Entropic Propagation and Generation of Chaos for McKean-Vlasov Diffusions with Polynomial Growth
We study time-uniform propagation and generation of chaos for a class of McKean-Vlasov equations with polynomial growth potentials. Using an entropy dissipation method based on time-uniform logarithmic Sobolev inequalities, we derive uniform-in-time bounds depending on the regularity of the potentials and the assumptions on the initial conditions. We thereby not only establish a result stated but unproven in [Mal01], but also extend it to non-chaotic and non-exchangeable initial conditions, moving beyond the classical Lipschitz setting at the expense of a logarithmic loss in the convergence rate.
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