N/V-limit for stochastic dynamics in continuous particle systems

DOI10.1007/S00440-006-0499-YMaRDI QIDQ866944zbMATH OpenOpenAlexFDO

Authors Martin Grothaus, Yuri Kondratiev, Michael Röckner

Publication date 14 February 2007

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0512464

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Abstract: We provide an $N/V$-limit for the infinite particle, infinite volume stochastic dynamics associated with Gibbs states in continuous particle systems on $mathbb{R}^d$, $dge1$. Starting point is an $N$-particle stochastic dynamic with singular interaction and reflecting boundary condition in a subset $Lambdasubset{mathbbR}^d$ with finite volume (Lebesgue measure) $V=|Lambda|<infty$. The aim is to approximate the infinite particle, infinite volume stochastic dynamic by the above $N$-particle dynamic in $Lambda$ as $Noinfty$ and $Voinfty$ such that $N/Voho$, where $ho$ is the particle density.

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Cited in

(11)

• Mosco type convergence of bilinear forms and weak convergence of \(n\)-particle systems
• \(N/V\)-limit for Langevin dynamics in continuum
• Construction, ergodicity and rate of convergence of \(N\)-particle Langevin dynamics with singular potentials
• Construction of n-particle Langevin dynamics for \(H^{1,\infty}\)-potentials via generalized Dirichlet forms
• Particle approximation of the Wasserstein diffusion
• Scaling limit of stochastic dynamics in classical continuous systems
• Ornstein-Uhlenbeck limit for the velocity process of an \(N\)-particle system interacting stochastically
• Tagged particle process in continuum with singular interactions
• Mosco convergence of gradient forms with non-convex interaction potential
• Convergence of Brownian motion with a scaled Dirac delta potential
• Fleming-Viot particle system driven by a random walk on \(\mathbb {N}\)

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