» Articles » PMID: 29769758

Mean Field Limits for Interacting Diffusions in a Two-Scale Potential

Overview
Journal J Nonlinear Sci
Date 2018 May 18
PMID 29769758
Citations 2
Authors
Affiliations
Soon will be listed here.
Abstract

In this paper, we study the combined mean field and homogenization limits for a system of weakly interacting diffusions moving in a two-scale, locally periodic confining potential, of the form considered in Duncan et al. (Brownian motion in an N-scale periodic potential, arXiv:1605.05854, 2016b). We show that, although the mean field and homogenization limits commute for finite times, they do not, in general, commute in the long time limit. In particular, the bifurcation diagrams for the stationary states can be different depending on the order with which we take the two limits. Furthermore, we construct the bifurcation diagram for the stationary McKean-Vlasov equation in a two-scale potential, before passing to the homogenization limit, and we analyze the effect of the multiple local minima in the confining potential on the number and the stability of stationary solutions.

Citing Articles

Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions.

Abdulle A, Pavliotis G, Zanoni A Stat Comput. 2022; 32(2):34.

PMID: 35527984 PMC: 9001250. DOI: 10.1007/s11222-022-10081-7.


Response theory and phase transitions for the thermodynamic limit of interacting identical systems.

Lucarini V, Pavliotis G, Zagli N Proc Math Phys Eng Sci. 2021; 476(2244):20200688.

PMID: 33402877 PMC: 7776973. DOI: 10.1098/rspa.2020.0688.

References
1.
Farkhooi F, Stannat W . Complete Mean-Field Theory for Dynamics of Binary Recurrent Networks. Phys Rev Lett. 2017; 119(20):208301. DOI: 10.1103/PhysRevLett.119.208301. View

2.
McKean H . A class of markov processes associated with nonlinear parabolic equations. Proc Natl Acad Sci U S A. 1966; 56(6):1907-11. PMC: 220210. DOI: 10.1073/pnas.56.6.1907. View

3.
Goddard B, Nold A, Savva N, Pavliotis G, Kalliadasis S . General dynamical density functional theory for classical fluids. Phys Rev Lett. 2012; 109(12):120603. DOI: 10.1103/PhysRevLett.109.120603. View

4.
Shiino . Dynamical behavior of stochastic systems of infinitely many coupled nonlinear oscillators exhibiting phase transitions of mean-field type: H theorem on asymptotic approach to equilibrium and critical slowing down of order-parameter fluctuations. Phys Rev A Gen Phys. 1987; 36(5):2393-2412. DOI: 10.1103/physreva.36.2393. View

5.
Duncan A, Kalliadasis S, Pavliotis G, Pradas M . Noise-induced transitions in rugged energy landscapes. Phys Rev E. 2016; 94(3-1):032107. DOI: 10.1103/PhysRevE.94.032107. View