Convergence to equilibrium for granular media equations and their Euler schemes

Citation
Malrieu, Florent, Convergence to equilibrium for granular media equations and their Euler schemes, Annals of applied probability , 13(2), 2003, pp. 540-560
ISSN journal
10505164
Volume
13
Issue
2
Year of publication
2003
Pages
540 - 560
Database
ACNP
SICI code
Abstract
We introduce a new interacting particle system to investigate the behavior of the nonlinear, nonlocal diffusive equation already studied by Benachour et al. [3, 4]. We first prove an uniform (with respect to time) propagation of chaos. Then, we show that the solution of the nonlinear PDE converges exponentially fast to equilibrium recovering a result established by an other way by Carrillo, McCann and Vilanni [7]. At last we provide explicit and Gaussian confidence intervals for the convergence of an implicit Euler scheme to the stationary distribution of the nonlinear equation.