Biot number

Physics

Random variable

Exponential function

Kullback–Leibler divergence

Mathematics

Mechanics

Sobolev space

Entropy (arrow of time)

Statistical physics

Statistics

Vortex

Mathematical analysis

Law of large numbers

Quantum mechanics

Thermodynamics

Inventiones mathematicae

We derive quantitative estimates proving the propagation of chaos for large stochastic systems of interacting particles. We obtain explicit bounds on the relative entropy between the joint law of the particles and the tensorized law at the limit. We have to develop for this new laws of large numbers at the exponential scale. But our result only requires very weak regularity on the interaction kernel in the negative Sobolev space $$\dot{W}^{-1,\infty }$$ W ˙ - 1 , ∞ , thus including the Biot–Savart law and the point vortices dynamics for the 2d incompressible Navier–Stokes.

Quantitative estimates of propagation of chaos for stochastic systems with $$W^{-1,\infty }$$ W - 1 , ∞ kernels