On the diffusive-mean field limit for weakly interacting diffusions
exhibiting phase transitions
exhibiting phase transitions
File(s)Delgadino2021_Article_OnTheDiffusive-MeanFieldLimitF.pdf (893.61 KB)
Published version
Author(s)
Delgadino, Matias G
Gvalani, Rishabh S
Pavliotis, Grigorios
Type
Journal Article
Abstract
The objective of this article is to analyse the statistical behaviour of a large number of weakly interacting diffusion processes evolving under the influence of a periodic interaction potential. We focus our attention on the combined mean field and diffusive (homogenisation) limits. In particular, we show that these two limits do not commute if the mean field system constrained to the torus undergoes a phase transition, that is to say, if it admits more than one steady state. A typical example of such a system on the torus is given by the noisy Kuramoto model of mean field plane rotators. As a by-product of our main results, we also analyse the energetic consequences of the central limit theorem for fluctuations around the mean field limit and derive optimal rates of convergence in relative entropy of the Gibbs measure to the (unique) limit of the mean field energy below the critical temperature.
Date Issued
2021-07-01
Date Acceptance
2021-03-23
Citation
Archive for Rational Mechanics and Analysis, 2021, 241, pp.91-148
ISSN
0003-9527
Publisher
Springer
Start Page
91
End Page
148
Journal / Book Title
Archive for Rational Mechanics and Analysis
Volume
241
Copyright Statement
© The Author(s) 2021. This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.
License URL
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Grant Number
EP/P031587/1
Subjects
Science & Technology
Physical Sciences
Technology
Mathematics, Applied
Mechanics
Mathematics
REVERSIBLE MARKOV-PROCESSES
CONTRACTION RATES
EQUILIBRIUM
CHAOS
FLUCTUATIONS
PROPAGATION
CONVERGENCE
COUPLINGS
SYSTEMS
THEOREM
math.AP
math.AP
math.PR
0101 Pure Mathematics
0102 Applied Mathematics
General Physics
Publication Status
Published
Date Publish Online
2021-04-25