Mean Field Limits for Interacting Diffusions with Colored Noise: Phase Transitions and Spectral Numerical Methods

DOI10.1137/19M1258116zbMath1453.35165arXiv1904.05973OpenAlexW3082040871MaRDI QIDQ5150070

S. N. Gomes, U. Vaes, Grigorios A. Pavliotis

Publication date: 9 February 2021

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.05973

zbMATH Keywords

phase transitionscolored noiseinteracting particlesDesai-Zwanzig modelMcKean-Vlasov PDEsnonlocal Fokker-Planck equationsHermite spectral methods

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Phase transitions (general) in equilibrium statistical mechanics (82B26) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Vlasov equations (35Q83) PDEs in connection with mechanics of particles and systems of particles (35Q70) Fokker-Planck equations (35Q84)

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Uses Software

• MATCONT
• CL_MATCONT

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