Moderate deviations for fully coupled multiscale weakly interacting particle systems
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The authors consider an interacting particle system in a two-scale environment with \(N\) particles and a time-scale separation parameter \(\varepsilon(N)\to 0\) as \(N\to\infty\). The principal results of the present paper are moderate deviations for the empirical distribution of the locations of these \(N\) particles. The rate function is given in both variational and `negative Sobolev' forms, and various ergodic theorems and properties of Poisson-type equations for multiscale interacting particle systems are established. Applications of these results are given to a class of aggregation-diffusion equations.
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Cited in
(3)- Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime
- Weak convergence for continuous stochastic processes in the dual of a nuclear space with applications to the convergence of SPDEs
- Large deviations of multiscale multivalued McKean-Vlasov stochastic systems
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