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

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...

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Detalles Bibliográficos
Autores principales: Gomes, S. N., Pavliotis, G. A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5943460/
https://www.ncbi.nlm.nih.gov/pubmed/29769758
http://dx.doi.org/10.1007/s00332-017-9433-y
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author Gomes, S. N.
Pavliotis, G. A.
author_facet Gomes, S. N.
Pavliotis, G. A.
author_sort Gomes, S. N.
collection PubMed
description 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.
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spelling pubmed-59434602018-05-14 Mean Field Limits for Interacting Diffusions in a Two-Scale Potential Gomes, S. N. Pavliotis, G. A. J Nonlinear Sci Article 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. Springer US 2017-12-19 2018 /pmc/articles/PMC5943460/ /pubmed/29769758 http://dx.doi.org/10.1007/s00332-017-9433-y Text en © The Author(s) 2017 Open AccessThis article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Article
Gomes, S. N.
Pavliotis, G. A.
Mean Field Limits for Interacting Diffusions in a Two-Scale Potential
title Mean Field Limits for Interacting Diffusions in a Two-Scale Potential
title_full Mean Field Limits for Interacting Diffusions in a Two-Scale Potential
title_fullStr Mean Field Limits for Interacting Diffusions in a Two-Scale Potential
title_full_unstemmed Mean Field Limits for Interacting Diffusions in a Two-Scale Potential
title_short Mean Field Limits for Interacting Diffusions in a Two-Scale Potential
title_sort mean field limits for interacting diffusions in a two-scale potential
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5943460/
https://www.ncbi.nlm.nih.gov/pubmed/29769758
http://dx.doi.org/10.1007/s00332-017-9433-y
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