060 – volume: 467 start-page: 1563 year: 2011 ident: 10.1016/j.jde.2025.113445_br0170 article-title: Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients publication-title: Proc. R. Soc. Lond. Ser. A, Math. Phys. Eng. Sci. – volume: 478 year: 2024 ident: 10.1016/j.jde.2025.113445_br0040 article-title: Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: strong convergence and almost sure exponential stability publication-title: Appl. Math. Comput. |
| SSID | ssj0011565 |
| Score | 2.4489913 |
| Snippet | Via constructing an asymptotic coupling by reflection, in this paper we establish uniform-in-time estimates on probability distributions for mean-field type... |
| SourceID | crossref elsevier |
| SourceType | Index Database Publisher |
| StartPage | 113445 |
| SubjectTerms | Asymptotic coupling by reflection Mean-field type SDE Propagation of chaos Stochastic algorithm Uniform-in-time estimate |
| Title | Uniform-in-time estimates for mean-field type SDEs and applications |
| URI | https://dx.doi.org/10.1016/j.jde.2025.113445 |
| Volume | 440 |
| WOSCitedRecordID | wos001498761700002&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D |
| hasFullText | 1 |
| inHoldings | 1 |
| isFullTextHit | |
| isPrint | |
| journalDatabaseRights | – providerCode: PRVESC databaseName: Elsevier SD Freedom Collection Journals 2021 issn: 0022-0396 databaseCode: AIEXJ dateStart: 20211209 customDbUrl: isFulltext: true dateEnd: 99991231 titleUrlDefault: https://www.sciencedirect.com omitProxy: false ssIdentifier: ssj0011565 providerName: Elsevier |
| link | http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwtV1bSxwxFA517YN9KG2tqL2Qhz4pKZNMMpM8im5pSyuCFvZtSCZZ3AXHy67Fn-85k8nuuipUoS_DctjMwPlC5ptz-Q4hX4QYZq40jnlhPMPWSqaVs0w7L4J0DkhKq67_qzw81IOBOeoGLE7acQJl0-ibG3PxX6EGG4CNrbNPgHt2UzDAbwAdrgA7XP8JeGCRSETZqGE4OH4XZTTOkFG2FYVnwTasLVuL0dfjg35UaV7MZD_CWA-6YSpTjLL3L68X_tzGQmMSB_bbqR3NT7ZkvUwvyS7GIBQWRMR-5Bj4Ss0vd2oz20aALI8DadNhKqP40r2DOcYIxl_HHrVJhcJZMjIKSS7pXWP6WOBtgZyhlGW-QlZFqYzukdW9H_3Bz1mSCD49VRKDxwUpad2W7y096GHasUAlTt6Q151H6V7E7i15EZp35NXvmYDuZJ3sL6FIZyhSMNM5ihRRpIgiBRTpIorvyZ9v_ZP976ybd8FqYJlTpsrMWl9qw5UrpA6hKIyGz0sval6HIsg6s1lueVHY0g2l48LLYeYVt5yjId8gvea8CZuElrX2suA-H3opvRFOWBwrY2svlasN3yI7yR3VRZQ1qVK937gC31Xouyr6bovI5LCq42WRb1WA7uPLtp-37ANZm2_Bj6Q3vboOn8jL-u90NLn63O2BWw3SWqY |
| linkProvider | Elsevier |
| openUrl | ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=Uniform-in-time+estimates+for+mean-field+type+SDEs+and+applications&rft.jtitle=Journal+of+Differential+Equations&rft.au=Bao%2C+Jianhai&rft.au=Hao%2C+Jiaqing&rft.date=2025-09-25&rft.pub=Elsevier+Inc&rft.issn=0022-0396&rft.volume=440&rft_id=info:doi/10.1016%2Fj.jde.2025.113445&rft.externalDocID=S0022039625004723 |
| thumbnail_l | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=0022-0396&client=summon |
| thumbnail_m | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=0022-0396&client=summon |
| thumbnail_s | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=0022-0396&client=summon |