A λ-convexity based proof for the propagation of chaos for weakly interacting stochastic particles

Abstract

In this work we give a proof of the mean-field limit for λ-convex potentials using a purely variational viewpoint. Our approach is based on the observation that all evolution equations that we study can be written as gradient flows of functionals at different levels: in the set of probability measures, in the set of symmetric probability measures on N variables, and in the set of probability measures on probability measures. This basic fact allows us to rely on Γ-convergence tools for gradient flows to complete the proof by identifying the limits of the different terms in the Evolutionary Variational Inequalities (EVIs) associated to each gradient flow. The λ-convexity of the confining and interaction potentials is crucial for the unique identification of the limits and for deriving the EVIs at each description level of the interacting particle system.