Probabilistic approach for granular media equations in the non uniformly convex case
Patrick Cattiaux, Guillin Arnaud, Malrieu Florent
Abstract
We use here a particle system to prove a convergence result as well as a deviation inequality for solutions of granular media equation when the confinement potential and the interaction potential are no more uniformly convex. Proof is straightforward, simplifying deeply proofs of Carrillo-McCann-Villani CMV,CMV2 and completing results of Malrieu malrieu03 in the uniformly convex case. It relies on an uniform propagation of chaos property and a direct control in Wasserstein distance of solutions starting with different initial measures. The deviation inequality is obtained via a T\1 transportation cost inequality replacing the logarithmic Sobolev inequality which is no more clearly dimension free.
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