Rate of Convergence in the Smoluchowski-Kramers Approximation for Mean-field Stochastic Differential Equations

Abstract

AbstractIn this paper we study a second-order mean-field stochastic differential systems describing the movement of a particle under the influence of a time-dependent force, a friction, a mean-field interaction and a space and time-dependent stochastic noise. Using techniques from Malliavin calculus, we establish explicit rates of convergence in the zero-mass limit (Smoluchowski-Kramers approximation) in the $$L^p$$ L p -distances and in the total variation distance for the position process, the velocity process and a re-scaled velocity process to their corresponding limiting processes.