%0 Unpublished work
%T Construction of Boltzmann and McKean Vlasov type flows (the sewing lemma approach)
%+ Mathematical Risk Handling (MATHRISK)
%+ Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS)
%+ Laboratoire Analyse et Mathématiques Appliquées (LAMA)
%A Alfonsi, Aurélien
%A Bally, Vlad
%Z AA acknowledges the support of the “chaire Risques financiers”, Fondation du Risque
%8 2021-05-28
%D 2021
%Z 2105.12677
%K Sewing lemma
%K Boltzmann equation
%K Enskog equation
%K McKean-Vlasov equation
%K Interacting particle system
%Z 2010 Mathematics Subject Classification.35Q20 35Q83 76P05 60H20
%Z Mathematics [math]/Probability [math.PR]Preprints, Working Papers, ...
%X We are concerned with a mixture of Boltzmann and McKean-Vlasov type equations, this means (in probabilistic terms) equations with coefficients depending on the law of the solution itself,and driven by a Poisson point measure with the intensity depending also on the law of the solution. Both the analytical Boltzmann equation and the probabilistic interpretation initiated by Tanaka (1978) have intensively been discussed in the literature for specific models related to the behavior of gas molecules. In this paper, we consider general abstract coefficients that may include mean field effects and then we discuss the link with specific models as well. In contrast with the usual approach in which integral equations are used in order to state the problem, we employ here a new formulation of the problem in terms of flows of endomorphisms on the space of probability measure endowed with the Wasserstein distance. This point of view already appeared in the framework of rough differential equations. Our results concern existence and uniqueness of the solution, in the formulation of flows, but we also prove that the "flow solution" is a solution of the classical integral weak equation and admits a probabilistic interpretation. Moreover, we obtain stability results and regularity with respect to the time for such solutions. Finally we prove the convergence of empirical measures based on particle systems to the solution of our problem, and we obtain the rate of convergence. We discuss as examples the homogeneous and the inhomogeneous Boltzmann (Enskog) equation with hard potentials.
%G English
%L hal-03241604
%U https://enpc.hal.science/hal-03241604
%~ ENPC
%~ CNRS
%~ INRIA
%~ INRIA-ROCQ
%~ CERMICS
%~ INSMI
%~ PARISTECH
%~ LAMA_UMR8050
%~ PREPRINT
%~ UPEC
%~ TESTALAIN1
%~ INRIA2
%~ UNIV-EIFFEL
%~ U-EIFFEL
%~ UPEM-UNIVEIFFEL