Averaging principles for nonautonomous multiscale McKean-Vlasov stochastic systems

Mathematics > Probability [Submitted on 11 Jun 2026] Title:Averaging principles for nonautonomous multiscale McKean-Vlasov stochastic systems View PDFAbstract:This paper investigates a class of nonautonomous multiscale McKean-Vlasov stochastic systems. By leveraging the nonautonomous Poisson equation, we rigorously establish both strong and weak averaging principles, accompanied by explicit convergence rates. Notably, the coefficients of the averaging equations derived in the general case retain dependence on the scaling parameter $\varepsilon$. However, under the additional assumptions that the fast-scale coefficients are either asymptotically convergent or time-periodic, we demonstrate that the slow component converges, in the strong or weak sense, to averaging equations with coefficients independent of $\varepsilon$. References & Citations Loading... Bibliographic and Citation Tools Bibliographic Explorer (What is the Explorer?) Connected Papers (What is Connected Papers?) Litmaps (What is Litmaps?) scite Smart Citations (What are Smart Citations?) Code, Data and Media Associated with this Article alphaXiv (What is alphaXiv?) CatalyzeX Code Finder for Papers (What is CatalyzeX?) DagsHub (What is DagsHub?) Gotit.pub (What is GotitPub?) Hugging Face (What is Huggingface?) ScienceCast (What is ScienceCast?) Demos Recommenders and Search Tools Influence Flower (What are Influence Flowers?) CORE Recommender (What is CORE?) arXivLabs: experimental projects with community collaborators arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website. Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them. Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.