Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions

Abstract

In this article, we study the mean field limit of weakly interacting diffusions for confining and interaction potentials that are not necessarily convex. We explore the relationship between the large $N$ limit of the constant in the logarithmic Sobolev inequality (LSI) for the $N$-particle system and the presence or absence of phase transitions for the mean field limit. The non-degeneracy of the LSI constant is shown to have far reaching consequences, especially in the context of uniform-in-time propagation of chaos and the behaviour of equilibrium fluctuations. Our results extend previous results related to unbounded spin systems and recent results on propagation of chaos using novel coupling methods. As incidentals, we provide concise and, to our knowledge, new proofs of a generalised form of Talagrand's inequality and of quantitative propagation of chaos by employing techniques from the theory of gradient flows, specifically the Riemannian calculus on the space of probability measures.

arXiv comment43 pages, 1 figure

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• Propagation of chaos: a review of models, methods and applications. II. Applications
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• Mean field error estimate of the random batch method for large interacting particle system
• Entropy maximization in the two-dimensional Euler equations