Mean field limits for interacting diffusions in a two-scale potential
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Publication:722003
phase transitionsbifurcation diagramMcKean-Vlasov equationinteracting particlesCurie-Weiss modelmultiscale diffusionsDesai-Zwanzig model
Vlasov equations (35Q83) Fokker-Planck equations (35Q84) Phase transitions (general) in equilibrium statistical mechanics (82B26) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) PDEs in connection with mechanics of particles and systems of particles (35Q70)
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~cite{DuncanPavliotis2016}. 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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