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Strong convergence of propagation of chaos for McKean-Vlasov SDEs with singular interactions

In this work we show the strong convergence of propagation of chaos for the particle approximation of McKean-Vlasov SDEs with singular $L^p$-interactions as well as for the moderate interaction particle systems on the level of particle trajectories. One of the main obstacles is to establish the strong well-posedness of the SDEs for particle systems with singular interaction. To this end, we extend the results on strong well-posedness of Krylov and Röckner \cite{Kr-Ro} to the case of mixed $L^p$-drifts, where the heat kernel estimates play a crucial role. Moreover, when the interaction kernel is bounded measurable, we also obtain the optimal rate of strong convergence, which is partially based on Jabin and Wang's entropy method \cite{JW16} and Zvonkin's transformation.

preprint2022arXivOpen access

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