Scaling limit of stochastic dynamics in classical continuous systems (Q1431500): Difference between revisions
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Latest revision as of 20:17, 10 December 2024
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English | Scaling limit of stochastic dynamics in classical continuous systems |
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Scaling limit of stochastic dynamics in classical continuous systems (English)
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10 June 2004
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The authors investigate a scaling limit of a classical continuous system of Ginzburg-Landau type, namely they study a stochastic dynamics \(({\mathbf{X}}(t))_{t\geq 0}\) which takes values in the configuration space \(\Gamma = \{\gamma\subset \mathbb{R}^d; | \gamma\cap K| <\infty \text{ for any compact } K\subset \mathbb{R}^d\}\) and formally satisfies the following infinite system of stochastic differential equations: \[ dx(t) = -\beta\sum_{{y(t) \in {\mathbf{X}}(t); \;y(t) \neq x(t)}}\nabla \varphi(x(t) - y(t)) \,dt + \sqrt{2}dB^x(t), \;\;x(t) \in {\mathbf{X}}(t), \;\;{\mathbf{X}}(0) = \gamma\in \Gamma, \] where \((B^x)_{x\in \gamma}\) is a sequence of independent Brownian motions. They prove that the corresponding Dirichlet forms of the scaled dynamics converge on a core of functions to the Dirichlet form of a generalized Ornstein-Uhlenbeck process. The proof is based on the infinite-dimensional analysis and geometry on the configuration space which was developed by \textit{S. Albeverio}, \textit{Yu. G. Kondratiev} and \textit{M. Röckner} [J. Funct. Anal. 154, 444--500 (1998; Zbl 0914.58028) and ibid. 157, 242--291 (1998; Zbl 0931.58019)]. It works under much weaker assumptions on the potential \(\varphi\) than the previously known result by \textit{H. Spohn} [Commun. Math. Phys. 103, 1--33 (1986; Zbl 0605.60092)], and covers the one with a singularity at the origin, for example the Lennard-Jones potential.
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limit theorems
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interacting particle systems
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diffusion processes
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