Global contractivity for Langevin dynamics with distribution-dependent forces and uniform in time propagation of chaos

Abstract

We study the long-time behaviour of both the classical second-order Langevin dynamics and the nonlinear second-order Langevin dynamics of McKean-Vlasov type. By a coupling approach, we establish global contraction in an $L^1$ Wasserstein distance with an explicit dimension-free rate for pairwise weak interactions. For external forces corresponding to a $\kappa$-strongly convex potential, a contraction rate of order $\mathcal{O}(\sqrt{\kappa })$ is obtained in certain cases. But the contraction result is not restricted to these forces. It rather includes multi-well potentials and non-gradient-type external forces as well as non-gradient-type repulsive and attractive interaction forces. The proof is based on a novel distance function which combines two contraction results for large and small distances and uses a coupling approach adjusted to the distance. By applying a componentwise adaptation of the coupling we provide uniform in time propagation of chaos bounds for the corresponding mean-field particle system.

34 pages, 2 figures

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